CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 23-Aug-2018
Day Change Summary
Previous Current
22-Aug-2018 23-Aug-2018 Change Change % Previous Week
Open 1.0266 1.0277 0.0011 0.1% 1.0169
High 1.0299 1.0281 -0.0018 -0.2% 1.0209
Low 1.0253 1.0238 -0.0015 -0.1% 1.0126
Close 1.0272 1.0240 -0.0032 -0.3% 1.0154
Range 0.0046 0.0043 -0.0003 -6.5% 0.0083
ATR 0.0051 0.0050 -0.0001 -1.1% 0.0000
Volume 13 15 2 15.4% 111
Daily Pivots for day following 23-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0382 1.0354 1.0264
R3 1.0339 1.0311 1.0252
R2 1.0296 1.0296 1.0248
R1 1.0268 1.0268 1.0244 1.0261
PP 1.0253 1.0253 1.0253 1.0249
S1 1.0225 1.0225 1.0236 1.0218
S2 1.0210 1.0210 1.0232
S3 1.0167 1.0182 1.0228
S4 1.0124 1.0139 1.0216
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% 0.0049 0.5% 65% False False 25
10 1.0299 1.0126 0.0173 1.7% 0.0048 0.5% 66% False False 22
20 1.0299 1.0126 0.0173 1.7% 0.0044 0.4% 66% False False 14
40 1.0299 1.0069 0.0230 2.2% 0.0048 0.5% 74% False False 10
60 1.0386 1.0069 0.0317 3.1% 0.0049 0.5% 54% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0464
2.618 1.0394
1.618 1.0351
1.000 1.0324
0.618 1.0308
HIGH 1.0281
0.618 1.0265
0.500 1.0260
0.382 1.0254
LOW 1.0238
0.618 1.0211
1.000 1.0195
1.618 1.0168
2.618 1.0125
4.250 1.0055
Fisher Pivots for day following 23-Aug-2018
Pivot 1 day 3 day
R1 1.0260 1.0254
PP 1.0253 1.0249
S1 1.0247 1.0245

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

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