CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 14-Aug-2018
Day Change Summary
Previous Current
13-Aug-2018 14-Aug-2018 Change Change % Previous Week
Open 1.0169 1.0196 0.0027 0.3% 1.0139
High 1.0189 1.0209 0.0020 0.2% 1.0218
Low 1.0158 1.0161 0.0003 0.0% 1.0134
Close 1.0176 1.0165 -0.0011 -0.1% 1.0163
Range 0.0031 0.0048 0.0017 54.8% 0.0084
ATR 0.0048 0.0048 0.0000 0.1% 0.0000
Volume 15 16 1 6.7% 54
Daily Pivots for day following 14-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0322 1.0292 1.0191
R3 1.0274 1.0244 1.0178
R2 1.0226 1.0226 1.0174
R1 1.0196 1.0196 1.0169 1.0187
PP 1.0178 1.0178 1.0178 1.0174
S1 1.0148 1.0148 1.0161 1.0139
S2 1.0130 1.0130 1.0156
S3 1.0082 1.0100 1.0152
S4 1.0034 1.0052 1.0139
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 1.0137 0.0081 0.8% 0.0044 0.4% 35% False False 16
10 1.0218 1.0134 0.0084 0.8% 0.0036 0.4% 37% False False 11
20 1.0254 1.0091 0.0163 1.6% 0.0044 0.4% 45% False False 7
40 1.0303 1.0069 0.0234 2.3% 0.0049 0.5% 41% False False 7
60 1.0386 1.0069 0.0317 3.1% 0.0049 0.5% 30% 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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0413
2.618 1.0335
1.618 1.0287
1.000 1.0257
0.618 1.0239
HIGH 1.0209
0.618 1.0191
0.500 1.0185
0.382 1.0179
LOW 1.0161
0.618 1.0131
1.000 1.0113
1.618 1.0083
2.618 1.0035
4.250 0.9957
Fisher Pivots for day following 14-Aug-2018
Pivot 1 day 3 day
R1 1.0185 1.0173
PP 1.0178 1.0170
S1 1.0172 1.0168

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

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