CME Swiss Franc Future December 2018

Trading Metrics calculated at close of trading on 31-Oct-2018

Day Change Summary
	Previous	Current
	30-Oct-2018	31-Oct-2018	Change	Change %	Previous Week
Open	1.0028	0.9990	-0.0038	-0.4%	1.0088
High	1.0033	1.0007	-0.0026	-0.3%	1.0112
Low	0.9988	0.9946	-0.0042	-0.4%	1.0017
Close	0.9990	0.9958	-0.0032	-0.3%	1.0074
Range	0.0045	0.0061	0.0016	35.6%	0.0095
ATR	0.0055	0.0056	0.0000	0.8%	0.0000
Volume	20,406	38,785	18,379	90.1%	124,440

Daily Pivots for day following 31-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0153	1.0117	0.9992
R3	1.0092	1.0056	0.9975
R2	1.0031	1.0031	0.9969
R1	0.9995	0.9995	0.9964	0.9983
PP	0.9970	0.9970	0.9970	0.9964
S1	0.9934	0.9934	0.9952	0.9922
S2	0.9909	0.9909	0.9947
S3	0.9848	0.9873	0.9941
S4	0.9787	0.9812	0.9924

Weekly Pivots for week ending 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0353	1.0308	1.0126
R3	1.0258	1.0213	1.0100
R2	1.0163	1.0163	1.0091
R1	1.0118	1.0118	1.0083	1.0093
PP	1.0068	1.0068	1.0068	1.0055
S1	1.0023	1.0023	1.0065	0.9998
S2	0.9973	0.9973	1.0057
S3	0.9878	0.9928	1.0048
S4	0.9783	0.9833	1.0022

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0090	0.9946	0.0144	1.4%	0.0057	0.6%	8%	False	True	26,172
10	1.0131	0.9946	0.0185	1.9%	0.0050	0.5%	6%	False	True	25,331
20	1.0212	0.9946	0.0266	2.7%	0.0051	0.5%	5%	False	True	24,561
40	1.0559	0.9946	0.0613	6.2%	0.0060	0.6%	2%	False	True	23,874
60	1.0559	0.9946	0.0613	6.2%	0.0057	0.6%	2%	False	True	16,026
80	1.0559	0.9946	0.0613	6.2%	0.0055	0.6%	2%	False	True	12,020
100	1.0559	0.9946	0.0613	6.2%	0.0055	0.5%	2%	False	True	9,618

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	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0266
2.618	1.0167
1.618	1.0106
1.000	1.0068
0.618	1.0045
HIGH	1.0007
0.618	0.9984
0.500	0.9977
0.382	0.9969
LOW	0.9946
0.618	0.9908
1.000	0.9885
1.618	0.9847
2.618	0.9786
4.250	0.9687

Fisher Pivots for day following 31-Oct-2018
Pivot	1 day	3 day
R1	0.9977	1.0009
PP	0.9970	0.9992
S1	0.9964	0.9975

Download as Excel Spreadsheet

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

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