CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 20-Aug-2018
Day Change Summary
Previous Current
17-Aug-2018 20-Aug-2018 Change Change % Previous Week
Open 1.0142 1.0158 0.0016 0.2% 1.0169
High 1.0172 1.0194 0.0022 0.2% 1.0209
Low 1.0128 1.0137 0.0009 0.1% 1.0126
Close 1.0154 1.0185 0.0031 0.3% 1.0154
Range 0.0044 0.0057 0.0013 29.5% 0.0083
ATR 0.0049 0.0049 0.0001 1.2% 0.0000
Volume 47 22 -25 -53.2% 111
Daily Pivots for day following 20-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0343 1.0321 1.0216
R3 1.0286 1.0264 1.0201
R2 1.0229 1.0229 1.0195
R1 1.0207 1.0207 1.0190 1.0218
PP 1.0172 1.0172 1.0172 1.0178
S1 1.0150 1.0150 1.0180 1.0161
S2 1.0115 1.0115 1.0175
S3 1.0058 1.0093 1.0169
S4 1.0001 1.0036 1.0154
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0412 1.0366 1.0200
R3 1.0329 1.0283 1.0177
R2 1.0246 1.0246 1.0169
R1 1.0200 1.0200 1.0162 1.0182
PP 1.0163 1.0163 1.0163 1.0154
S1 1.0117 1.0117 1.0146 1.0099
S2 1.0080 1.0080 1.0139
S3 0.9997 1.0034 1.0131
S4 0.9914 0.9951 1.0108
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% 0.0053 0.5% 71% False False 23
10 1.0218 1.0126 0.0092 0.9% 0.0047 0.5% 64% False False 18
20 1.0254 1.0126 0.0128 1.3% 0.0042 0.4% 46% False False 12
40 1.0303 1.0069 0.0234 2.3% 0.0048 0.5% 50% False False 9
60 1.0386 1.0069 0.0317 3.1% 0.0050 0.5% 37% False False 8
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 False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0436
2.618 1.0343
1.618 1.0286
1.000 1.0251
0.618 1.0229
HIGH 1.0194
0.618 1.0172
0.500 1.0166
0.382 1.0159
LOW 1.0137
0.618 1.0102
1.000 1.0080
1.618 1.0045
2.618 0.9988
4.250 0.9895
Fisher Pivots for day following 20-Aug-2018
Pivot 1 day 3 day
R1 1.0179 1.0177
PP 1.0172 1.0169
S1 1.0166 1.0161

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

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