CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 22-Aug-2018
Day Change Summary
Previous Current
21-Aug-2018 22-Aug-2018 Change Change % Previous Week
Open 1.0208 1.0266 0.0058 0.6% 1.0169
High 1.0263 1.0299 0.0036 0.4% 1.0209
Low 1.0208 1.0253 0.0045 0.4% 1.0126
Close 1.0254 1.0272 0.0018 0.2% 1.0154
Range 0.0055 0.0046 -0.0009 -16.4% 0.0083
ATR 0.0051 0.0051 0.0000 -0.7% 0.0000
Volume 31 13 -18 -58.1% 111
Daily Pivots for day following 22-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0413 1.0388 1.0297
R3 1.0367 1.0342 1.0285
R2 1.0321 1.0321 1.0280
R1 1.0296 1.0296 1.0276 1.0309
PP 1.0275 1.0275 1.0275 1.0281
S1 1.0250 1.0250 1.0268 1.0263
S2 1.0229 1.0229 1.0264
S3 1.0183 1.0204 1.0259
S4 1.0137 1.0158 1.0247
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 1.0299 1.0128 0.0171 1.7% 0.0052 0.5% 84% True False 24
10 1.0299 1.0126 0.0173 1.7% 0.0050 0.5% 84% True False 22
20 1.0299 1.0126 0.0173 1.7% 0.0044 0.4% 84% True False 14
40 1.0299 1.0069 0.0230 2.2% 0.0049 0.5% 88% True False 10
60 1.0386 1.0069 0.0317 3.1% 0.0049 0.5% 64% False False 8
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0495
2.618 1.0419
1.618 1.0373
1.000 1.0345
0.618 1.0327
HIGH 1.0299
0.618 1.0281
0.500 1.0276
0.382 1.0271
LOW 1.0253
0.618 1.0225
1.000 1.0207
1.618 1.0179
2.618 1.0133
4.250 1.0058
Fisher Pivots for day following 22-Aug-2018
Pivot 1 day 3 day
R1 1.0276 1.0254
PP 1.0275 1.0236
S1 1.0273 1.0218

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

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