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

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

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