CME Swiss Franc Future December 2018

Trading Metrics calculated at close of trading on 02-Aug-2018

Day Change Summary
	Previous	Current
	01-Aug-2018	02-Aug-2018	Change	Change %	Previous Week
Open	1.0206	1.0184	-0.0022	-0.2%	1.0206
High	1.0214	1.0190	-0.0024	-0.2%	1.0227
Low	1.0190	1.0164	-0.0026	-0.3%	1.0149
Close	1.0207	1.0166	-0.0041	-0.4%	1.0184
Range	0.0024	0.0026	0.0002	8.3%	0.0078
ATR	0.0053	0.0052	-0.0001	-1.3%	0.0000
Volume	19	8	-11	-57.9%	8

Daily Pivots for day following 02-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0251	1.0235	1.0180
R3	1.0225	1.0209	1.0173
R2	1.0199	1.0199	1.0171
R1	1.0183	1.0183	1.0168	1.0178
PP	1.0173	1.0173	1.0173	1.0171
S1	1.0157	1.0157	1.0164	1.0152
S2	1.0147	1.0147	1.0161
S3	1.0121	1.0131	1.0159
S4	1.0095	1.0105	1.0152

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%	0.0042	0.4%	16%	False	False	9
10	1.0254	1.0121	0.0133	1.3%	0.0045	0.4%	34%	False	False	5
20	1.0287	1.0069	0.0218	2.1%	0.0053	0.5%	44%	False	False	4
40	1.0386	1.0069	0.0317	3.1%	0.0052	0.5%	31%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0301
2.618	1.0258
1.618	1.0232
1.000	1.0216
0.618	1.0206
HIGH	1.0190
0.618	1.0180
0.500	1.0177
0.382	1.0174
LOW	1.0164
0.618	1.0148
1.000	1.0138
1.618	1.0122
2.618	1.0096
4.250	1.0054

Fisher Pivots for day following 02-Aug-2018
Pivot	1 day	3 day
R1	1.0177	1.0209
PP	1.0173	1.0195
S1	1.0170	1.0180

Download as Excel Spreadsheet

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

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