CME Swiss Franc Future March 2019

Trading Metrics calculated at close of trading on 23-Oct-2018

Day Change Summary
	Previous	Current
	22-Oct-2018	23-Oct-2018	Change	Change %	Previous Week
Open	1.0170	1.0192	0.0022	0.2%	1.0246
High	1.0208	1.0208	0.0000	0.0%	1.0308
Low	1.0170	1.0178	0.0008	0.1%	1.0170
Close	1.0187	1.0189	0.0002	0.0%	1.0179
Range	0.0038	0.0030	-0.0008	-21.1%	0.0138
ATR	0.0051	0.0050	-0.0002	-3.0%	0.0000
Volume	5	2	-3	-60.0%	23

Daily Pivots for day following 23-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0282	1.0265	1.0206
R3	1.0252	1.0235	1.0197
R2	1.0222	1.0222	1.0195
R1	1.0205	1.0205	1.0192	1.0199
PP	1.0192	1.0192	1.0192	1.0188
S1	1.0175	1.0175	1.0186	1.0169
S2	1.0162	1.0162	1.0184
S3	1.0132	1.0145	1.0181
S4	1.0102	1.0115	1.0173

Weekly Pivots for week ending 19-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0633	1.0544	1.0255
R3	1.0495	1.0406	1.0217
R2	1.0357	1.0357	1.0204
R1	1.0268	1.0268	1.0192	1.0244
PP	1.0219	1.0219	1.0219	1.0207
S1	1.0130	1.0130	1.0166	1.0106
S2	1.0081	1.0081	1.0154
S3	0.9943	0.9992	1.0141
S4	0.9805	0.9854	1.0103

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0229	1.0170	0.0059	0.6%	0.0034	0.3%	32%	False	False	5
10	1.0308	1.0170	0.0138	1.4%	0.0043	0.4%	14%	False	False	3
20	1.0559	1.0170	0.0389	3.8%	0.0043	0.4%	5%	False	False	16

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0336
2.618	1.0287
1.618	1.0257
1.000	1.0238
0.618	1.0227
HIGH	1.0208
0.618	1.0197
0.500	1.0193
0.382	1.0189
LOW	1.0178
0.618	1.0159
1.000	1.0148
1.618	1.0129
2.618	1.0099
4.250	1.0051

Fisher Pivots for day following 23-Oct-2018
Pivot	1 day	3 day
R1	1.0193	1.0189
PP	1.0192	1.0189
S1	1.0190	1.0189

Download as Excel Spreadsheet

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

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