CME Swiss Franc Future December 2018

Trading Metrics calculated at close of trading on 20-Jul-2018

Day Change Summary
	Previous	Current
	19-Jul-2018	20-Jul-2018	Change	Change %	Previous Week
Open	1.0112	1.0206	0.0094	0.9%	1.0160
High	1.0166	1.0211	0.0045	0.4%	1.0211
Low	1.0091	1.0121	0.0030	0.3%	1.0091
Close	1.0145	1.0206	0.0061	0.6%	1.0206
Range	0.0075	0.0090	0.0015	20.0%	0.0120
ATR	0.0058	0.0060	0.0002	3.9%	0.0000
Volume	5	0	-5	-100.0%	14

Daily Pivots for day following 20-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0449	1.0418	1.0256
R3	1.0359	1.0328	1.0231
R2	1.0269	1.0269	1.0223
R1	1.0238	1.0238	1.0214	1.0251
PP	1.0179	1.0179	1.0179	1.0186
S1	1.0148	1.0148	1.0198	1.0161
S2	1.0089	1.0089	1.0190
S3	0.9999	1.0058	1.0181
S4	0.9909	0.9968	1.0157

Weekly Pivots for week ending 20-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0529	1.0488	1.0272
R3	1.0409	1.0368	1.0239
R2	1.0289	1.0289	1.0228
R1	1.0248	1.0248	1.0217	1.0269
PP	1.0169	1.0169	1.0169	1.0180
S1	1.0128	1.0128	1.0195	1.0149
S2	1.0049	1.0049	1.0184
S3	0.9929	1.0008	1.0173
S4	0.9809	0.9888	1.0140

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0211	1.0091	0.0120	1.2%	0.0068	0.7%	96%	True	False	2
10	1.0287	1.0069	0.0218	2.1%	0.0065	0.6%	63%	False	False	4
20	1.0303	1.0069	0.0234	2.3%	0.0055	0.5%	59%	False	False	6
40	1.0386	1.0069	0.0317	3.1%	0.0054	0.5%	43%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	1.0594
2.618	1.0447
1.618	1.0357
1.000	1.0301
0.618	1.0267
HIGH	1.0211
0.618	1.0177
0.500	1.0166
0.382	1.0155
LOW	1.0121
0.618	1.0065
1.000	1.0031
1.618	0.9975
2.618	0.9885
4.250	0.9739

Fisher Pivots for day following 20-Jul-2018
Pivot	1 day	3 day
R1	1.0193	1.0188
PP	1.0179	1.0169
S1	1.0166	1.0151

Download as Excel Spreadsheet

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

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