CME Swiss Franc Future December 2018

Trading Metrics calculated at close of trading on 26-Jul-2018

Day Change Summary
	Previous	Current
	25-Jul-2018	26-Jul-2018	Change	Change %	Previous Week
Open	1.0200	1.0191	-0.0009	-0.1%	1.0160
High	1.0218	1.0220	0.0002	0.0%	1.0211
Low	1.0181	1.0176	-0.0005	0.0%	1.0091
Close	1.0200	1.0178	-0.0022	-0.2%	1.0206
Range	0.0037	0.0044	0.0007	18.9%	0.0120
ATR	0.0055	0.0054	-0.0001	-1.5%	0.0000
Volume	0	2	2		14

Daily Pivots for day following 26-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0323	1.0295	1.0202
R3	1.0279	1.0251	1.0190
R2	1.0235	1.0235	1.0186
R1	1.0207	1.0207	1.0182	1.0199
PP	1.0191	1.0191	1.0191	1.0188
S1	1.0163	1.0163	1.0174	1.0155
S2	1.0147	1.0147	1.0170
S3	1.0103	1.0119	1.0166
S4	1.0059	1.0075	1.0154

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	1.0121	0.0106	1.0%	0.0048	0.5%	54%	False	False
10	1.0227	1.0069	0.0158	1.6%	0.0054	0.5%	69%	False	False	2
20	1.0287	1.0069	0.0218	2.1%	0.0053	0.5%	50%	False	False	5
40	1.0386	1.0069	0.0317	3.1%	0.0052	0.5%	34%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0407
2.618	1.0335
1.618	1.0291
1.000	1.0264
0.618	1.0247
HIGH	1.0220
0.618	1.0203
0.500	1.0198
0.382	1.0193
LOW	1.0176
0.618	1.0149
1.000	1.0132
1.618	1.0105
2.618	1.0061
4.250	0.9989

Fisher Pivots for day following 26-Jul-2018
Pivot	1 day	3 day
R1	1.0198	1.0198
PP	1.0191	1.0191
S1	1.0185	1.0185

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols