CME Swiss Franc Future March 2019

Trading Metrics calculated at close of trading on 12-Oct-2018

Day Change Summary
	Previous	Current
	11-Oct-2018	12-Oct-2018	Change	Change %	Previous Week
Open	1.0268	1.0254	-0.0014	-0.1%	1.0231
High	1.0299	1.0272	-0.0027	-0.3%	1.0299
Low	1.0235	1.0227	-0.0008	-0.1%	1.0203
Close	1.0265	1.0249	-0.0016	-0.2%	1.0249
Range	0.0064	0.0045	-0.0019	-29.7%	0.0096
ATR	0.0054	0.0053	-0.0001	-1.2%	0.0000
Volume	2	4	2	100.0%	14

Daily Pivots for day following 12-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0384	1.0362	1.0274
R3	1.0339	1.0317	1.0261
R2	1.0294	1.0294	1.0257
R1	1.0272	1.0272	1.0253	1.0261
PP	1.0249	1.0249	1.0249	1.0244
S1	1.0227	1.0227	1.0245	1.0216
S2	1.0204	1.0204	1.0241
S3	1.0159	1.0182	1.0237
S4	1.0114	1.0137	1.0224

Weekly Pivots for week ending 12-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0538	1.0490	1.0302
R3	1.0442	1.0394	1.0275
R2	1.0346	1.0346	1.0267
R1	1.0298	1.0298	1.0258	1.0322
PP	1.0250	1.0250	1.0250	1.0263
S1	1.0202	1.0202	1.0240	1.0226
S2	1.0154	1.0154	1.0231
S3	1.0058	1.0106	1.0223
S4	0.9962	1.0010	1.0196

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0299	1.0203	0.0096	0.9%	0.0044	0.4%	48%	False	False	2
10	1.0339	1.0203	0.0136	1.3%	0.0042	0.4%	34%	False	False	3
20	1.0654	1.0203	0.0451	4.4%	0.0048	0.5%	10%	False	False	22

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0463
2.618	1.0390
1.618	1.0345
1.000	1.0317
0.618	1.0300
HIGH	1.0272
0.618	1.0255
0.500	1.0250
0.382	1.0244
LOW	1.0227
0.618	1.0199
1.000	1.0182
1.618	1.0154
2.618	1.0109
4.250	1.0036

Fisher Pivots for day following 12-Oct-2018
Pivot	1 day	3 day
R1	1.0250	1.0262
PP	1.0249	1.0258
S1	1.0249	1.0253

Download as Excel Spreadsheet

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

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