CME Swiss Franc Future December 2018

Trading Metrics calculated at close of trading on 31-Jul-2018

Day Change Summary
	Previous	Current
	30-Jul-2018	31-Jul-2018	Change	Change %	Previous Week
Open	1.0221	1.0250	0.0029	0.3%	1.0206
High	1.0249	1.0254	0.0005	0.0%	1.0227
Low	1.0166	1.0219	0.0053	0.5%	1.0149
Close	1.0246	1.0224	-0.0022	-0.2%	1.0184
Range	0.0083	0.0035	-0.0048	-57.8%	0.0078
ATR	0.0056	0.0054	-0.0001	-2.6%	0.0000
Volume	11	6	-5	-45.5%	8

Daily Pivots for day following 31-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0337	1.0316	1.0243
R3	1.0302	1.0281	1.0234
R2	1.0267	1.0267	1.0230
R1	1.0246	1.0246	1.0227	1.0239
PP	1.0232	1.0232	1.0232	1.0229
S1	1.0211	1.0211	1.0221	1.0204
S2	1.0197	1.0197	1.0218
S3	1.0162	1.0176	1.0214
S4	1.0127	1.0141	1.0205

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	1.0254	1.0149	0.0105	1.0%	0.0048	0.5%	71%	True	False	4
10	1.0254	1.0091	0.0163	1.6%	0.0052	0.5%	82%	True	False	3
20	1.0287	1.0069	0.0218	2.1%	0.0054	0.5%	71%	False	False	5
40	1.0386	1.0069	0.0317	3.1%	0.0053	0.5%	49%	False	False	6

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	True
Stretch	0.0015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0403
2.618	1.0346
1.618	1.0311
1.000	1.0289
0.618	1.0276
HIGH	1.0254
0.618	1.0241
0.500	1.0237
0.382	1.0232
LOW	1.0219
0.618	1.0197
1.000	1.0184
1.618	1.0162
2.618	1.0127
4.250	1.0070

Fisher Pivots for day following 31-Jul-2018
Pivot	1 day	3 day
R1	1.0237	1.0217
PP	1.0232	1.0209
S1	1.0228	1.0202

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

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