CME Swiss Franc Future March 2019

Trading Metrics calculated at close of trading on 01-Nov-2018

Day Change Summary
	Previous	Current
	31-Oct-2018	01-Nov-2018	Change	Change %	Previous Week
Open	1.0086	1.0082	-0.0004	0.0%	1.0170
High	1.0104	1.0134	0.0030	0.3%	1.0208
Low	1.0046	1.0052	0.0006	0.1%	1.0117
Close	1.0056	1.0116	0.0060	0.6%	1.0173
Range	0.0058	0.0082	0.0024	41.4%	0.0091
ATR	0.0051	0.0053	0.0002	4.4%	0.0000
Volume	146	20	-126	-86.3%	115

Daily Pivots for day following 01-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0347	1.0313	1.0161
R3	1.0265	1.0231	1.0139
R2	1.0183	1.0183	1.0131
R1	1.0149	1.0149	1.0124	1.0166
PP	1.0101	1.0101	1.0101	1.0109
S1	1.0067	1.0067	1.0108	1.0084
S2	1.0019	1.0019	1.0101
S3	0.9937	0.9985	1.0093
S4	0.9855	0.9903	1.0071

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	1.0174	1.0046	0.0128	1.3%	0.0057	0.6%	55%	False	False	60
10	1.0208	1.0046	0.0162	1.6%	0.0049	0.5%	43%	False	False	38
20	1.0308	1.0046	0.0262	2.6%	0.0047	0.5%	27%	False	False	20

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	0.0011
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	1.0483
2.618	1.0349
1.618	1.0267
1.000	1.0216
0.618	1.0185
HIGH	1.0134
0.618	1.0103
0.500	1.0093
0.382	1.0083
LOW	1.0052
0.618	1.0001
1.000	0.9970
1.618	0.9919
2.618	0.9837
4.250	0.9704

Fisher Pivots for day following 01-Nov-2018
Pivot	1 day	3 day
R1	1.0108	1.0107
PP	1.0101	1.0099
S1	1.0093	1.0090

Download as Excel Spreadsheet

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

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