CME Swiss Franc Future December 2018

Trading Metrics calculated at close of trading on 18-Jul-2018

Day Change Summary
	Previous	Current
	17-Jul-2018	18-Jul-2018	Change	Change %	Previous Week
Open	1.0176	1.0125	-0.0051	-0.5%	1.0226
High	1.0207	1.0147	-0.0060	-0.6%	1.0287
Low	1.0134	1.0101	-0.0033	-0.3%	1.0069
Close	1.0143	1.0143	0.0000	0.0%	1.0114
Range	0.0073	0.0046	-0.0027	-37.0%	0.0218
ATR	0.0058	0.0057	-0.0001	-1.4%	0.0000
Volume	5	3	-2	-40.0%	30

Daily Pivots for day following 18-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0268	1.0252	1.0168
R3	1.0222	1.0206	1.0156
R2	1.0176	1.0176	1.0151
R1	1.0160	1.0160	1.0147	1.0168
PP	1.0130	1.0130	1.0130	1.0135
S1	1.0114	1.0114	1.0139	1.0122
S2	1.0084	1.0084	1.0135
S3	1.0038	1.0068	1.0130
S4	0.9992	1.0022	1.0118

Weekly Pivots for week ending 13-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0811	1.0680	1.0234
R3	1.0593	1.0462	1.0174
R2	1.0375	1.0375	1.0154
R1	1.0244	1.0244	1.0134	1.0201
PP	1.0157	1.0157	1.0157	1.0135
S1	1.0026	1.0026	1.0094	0.9983
S2	0.9939	0.9939	1.0074
S3	0.9721	0.9808	1.0054
S4	0.9503	0.9590	0.9994

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0207	1.0069	0.0138	1.4%	0.0061	0.6%	54%	False	False	6
10	1.0287	1.0069	0.0218	2.1%	0.0057	0.6%	34%	False	False	8
20	1.0303	1.0069	0.0234	2.3%	0.0053	0.5%	32%	False	False	7
40	1.0386	1.0069	0.0317	3.1%	0.0053	0.5%	23%	False	False	6

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.0343
2.618	1.0267
1.618	1.0221
1.000	1.0193
0.618	1.0175
HIGH	1.0147
0.618	1.0129
0.500	1.0124
0.382	1.0119
LOW	1.0101
0.618	1.0073
1.000	1.0055
1.618	1.0027
2.618	0.9981
4.250	0.9906

Fisher Pivots for day following 18-Jul-2018
Pivot	1 day	3 day
R1	1.0137	1.0154
PP	1.0130	1.0150
S1	1.0124	1.0147

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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