CME Swiss Franc Future December 2018

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Trading Metrics calculated at close of trading on 20-Jun-2018
Day Change Summary Previous Current 19-Jun-2018 20-Jun-2018 Change Change % Previous Week Open 1.0209 1.0197 -0.0012 -0.1% 1.0326 High 1.0244 1.0222 -0.0022 -0.2% 1.0342 Low 1.0189 1.0181 -0.0008 -0.1% 1.0179 Close 1.0215 1.0202 -0.0013 -0.1% 1.0191 Range 0.0055 0.0041 -0.0014 -25.5% 0.0163 ATR 0.0056 0.0055 -0.0001 -1.9% 0.0000 Volume 5 15 10 200.0% 60
Daily Pivots for day following 20-Jun-2018 Classic Woodie Camarilla DeMark R4 1.0325 1.0304 1.0225 R3 1.0284 1.0263 1.0213 R2 1.0243 1.0243 1.0210 R1 1.0222 1.0222 1.0206 1.0233 PP 1.0202 1.0202 1.0202 1.0207 S1 1.0181 1.0181 1.0198 1.0192 S2 1.0161 1.0161 1.0194 S3 1.0120 1.0140 1.0191 S4 1.0079 1.0099 1.0179	Weekly Pivots for week ending 15-Jun-2018 Classic Woodie Camarilla DeMark R4 1.0726 1.0622 1.0281 R3 1.0563 1.0459 1.0236 R2 1.0400 1.0400 1.0221 R1 1.0296 1.0296 1.0206 1.0267 PP 1.0237 1.0237 1.0237 1.0223 S1 1.0133 1.0133 1.0176 1.0104 S2 1.0074 1.0074 1.0161 S3 0.9911 0.9970 1.0146 S4 0.9748 0.9807 1.0101
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0335 1.0179 0.0156 1.5% 0.0061 0.6% 15% False False 14 10 1.0386 1.0179 0.0207 2.0% 0.0054 0.5% 11% False False 9 20 1.0386 1.0179 0.0207 2.0% 0.0052 0.5% 11% False False 6
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 False Bear Hook False Bull Hook False Stretch 0.0016 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.0396 2.618 1.0329 1.618 1.0288 1.000 1.0263 0.618 1.0247 HIGH 1.0222 0.618 1.0206 0.500 1.0202 0.382 1.0197 LOW 1.0181 0.618 1.0156 1.000 1.0140 1.618 1.0115 2.618 1.0074 4.250 1.0007
Fisher Pivots for day following 20-Jun-2018 Pivot 1 day 3 day R1 1.0202 1.0213 PP 1.0202 1.0209 S1 1.0202 1.0206

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