CME Swiss Franc Future December 2018

Trading Metrics calculated at close of trading on 19-Jul-2018

Day Change Summary
	Previous	Current
	18-Jul-2018	19-Jul-2018	Change	Change %	Previous Week
Open	1.0125	1.0112	-0.0013	-0.1%	1.0226
High	1.0147	1.0166	0.0019	0.2%	1.0287
Low	1.0101	1.0091	-0.0010	-0.1%	1.0069
Close	1.0143	1.0145	0.0002	0.0%	1.0114
Range	0.0046	0.0075	0.0029	63.0%	0.0218
ATR	0.0057	0.0058	0.0001	2.3%	0.0000
Volume	3	5	2	66.7%	30

Daily Pivots for day following 19-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0359	1.0327	1.0186
R3	1.0284	1.0252	1.0166
R2	1.0209	1.0209	1.0159
R1	1.0177	1.0177	1.0152	1.0193
PP	1.0134	1.0134	1.0134	1.0142
S1	1.0102	1.0102	1.0138	1.0118
S2	1.0059	1.0059	1.0131
S3	0.9984	1.0027	1.0124
S4	0.9909	0.9952	1.0104

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%	0.0060	0.6%	55%	False	False	4
10	1.0287	1.0069	0.0218	2.1%	0.0061	0.6%	35%	False	False	4
20	1.0303	1.0069	0.0234	2.3%	0.0054	0.5%	32%	False	False	6
40	1.0386	1.0069	0.0317	3.1%	0.0053	0.5%	24%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0485
2.618	1.0362
1.618	1.0287
1.000	1.0241
0.618	1.0212
HIGH	1.0166
0.618	1.0137
0.500	1.0129
0.382	1.0120
LOW	1.0091
0.618	1.0045
1.000	1.0016
1.618	0.9970
2.618	0.9895
4.250	0.9772

Fisher Pivots for day following 19-Jul-2018
Pivot	1 day	3 day
R1	1.0140	1.0149
PP	1.0134	1.0148
S1	1.0129	1.0146

Download as Excel Spreadsheet

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

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