CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 31-Jul-2018
Day Change Summary
Previous Current
30-Jul-2018 31-Jul-2018 Change Change % Previous Week
Open 1.0221 1.0250 0.0029 0.3% 1.0206
High 1.0249 1.0254 0.0005 0.0% 1.0227
Low 1.0166 1.0219 0.0053 0.5% 1.0149
Close 1.0246 1.0224 -0.0022 -0.2% 1.0184
Range 0.0083 0.0035 -0.0048 -57.8% 0.0078
ATR 0.0056 0.0054 -0.0001 -2.6% 0.0000
Volume 11 6 -5 -45.5% 8
Daily Pivots for day following 31-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.0337 1.0316 1.0243
R3 1.0302 1.0281 1.0234
R2 1.0267 1.0267 1.0230
R1 1.0246 1.0246 1.0227 1.0239
PP 1.0232 1.0232 1.0232 1.0229
S1 1.0211 1.0211 1.0221 1.0204
S2 1.0197 1.0197 1.0218
S3 1.0162 1.0176 1.0214
S4 1.0127 1.0141 1.0205
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.0421 1.0380 1.0227
R3 1.0343 1.0302 1.0205
R2 1.0265 1.0265 1.0198
R1 1.0224 1.0224 1.0191 1.0206
PP 1.0187 1.0187 1.0187 1.0177
S1 1.0146 1.0146 1.0177 1.0128
S2 1.0109 1.0109 1.0170
S3 1.0031 1.0068 1.0163
S4 0.9953 0.9990 1.0141
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0254 1.0149 0.0105 1.0% 0.0048 0.5% 71% True False 4
10 1.0254 1.0091 0.0163 1.6% 0.0052 0.5% 82% True False 3
20 1.0287 1.0069 0.0218 2.1% 0.0054 0.5% 71% False False 5
40 1.0386 1.0069 0.0317 3.1% 0.0053 0.5% 49% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0.0015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0403
2.618 1.0346
1.618 1.0311
1.000 1.0289
0.618 1.0276
HIGH 1.0254
0.618 1.0241
0.500 1.0237
0.382 1.0232
LOW 1.0219
0.618 1.0197
1.000 1.0184
1.618 1.0162
2.618 1.0127
4.250 1.0070
Fisher Pivots for day following 31-Jul-2018
Pivot 1 day 3 day
R1 1.0237 1.0217
PP 1.0232 1.0209
S1 1.0228 1.0202

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

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