CME Swiss Franc Future December 2018

Trading Metrics calculated at close of trading on 30-Jul-2018

Day Change Summary
	Previous	Current
	27-Jul-2018	30-Jul-2018	Change	Change %	Previous Week
Open	1.0184	1.0221	0.0037	0.4%	1.0206
High	1.0190	1.0249	0.0059	0.6%	1.0227
Low	1.0149	1.0166	0.0017	0.2%	1.0149
Close	1.0184	1.0246	0.0062	0.6%	1.0184
Range	0.0041	0.0083	0.0042	102.4%	0.0078
ATR	0.0053	0.0056	0.0002	3.9%	0.0000
Volume	5	11	6	120.0%	8

Daily Pivots for day following 30-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0469	1.0441	1.0292
R3	1.0386	1.0358	1.0269
R2	1.0303	1.0303	1.0261
R1	1.0275	1.0275	1.0254	1.0289
PP	1.0220	1.0220	1.0220	1.0228
S1	1.0192	1.0192	1.0238	1.0206
S2	1.0137	1.0137	1.0231
S3	1.0054	1.0109	1.0223
S4	0.9971	1.0026	1.0200

Weekly Pivots for week ending 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0421	1.0380	1.0227
R3	1.0343	1.0302	1.0205
R2	1.0265	1.0265	1.0198
R1	1.0224	1.0224	1.0191	1.0206
PP	1.0187	1.0187	1.0187	1.0177
S1	1.0146	1.0146	1.0177	1.0128
S2	1.0109	1.0109	1.0170
S3	1.0031	1.0068	1.0163
S4	0.9953	0.9990	1.0141

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0249	1.0149	0.0100	1.0%	0.0047	0.5%	97%	True	False	3
10	1.0249	1.0091	0.0158	1.5%	0.0056	0.5%	98%	True	False	3
20	1.0287	1.0069	0.0218	2.1%	0.0055	0.5%	81%	False	False	5
40	1.0386	1.0069	0.0317	3.1%	0.0053	0.5%	56%	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	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0602
2.618	1.0466
1.618	1.0383
1.000	1.0332
0.618	1.0300
HIGH	1.0249
0.618	1.0217
0.500	1.0208
0.382	1.0198
LOW	1.0166
0.618	1.0115
1.000	1.0083
1.618	1.0032
2.618	0.9949
4.250	0.9813

Fisher Pivots for day following 30-Jul-2018
Pivot	1 day	3 day
R1	1.0233	1.0230
PP	1.0220	1.0215
S1	1.0208	1.0199

Download as Excel Spreadsheet

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

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