CME Swiss Franc Future December 2018

Trading Metrics calculated at close of trading on 10-Aug-2018

Day Change Summary
	Previous	Current
	09-Aug-2018	10-Aug-2018	Change	Change %	Previous Week
Open	1.0182	1.0140	-0.0042	-0.4%	1.0139
High	1.0218	1.0182	-0.0036	-0.4%	1.0218
Low	1.0164	1.0137	-0.0027	-0.3%	1.0134
Close	1.0182	1.0163	-0.0019	-0.2%	1.0163
Range	0.0054	0.0045	-0.0009	-16.7%	0.0084
ATR	0.0049	0.0049	0.0000	-0.6%	0.0000
Volume	18	29	11	61.1%	54

Daily Pivots for day following 10-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0296	1.0274	1.0188
R3	1.0251	1.0229	1.0175
R2	1.0206	1.0206	1.0171
R1	1.0184	1.0184	1.0167	1.0195
PP	1.0161	1.0161	1.0161	1.0166
S1	1.0139	1.0139	1.0159	1.0150
S2	1.0116	1.0116	1.0155
S3	1.0071	1.0094	1.0151
S4	1.0026	1.0049	1.0138

Weekly Pivots for week ending 10-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0424	1.0377	1.0209
R3	1.0340	1.0293	1.0186
R2	1.0256	1.0256	1.0178
R1	1.0209	1.0209	1.0171	1.0233
PP	1.0172	1.0172	1.0172	1.0183
S1	1.0125	1.0125	1.0155	1.0149
S2	1.0088	1.0088	1.0148
S3	1.0004	1.0041	1.0140
S4	0.9920	0.9957	1.0117

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0218	1.0134	0.0084	0.8%	0.0039	0.4%	35%	False	False	10
10	1.0254	1.0134	0.0120	1.2%	0.0040	0.4%	24%	False	False	10
20	1.0254	1.0091	0.0163	1.6%	0.0047	0.5%	44%	False	False	6
40	1.0303	1.0069	0.0234	2.3%	0.0049	0.5%	40%	False	False	7

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0373
2.618	1.0300
1.618	1.0255
1.000	1.0227
0.618	1.0210
HIGH	1.0182
0.618	1.0165
0.500	1.0160
0.382	1.0154
LOW	1.0137
0.618	1.0109
1.000	1.0092
1.618	1.0064
2.618	1.0019
4.250	0.9946

Fisher Pivots for day following 10-Aug-2018
Pivot	1 day	3 day
R1	1.0162	1.0178
PP	1.0161	1.0173
S1	1.0160	1.0168

Download as Excel Spreadsheet

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

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