CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 16-Aug-2018
Day Change Summary
Previous Current
15-Aug-2018 16-Aug-2018 Change Change % Previous Week
Open 1.0149 1.0180 0.0031 0.3% 1.0139
High 1.0183 1.0191 0.0008 0.1% 1.0218
Low 1.0126 1.0133 0.0007 0.1% 1.0134
Close 1.0181 1.0142 -0.0039 -0.4% 1.0163
Range 0.0057 0.0058 0.0001 1.8% 0.0084
ATR 0.0048 0.0049 0.0001 1.4% 0.0000
Volume 25 8 -17 -68.0% 54
Daily Pivots for day following 16-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0329 1.0294 1.0174
R3 1.0271 1.0236 1.0158
R2 1.0213 1.0213 1.0153
R1 1.0178 1.0178 1.0147 1.0167
PP 1.0155 1.0155 1.0155 1.0150
S1 1.0120 1.0120 1.0137 1.0109
S2 1.0097 1.0097 1.0131
S3 1.0039 1.0062 1.0126
S4 0.9981 1.0004 1.0110
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 1.0209 1.0126 0.0083 0.8% 0.0048 0.5% 19% False False 18
10 1.0218 1.0126 0.0092 0.9% 0.0043 0.4% 17% False False 12
20 1.0254 1.0121 0.0133 1.3% 0.0044 0.4% 16% False False 8
40 1.0303 1.0069 0.0234 2.3% 0.0049 0.5% 31% False False 7
60 1.0386 1.0069 0.0317 3.1% 0.0050 0.5% 23% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0438
2.618 1.0343
1.618 1.0285
1.000 1.0249
0.618 1.0227
HIGH 1.0191
0.618 1.0169
0.500 1.0162
0.382 1.0155
LOW 1.0133
0.618 1.0097
1.000 1.0075
1.618 1.0039
2.618 0.9981
4.250 0.9887
Fisher Pivots for day following 16-Aug-2018
Pivot 1 day 3 day
R1 1.0162 1.0168
PP 1.0155 1.0159
S1 1.0149 1.0151

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

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