CME Swiss Franc Future December 2018

Trading Metrics calculated at close of trading on 30-Nov-2018

Day Change Summary
	Previous	Current
	29-Nov-2018	30-Nov-2018	Change	Change %	Previous Week
Open	1.0080	1.0051	-0.0029	-0.3%	1.0042
High	1.0097	1.0061	-0.0036	-0.4%	1.0097
Low	1.0036	1.0007	-0.0029	-0.3%	1.0007
Close	1.0050	1.0015	-0.0035	-0.3%	1.0015
Range	0.0061	0.0054	-0.0007	-11.5%	0.0090
ATR	0.0058	0.0058	0.0000	-0.5%	0.0000
Volume	22,227	20,819	-1,408	-6.3%	99,616

Daily Pivots for day following 30-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0190	1.0156	1.0045
R3	1.0136	1.0102	1.0030
R2	1.0082	1.0082	1.0025
R1	1.0048	1.0048	1.0020	1.0038
PP	1.0028	1.0028	1.0028	1.0023
S1	0.9994	0.9994	1.0010	0.9984
S2	0.9974	0.9974	1.0005
S3	0.9920	0.9940	1.0000
S4	0.9866	0.9886	0.9985

Weekly Pivots for week ending 30-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0310	1.0252	1.0065
R3	1.0220	1.0162	1.0040
R2	1.0130	1.0130	1.0032
R1	1.0072	1.0072	1.0023	1.0056
PP	1.0040	1.0040	1.0040	1.0032
S1	0.9982	0.9982	1.0007	0.9966
S2	0.9950	0.9950	0.9999
S3	0.9860	0.9892	0.9990
S4	0.9770	0.9802	0.9966

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0097	1.0007	0.0090	0.9%	0.0053	0.5%	9%	False	True	19,923
10	1.0114	0.9938	0.0176	1.8%	0.0059	0.6%	44%	False	False	21,749
20	1.0114	0.9902	0.0212	2.1%	0.0058	0.6%	53%	False	False	22,433
40	1.0212	0.9902	0.0310	3.1%	0.0056	0.6%	36%	False	False	23,690
60	1.0559	0.9902	0.0657	6.6%	0.0059	0.6%	17%	False	False	23,900
80	1.0559	0.9902	0.0657	6.6%	0.0058	0.6%	17%	False	False	18,017
100	1.0559	0.9902	0.0657	6.6%	0.0056	0.6%	17%	False	False	14,414
120	1.0559	0.9902	0.0657	6.6%	0.0056	0.6%	17%	False	False	12,013

Crabel Price Patterns
NR	True
NR4	False
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	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0291
2.618	1.0202
1.618	1.0148
1.000	1.0115
0.618	1.0094
HIGH	1.0061
0.618	1.0040
0.500	1.0034
0.382	1.0028
LOW	1.0007
0.618	0.9974
1.000	0.9953
1.618	0.9920
2.618	0.9866
4.250	0.9778

Fisher Pivots for day following 30-Nov-2018
Pivot	1 day	3 day
R1	1.0034	1.0052
PP	1.0028	1.0040
S1	1.0021	1.0027

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

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