CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 31-Aug-2018
Day Change Summary
Previous Current
30-Aug-2018 31-Aug-2018 Change Change % Previous Week
Open 1.0400 1.0414 0.0014 0.1% 1.0274
High 1.0420 1.0456 0.0036 0.3% 1.0456
Low 1.0390 1.0403 0.0013 0.1% 1.0257
Close 1.0411 1.0411 0.0000 0.0% 1.0411
Range 0.0030 0.0053 0.0023 76.7% 0.0199
ATR 0.0052 0.0052 0.0000 0.1% 0.0000
Volume 104 1,167 1,063 1,022.1% 2,018
Daily Pivots for day following 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0582 1.0550 1.0440
R3 1.0529 1.0497 1.0426
R2 1.0476 1.0476 1.0421
R1 1.0444 1.0444 1.0416 1.0434
PP 1.0423 1.0423 1.0423 1.0418
S1 1.0391 1.0391 1.0406 1.0381
S2 1.0370 1.0370 1.0401
S3 1.0317 1.0338 1.0396
S4 1.0264 1.0285 1.0382
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0972 1.0890 1.0520
R3 1.0773 1.0691 1.0466
R2 1.0574 1.0574 1.0447
R1 1.0492 1.0492 1.0429 1.0533
PP 1.0375 1.0375 1.0375 1.0395
S1 1.0293 1.0293 1.0393 1.0334
S2 1.0176 1.0176 1.0375
S3 0.9977 1.0094 1.0356
S4 0.9778 0.9895 1.0302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0456 1.0257 0.0199 1.9% 0.0057 0.5% 77% True False 403
10 1.0456 1.0137 0.0319 3.1% 0.0054 0.5% 86% True False 216
20 1.0456 1.0126 0.0330 3.2% 0.0048 0.5% 86% True False 116
40 1.0456 1.0069 0.0387 3.7% 0.0050 0.5% 88% True False 60
60 1.0456 1.0069 0.0387 3.7% 0.0050 0.5% 88% True False 43
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0681
2.618 1.0595
1.618 1.0542
1.000 1.0509
0.618 1.0489
HIGH 1.0456
0.618 1.0436
0.500 1.0430
0.382 1.0423
LOW 1.0403
0.618 1.0370
1.000 1.0350
1.618 1.0317
2.618 1.0264
4.250 1.0178
Fisher Pivots for day following 31-Aug-2018
Pivot 1 day 3 day
R1 1.0430 1.0405
PP 1.0423 1.0399
S1 1.0417 1.0393

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

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