CME Swiss Franc Future March 2019

Trading Metrics calculated at close of trading on 25-Oct-2018

Day Change Summary
	Previous	Current
	24-Oct-2018	25-Oct-2018	Change	Change %	Previous Week
Open	1.0197	1.0186	-0.0011	-0.1%	1.0246
High	1.0202	1.0186	-0.0016	-0.2%	1.0308
Low	1.0158	1.0126	-0.0032	-0.3%	1.0170
Close	1.0172	1.0141	-0.0031	-0.3%	1.0179
Range	0.0044	0.0060	0.0016	36.4%	0.0138
ATR	0.0049	0.0050	0.0001	1.5%	0.0000
Volume	16	45	29	181.3%	23

Daily Pivots for day following 25-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0331	1.0296	1.0174
R3	1.0271	1.0236	1.0158
R2	1.0211	1.0211	1.0152
R1	1.0176	1.0176	1.0147	1.0164
PP	1.0151	1.0151	1.0151	1.0145
S1	1.0116	1.0116	1.0136	1.0104
S2	1.0091	1.0091	1.0130
S3	1.0031	1.0056	1.0125
S4	0.9971	0.9996	1.0108

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	1.0208	1.0126	0.0082	0.8%	0.0040	0.4%	18%	False	True	15
10	1.0308	1.0126	0.0182	1.8%	0.0044	0.4%	8%	False	True	9
20	1.0438	1.0126	0.0312	3.1%	0.0045	0.4%	5%	False	True	17

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0441
2.618	1.0343
1.618	1.0283
1.000	1.0246
0.618	1.0223
HIGH	1.0186
0.618	1.0163
0.500	1.0156
0.382	1.0149
LOW	1.0126
0.618	1.0089
1.000	1.0066
1.618	1.0029
2.618	0.9969
4.250	0.9871

Fisher Pivots for day following 25-Oct-2018
Pivot	1 day	3 day
R1	1.0156	1.0167
PP	1.0151	1.0158
S1	1.0146	1.0150

Download as Excel Spreadsheet

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

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