CME Swiss Franc Future March 2019

Trading Metrics calculated at close of trading on 06-Nov-2018

Day Change Summary
	Previous	Current
	05-Nov-2018	06-Nov-2018	Change	Change %	Previous Week
Open	1.0088	1.0089	0.0001	0.0%	1.0163
High	1.0107	1.0108	0.0001	0.0%	1.0166
Low	1.0065	1.0079	0.0014	0.1%	1.0046
Close	1.0094	1.0100	0.0006	0.1%	1.0084
Range	0.0042	0.0029	-0.0013	-31.0%	0.0120
ATR	0.0054	0.0052	-0.0002	-3.3%	0.0000
Volume	6	24	18	300.0%	258

Daily Pivots for day following 06-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0183	1.0170	1.0116
R3	1.0154	1.0141	1.0108
R2	1.0125	1.0125	1.0105
R1	1.0112	1.0112	1.0103	1.0119
PP	1.0096	1.0096	1.0096	1.0099
S1	1.0083	1.0083	1.0097	1.0090
S2	1.0067	1.0067	1.0095
S3	1.0038	1.0054	1.0092
S4	1.0009	1.0025	1.0084

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%	0.0059	0.6%	45%	False	False	39
10	1.0202	1.0046	0.0156	1.5%	0.0054	0.5%	35%	False	False	39
20	1.0308	1.0046	0.0262	2.6%	0.0049	0.5%	21%	False	False	21
40	1.0654	1.0046	0.0608	6.0%	0.0047	0.5%	9%	False	False	26

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0015
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.0231
2.618	1.0184
1.618	1.0155
1.000	1.0137
0.618	1.0126
HIGH	1.0108
0.618	1.0097
0.500	1.0094
0.382	1.0090
LOW	1.0079
0.618	1.0061
1.000	1.0050
1.618	1.0032
2.618	1.0003
4.250	0.9956

Fisher Pivots for day following 06-Nov-2018
Pivot	1 day	3 day
R1	1.0098	1.0116
PP	1.0096	1.0110
S1	1.0094	1.0105

Download as Excel Spreadsheet

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

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