CME Swiss Franc Future December 2018

Trading Metrics calculated at close of trading on 03-Aug-2018

Day Change Summary
	Previous	Current
	02-Aug-2018	03-Aug-2018	Change	Change %	Previous Week
Open	1.0184	1.0177	-0.0007	-0.1%	1.0221
High	1.0190	1.0194	0.0004	0.0%	1.0254
Low	1.0164	1.0154	-0.0010	-0.1%	1.0154
Close	1.0166	1.0177	0.0011	0.1%	1.0177
Range	0.0026	0.0040	0.0014	53.8%	0.0100
ATR	0.0052	0.0051	-0.0001	-1.6%	0.0000
Volume	8	4	-4	-50.0%	48

Daily Pivots for day following 03-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0295	1.0276	1.0199
R3	1.0255	1.0236	1.0188
R2	1.0215	1.0215	1.0184
R1	1.0196	1.0196	1.0181	1.0197
PP	1.0175	1.0175	1.0175	1.0176
S1	1.0156	1.0156	1.0173	1.0157
S2	1.0135	1.0135	1.0170
S3	1.0095	1.0116	1.0166
S4	1.0055	1.0076	1.0155

Weekly Pivots for week ending 03-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0495	1.0436	1.0232
R3	1.0395	1.0336	1.0205
R2	1.0295	1.0295	1.0195
R1	1.0236	1.0236	1.0186	1.0216
PP	1.0195	1.0195	1.0195	1.0185
S1	1.0136	1.0136	1.0168	1.0116
S2	1.0095	1.0095	1.0159
S3	0.9995	1.0036	1.0150
S4	0.9895	0.9936	1.0122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0254	1.0154	0.0100	1.0%	0.0042	0.4%	23%	False	True	9
10	1.0254	1.0149	0.0105	1.0%	0.0040	0.4%	27%	False	False	5
20	1.0287	1.0069	0.0218	2.1%	0.0052	0.5%	50%	False	False	5
40	1.0342	1.0069	0.0273	2.7%	0.0051	0.5%	40%	False	False	7

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0364
2.618	1.0299
1.618	1.0259
1.000	1.0234
0.618	1.0219
HIGH	1.0194
0.618	1.0179
0.500	1.0174
0.382	1.0169
LOW	1.0154
0.618	1.0129
1.000	1.0114
1.618	1.0089
2.618	1.0049
4.250	0.9984

Fisher Pivots for day following 03-Aug-2018
Pivot	1 day	3 day
R1	1.0176	1.0184
PP	1.0175	1.0182
S1	1.0174	1.0179

Download as Excel Spreadsheet

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

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