CME Swiss Franc Future December 2018

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Trading Metrics calculated at close of trading on 24-Jul-2018
Day Change Summary Previous Current 23-Jul-2018 24-Jul-2018 Change Change % Previous Week Open 1.0206 1.0189 -0.0017 -0.2% 1.0160 High 1.0227 1.0204 -0.0023 -0.2% 1.0211 Low 1.0189 1.0175 -0.0014 -0.1% 1.0091 Close 1.0198 1.0189 -0.0009 -0.1% 1.0206 Range 0.0038 0.0029 -0.0009 -23.7% 0.0120 ATR 0.0059 0.0057 -0.0002 -3.6% 0.0000 Volume 1 0 -1 -100.0% 14
Daily Pivots for day following 24-Jul-2018 Classic Woodie Camarilla DeMark R4 1.0276 1.0262 1.0205 R3 1.0247 1.0233 1.0197 R2 1.0218 1.0218 1.0194 R1 1.0204 1.0204 1.0192 1.0204 PP 1.0189 1.0189 1.0189 1.0189 S1 1.0175 1.0175 1.0186 1.0175 S2 1.0160 1.0160 1.0184 S3 1.0131 1.0146 1.0181 S4 1.0102 1.0117 1.0173	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% 0.0056 0.5% 72% False False 1 10 1.0234 1.0069 0.0165 1.6% 0.0059 0.6% 73% False False 4 20 1.0287 1.0069 0.0218 2.1% 0.0054 0.5% 55% False False 6 40 1.0386 1.0069 0.0317 3.1% 0.0054 0.5% 38% 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 0.0017 Narrowest range in 17 trading days	Fibonacci Retracements and Extensions 4.250 1.0327 2.618 1.0280 1.618 1.0251 1.000 1.0233 0.618 1.0222 HIGH 1.0204 0.618 1.0193 0.500 1.0190 0.382 1.0186 LOW 1.0175 0.618 1.0157 1.000 1.0146 1.618 1.0128 2.618 1.0099 4.250 1.0052
Fisher Pivots for day following 24-Jul-2018 Pivot 1 day 3 day R1 1.0190 1.0184 PP 1.0189 1.0179 S1 1.0189 1.0174

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