CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 27-Aug-2018
Day Change Summary
Previous Current
24-Aug-2018 27-Aug-2018 Change Change % Previous Week
Open 1.0238 1.0274 0.0036 0.4% 1.0158
High 1.0291 1.0316 0.0025 0.2% 1.0299
Low 1.0238 1.0257 0.0019 0.2% 1.0137
Close 1.0272 1.0307 0.0035 0.3% 1.0272
Range 0.0053 0.0059 0.0006 11.3% 0.0162
ATR 0.0050 0.0051 0.0001 1.2% 0.0000
Volume 64 109 45 70.3% 145
Daily Pivots for day following 27-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0470 1.0448 1.0339
R3 1.0411 1.0389 1.0323
R2 1.0352 1.0352 1.0318
R1 1.0330 1.0330 1.0312 1.0341
PP 1.0293 1.0293 1.0293 1.0299
S1 1.0271 1.0271 1.0302 1.0282
S2 1.0234 1.0234 1.0296
S3 1.0175 1.0212 1.0291
S4 1.0116 1.0153 1.0275
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0722 1.0659 1.0361
R3 1.0560 1.0497 1.0317
R2 1.0398 1.0398 1.0302
R1 1.0335 1.0335 1.0287 1.0367
PP 1.0236 1.0236 1.0236 1.0252
S1 1.0173 1.0173 1.0257 1.0205
S2 1.0074 1.0074 1.0242
S3 0.9912 1.0011 1.0227
S4 0.9750 0.9849 1.0183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0316 1.0208 0.0108 1.0% 0.0051 0.5% 92% True False 46
10 1.0316 1.0126 0.0190 1.8% 0.0052 0.5% 95% True False 35
20 1.0316 1.0126 0.0190 1.8% 0.0043 0.4% 95% True False 22
40 1.0316 1.0069 0.0247 2.4% 0.0049 0.5% 96% True False 14
60 1.0386 1.0069 0.0317 3.1% 0.0050 0.5% 75% False False 11
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 0.0012
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0567
2.618 1.0470
1.618 1.0411
1.000 1.0375
0.618 1.0352
HIGH 1.0316
0.618 1.0293
0.500 1.0287
0.382 1.0280
LOW 1.0257
0.618 1.0221
1.000 1.0198
1.618 1.0162
2.618 1.0103
4.250 1.0006
Fisher Pivots for day following 27-Aug-2018
Pivot 1 day 3 day
R1 1.0300 1.0297
PP 1.0293 1.0287
S1 1.0287 1.0277

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

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