CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 23-Jul-2018
Day Change Summary
Previous Current
20-Jul-2018 23-Jul-2018 Change Change % Previous Week
Open 1.0206 1.0206 0.0000 0.0% 1.0160
High 1.0211 1.0227 0.0016 0.2% 1.0211
Low 1.0121 1.0189 0.0068 0.7% 1.0091
Close 1.0206 1.0198 -0.0008 -0.1% 1.0206
Range 0.0090 0.0038 -0.0052 -57.8% 0.0120
ATR 0.0060 0.0059 -0.0002 -2.6% 0.0000
Volume 0 1 1 14
Daily Pivots for day following 23-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.0319 1.0296 1.0219
R3 1.0281 1.0258 1.0208
R2 1.0243 1.0243 1.0205
R1 1.0220 1.0220 1.0201 1.0213
PP 1.0205 1.0205 1.0205 1.0201
S1 1.0182 1.0182 1.0195 1.0175
S2 1.0167 1.0167 1.0191
S3 1.0129 1.0144 1.0188
S4 1.0091 1.0106 1.0177
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 1.0227 1.0091 0.0136 1.3% 0.0064 0.6% 79% True False 2
10 1.0234 1.0069 0.0165 1.6% 0.0061 0.6% 78% False False 4
20 1.0303 1.0069 0.0234 2.3% 0.0054 0.5% 55% False False 6
40 1.0386 1.0069 0.0317 3.1% 0.0054 0.5% 41% 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 0.0016
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0389
2.618 1.0326
1.618 1.0288
1.000 1.0265
0.618 1.0250
HIGH 1.0227
0.618 1.0212
0.500 1.0208
0.382 1.0204
LOW 1.0189
0.618 1.0166
1.000 1.0151
1.618 1.0128
2.618 1.0090
4.250 1.0028
Fisher Pivots for day following 23-Jul-2018
Pivot 1 day 3 day
R1 1.0208 1.0185
PP 1.0205 1.0172
S1 1.0201 1.0159

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

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