CME Swiss Franc Future March 2019

Trading Metrics calculated at close of trading on 31-Oct-2018

Day Change Summary
	Previous	Current
	30-Oct-2018	31-Oct-2018	Change	Change %	Previous Week
Open	1.0119	1.0086	-0.0033	-0.3%	1.0170
High	1.0131	1.0104	-0.0027	-0.3%	1.0208
Low	1.0089	1.0046	-0.0043	-0.4%	1.0117
Close	1.0089	1.0056	-0.0033	-0.3%	1.0173
Range	0.0042	0.0058	0.0016	38.1%	0.0091
ATR	0.0050	0.0051	0.0001	1.1%	0.0000
Volume	21	146	125	595.2%	115

Daily Pivots for day following 31-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0243	1.0207	1.0088
R3	1.0185	1.0149	1.0072
R2	1.0127	1.0127	1.0067
R1	1.0091	1.0091	1.0061	1.0080
PP	1.0069	1.0069	1.0069	1.0063
S1	1.0033	1.0033	1.0051	1.0022
S2	1.0011	1.0011	1.0045
S3	0.9953	0.9975	1.0040
S4	0.9895	0.9917	1.0024

Weekly Pivots for week ending 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0439	1.0397	1.0223
R3	1.0348	1.0306	1.0198
R2	1.0257	1.0257	1.0190
R1	1.0215	1.0215	1.0181	1.0236
PP	1.0166	1.0166	1.0166	1.0177
S1	1.0124	1.0124	1.0165	1.0145
S2	1.0075	1.0075	1.0156
S3	0.9984	1.0033	1.0148
S4	0.9893	0.9942	1.0123

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0186	1.0046	0.0140	1.4%	0.0052	0.5%	7%	False	True	65
10	1.0229	1.0046	0.0183	1.8%	0.0046	0.5%	5%	False	True	36
20	1.0308	1.0046	0.0262	2.6%	0.0044	0.4%	4%	False	True	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0351
2.618	1.0256
1.618	1.0198
1.000	1.0162
0.618	1.0140
HIGH	1.0104
0.618	1.0082
0.500	1.0075
0.382	1.0068
LOW	1.0046
0.618	1.0010
1.000	0.9988
1.618	0.9952
2.618	0.9894
4.250	0.9800

Fisher Pivots for day following 31-Oct-2018
Pivot	1 day	3 day
R1	1.0075	1.0106
PP	1.0069	1.0089
S1	1.0062	1.0073

Download as Excel Spreadsheet

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

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