CME Swiss Franc Future December 2018

Trading Metrics calculated at close of trading on 13-Nov-2018

Day Change Summary
	Previous	Current
	12-Nov-2018	13-Nov-2018	Change	Change %	Previous Week
Open	0.9971	0.9923	-0.0048	-0.5%	1.0006
High	0.9974	0.9960	-0.0014	-0.1%	1.0082
Low	0.9919	0.9902	-0.0017	-0.2%	0.9945
Close	0.9933	0.9945	0.0012	0.1%	0.9976
Range	0.0055	0.0058	0.0003	5.5%	0.0137
ATR	0.0059	0.0059	0.0000	-0.1%	0.0000
Volume	21,383	26,339	4,956	23.2%	100,052

Daily Pivots for day following 13-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0110	1.0085	0.9977
R3	1.0052	1.0027	0.9961
R2	0.9994	0.9994	0.9956
R1	0.9969	0.9969	0.9950	0.9982
PP	0.9936	0.9936	0.9936	0.9942
S1	0.9911	0.9911	0.9940	0.9924
S2	0.9878	0.9878	0.9934
S3	0.9820	0.9853	0.9929
S4	0.9762	0.9795	0.9913

Weekly Pivots for week ending 09-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0412	1.0331	1.0051
R3	1.0275	1.0194	1.0014
R2	1.0138	1.0138	1.0001
R1	1.0057	1.0057	0.9989	1.0029
PP	1.0001	1.0001	1.0001	0.9987
S1	0.9920	0.9920	0.9963	0.9892
S2	0.9864	0.9864	0.9951
S3	0.9727	0.9783	0.9938
S4	0.9590	0.9646	0.9901

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0082	0.9902	0.0180	1.8%	0.0063	0.6%	24%	False	True	22,773
10	1.0082	0.9902	0.0180	1.8%	0.0062	0.6%	24%	False	True	24,602
20	1.0155	0.9902	0.0253	2.5%	0.0056	0.6%	17%	False	True	24,167
40	1.0559	0.9902	0.0657	6.6%	0.0060	0.6%	7%	False	True	25,293
60	1.0559	0.9902	0.0657	6.6%	0.0059	0.6%	7%	False	True	19,477
80	1.0559	0.9902	0.0657	6.6%	0.0055	0.6%	7%	False	True	14,610
100	1.0559	0.9902	0.0657	6.6%	0.0055	0.6%	7%	False	True	11,690
120	1.0559	0.9902	0.0657	6.6%	0.0055	0.6%	7%	False	True	9,742

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	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0207
2.618	1.0112
1.618	1.0054
1.000	1.0018
0.618	0.9996
HIGH	0.9960
0.618	0.9938
0.500	0.9931
0.382	0.9924
LOW	0.9902
0.618	0.9866
1.000	0.9844
1.618	0.9808
2.618	0.9750
4.250	0.9655

Fisher Pivots for day following 13-Nov-2018
Pivot	1 day	3 day
R1	0.9940	0.9945
PP	0.9936	0.9944
S1	0.9931	0.9944

Download as Excel Spreadsheet

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

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