CME Swiss Franc Future March 2019

Trading Metrics calculated at close of trading on 02-Nov-2018

Day Change Summary
	Previous	Current
	01-Nov-2018	02-Nov-2018	Change	Change %	Previous Week
Open	1.0082	1.0128	0.0046	0.5%	1.0163
High	1.0134	1.0166	0.0032	0.3%	1.0166
Low	1.0052	1.0084	0.0032	0.3%	1.0046
Close	1.0116	1.0084	-0.0032	-0.3%	1.0084
Range	0.0082	0.0082	0.0000	0.0%	0.0120
ATR	0.0053	0.0055	0.0002	3.9%	0.0000
Volume	20	2	-18	-90.0%	258

Daily Pivots for day following 02-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0357	1.0303	1.0129
R3	1.0275	1.0221	1.0107
R2	1.0193	1.0193	1.0099
R1	1.0139	1.0139	1.0092	1.0125
PP	1.0111	1.0111	1.0111	1.0105
S1	1.0057	1.0057	1.0076	1.0043
S2	1.0029	1.0029	1.0069
S3	0.9947	0.9975	1.0061
S4	0.9865	0.9893	1.0039

Weekly Pivots for week ending 02-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0459	1.0391	1.0150
R3	1.0339	1.0271	1.0117
R2	1.0219	1.0219	1.0106
R1	1.0151	1.0151	1.0095	1.0125
PP	1.0099	1.0099	1.0099	1.0086
S1	1.0031	1.0031	1.0073	1.0005
S2	0.9979	0.9979	1.0062
S3	0.9859	0.9911	1.0051
S4	0.9739	0.9791	1.0018

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0166	1.0046	0.0120	1.2%	0.0062	0.6%	32%	True	False	51
10	1.0208	1.0046	0.0162	1.6%	0.0054	0.5%	23%	False	False	37
20	1.0308	1.0046	0.0262	2.6%	0.0049	0.5%	15%	False	False	20

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	1.0515
2.618	1.0381
1.618	1.0299
1.000	1.0248
0.618	1.0217
HIGH	1.0166
0.618	1.0135
0.500	1.0125
0.382	1.0115
LOW	1.0084
0.618	1.0033
1.000	1.0002
1.618	0.9951
2.618	0.9869
4.250	0.9736

Fisher Pivots for day following 02-Nov-2018
Pivot	1 day	3 day
R1	1.0125	1.0106
PP	1.0111	1.0099
S1	1.0098	1.0091

Download as Excel Spreadsheet

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

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