CME Swiss Franc Future December 2018

Trading Metrics calculated at close of trading on 05-Nov-2018

Day Change Summary
	Previous	Current
	02-Nov-2018	05-Nov-2018	Change	Change %	Previous Week
Open	1.0015	1.0006	-0.0009	-0.1%	1.0068
High	1.0069	1.0012	-0.0057	-0.6%	1.0072
Low	0.9987	0.9967	-0.0020	-0.2%	0.9946
Close	0.9988	0.9997	0.0009	0.1%	0.9988
Range	0.0082	0.0045	-0.0037	-45.1%	0.0126
ATR	0.0059	0.0058	-0.0001	-1.7%	0.0000
Volume	28,314	17,968	-10,346	-36.5%	137,759

Daily Pivots for day following 05-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0127	1.0107	1.0022
R3	1.0082	1.0062	1.0009
R2	1.0037	1.0037	1.0005
R1	1.0017	1.0017	1.0001	1.0005
PP	0.9992	0.9992	0.9992	0.9986
S1	0.9972	0.9972	0.9993	0.9960
S2	0.9947	0.9947	0.9989
S3	0.9902	0.9927	0.9985
S4	0.9857	0.9882	0.9972

Weekly Pivots for week ending 02-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0380	1.0310	1.0057
R3	1.0254	1.0184	1.0023
R2	1.0128	1.0128	1.0011
R1	1.0058	1.0058	1.0000	1.0030
PP	1.0002	1.0002	1.0002	0.9988
S1	0.9932	0.9932	0.9976	0.9904
S2	0.9876	0.9876	0.9965
S3	0.9750	0.9806	0.9953
S4	0.9624	0.9680	0.9919

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0069	0.9946	0.0123	1.2%	0.0063	0.6%	41%	False	False	27,325
10	1.0112	0.9946	0.0166	1.7%	0.0058	0.6%	31%	False	False	26,200
20	1.0212	0.9946	0.0266	2.7%	0.0055	0.5%	19%	False	False	25,233
40	1.0559	0.9946	0.0613	6.1%	0.0060	0.6%	8%	False	False	25,490
60	1.0559	0.9946	0.0613	6.1%	0.0058	0.6%	8%	False	False	17,316
80	1.0559	0.9946	0.0613	6.1%	0.0055	0.6%	8%	False	False	12,988
100	1.0559	0.9946	0.0613	6.1%	0.0054	0.5%	8%	False	False	10,392

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0203
2.618	1.0130
1.618	1.0085
1.000	1.0057
0.618	1.0040
HIGH	1.0012
0.618	0.9995
0.500	0.9990
0.382	0.9984
LOW	0.9967
0.618	0.9939
1.000	0.9922
1.618	0.9894
2.618	0.9849
4.250	0.9776

Fisher Pivots for day following 05-Nov-2018
Pivot	1 day	3 day
R1	0.9995	1.0011
PP	0.9992	1.0006
S1	0.9990	1.0002

Download as Excel Spreadsheet

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

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