CME Swiss Franc Future December 2018

Trading Metrics calculated at close of trading on 03-Dec-2018

Day Change Summary
	Previous	Current
	30-Nov-2018	03-Dec-2018	Change	Change %	Previous Week
Open	1.0051	1.0021	-0.0030	-0.3%	1.0042
High	1.0061	1.0047	-0.0014	-0.1%	1.0097
Low	1.0007	1.0016	0.0009	0.1%	1.0007
Close	1.0015	1.0023	0.0008	0.1%	1.0015
Range	0.0054	0.0031	-0.0023	-42.6%	0.0090
ATR	0.0058	0.0056	-0.0002	-3.2%	0.0000
Volume	20,819	16,018	-4,801	-23.1%	99,616

Daily Pivots for day following 03-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0122	1.0103	1.0040
R3	1.0091	1.0072	1.0032
R2	1.0060	1.0060	1.0029
R1	1.0041	1.0041	1.0026	1.0051
PP	1.0029	1.0029	1.0029	1.0033
S1	1.0010	1.0010	1.0020	1.0020
S2	0.9998	0.9998	1.0017
S3	0.9967	0.9979	1.0014
S4	0.9936	0.9948	1.0006

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%	0.0051	0.5%	18%	False	False	20,174
10	1.0114	1.0007	0.0107	1.1%	0.0052	0.5%	15%	False	False	20,766
20	1.0114	0.9902	0.0212	2.1%	0.0056	0.6%	57%	False	False	21,818
40	1.0212	0.9902	0.0310	3.1%	0.0055	0.6%	39%	False	False	23,487
60	1.0559	0.9902	0.0657	6.6%	0.0059	0.6%	18%	False	False	24,082
80	1.0559	0.9902	0.0657	6.6%	0.0058	0.6%	18%	False	False	18,217
100	1.0559	0.9902	0.0657	6.6%	0.0056	0.6%	18%	False	False	14,574
120	1.0559	0.9902	0.0657	6.6%	0.0055	0.6%	18%	False	False	12,147

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0179
2.618	1.0128
1.618	1.0097
1.000	1.0078
0.618	1.0066
HIGH	1.0047
0.618	1.0035
0.500	1.0032
0.382	1.0028
LOW	1.0016
0.618	0.9997
1.000	0.9985
1.618	0.9966
2.618	0.9935
4.250	0.9884

Fisher Pivots for day following 03-Dec-2018
Pivot	1 day	3 day
R1	1.0032	1.0052
PP	1.0029	1.0042
S1	1.0026	1.0033

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

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