CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 29-Aug-2018
Day Change Summary
Previous Current
28-Aug-2018 29-Aug-2018 Change Change % Previous Week
Open 1.0309 1.0337 0.0028 0.3% 1.0158
High 1.0360 1.0405 0.0045 0.4% 1.0299
Low 1.0295 1.0329 0.0034 0.3% 1.0137
Close 1.0336 1.0393 0.0057 0.6% 1.0272
Range 0.0065 0.0076 0.0011 16.9% 0.0162
ATR 0.0052 0.0054 0.0002 3.3% 0.0000
Volume 255 383 128 50.2% 145
Daily Pivots for day following 29-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0604 1.0574 1.0435
R3 1.0528 1.0498 1.0414
R2 1.0452 1.0452 1.0407
R1 1.0422 1.0422 1.0400 1.0437
PP 1.0376 1.0376 1.0376 1.0383
S1 1.0346 1.0346 1.0386 1.0361
S2 1.0300 1.0300 1.0379
S3 1.0224 1.0270 1.0372
S4 1.0148 1.0194 1.0351
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 1.0405 1.0238 0.0167 1.6% 0.0059 0.6% 93% True False 165
10 1.0405 1.0128 0.0277 2.7% 0.0056 0.5% 96% True False 94
20 1.0405 1.0126 0.0279 2.7% 0.0048 0.5% 96% True False 53
40 1.0405 1.0069 0.0336 3.2% 0.0050 0.5% 96% True False 30
60 1.0405 1.0069 0.0336 3.2% 0.0051 0.5% 96% True False 22
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 0.0010
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.0728
2.618 1.0604
1.618 1.0528
1.000 1.0481
0.618 1.0452
HIGH 1.0405
0.618 1.0376
0.500 1.0367
0.382 1.0358
LOW 1.0329
0.618 1.0282
1.000 1.0253
1.618 1.0206
2.618 1.0130
4.250 1.0006
Fisher Pivots for day following 29-Aug-2018
Pivot 1 day 3 day
R1 1.0384 1.0372
PP 1.0376 1.0352
S1 1.0367 1.0331

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

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