CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 06-Aug-2018
Day Change Summary
Previous Current
03-Aug-2018 06-Aug-2018 Change Change % Previous Week
Open 1.0177 1.0139 -0.0038 -0.4% 1.0221
High 1.0194 1.0154 -0.0040 -0.4% 1.0254
Low 1.0154 1.0134 -0.0020 -0.2% 1.0154
Close 1.0177 1.0154 -0.0023 -0.2% 1.0177
Range 0.0040 0.0020 -0.0020 -50.0% 0.0100
ATR 0.0051 0.0051 -0.0001 -1.1% 0.0000
Volume 4 2 -2 -50.0% 48
Daily Pivots for day following 06-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0207 1.0201 1.0165
R3 1.0187 1.0181 1.0160
R2 1.0167 1.0167 1.0158
R1 1.0161 1.0161 1.0156 1.0164
PP 1.0147 1.0147 1.0147 1.0149
S1 1.0141 1.0141 1.0152 1.0144
S2 1.0127 1.0127 1.0150
S3 1.0107 1.0121 1.0149
S4 1.0087 1.0101 1.0143
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 1.0134 0.0120 1.2% 0.0029 0.3% 17% False True 7
10 1.0254 1.0134 0.0120 1.2% 0.0038 0.4% 17% False True 5
20 1.0254 1.0069 0.0185 1.8% 0.0050 0.5% 46% False False 5
40 1.0342 1.0069 0.0273 2.7% 0.0051 0.5% 31% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 0.0012
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 1.0239
2.618 1.0206
1.618 1.0186
1.000 1.0174
0.618 1.0166
HIGH 1.0154
0.618 1.0146
0.500 1.0144
0.382 1.0142
LOW 1.0134
0.618 1.0122
1.000 1.0114
1.618 1.0102
2.618 1.0082
4.250 1.0049
Fisher Pivots for day following 06-Aug-2018
Pivot 1 day 3 day
R1 1.0151 1.0164
PP 1.0147 1.0161
S1 1.0144 1.0157

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

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