CME Swiss Franc Future March 2019

Trading Metrics calculated at close of trading on 07-Nov-2018

Day Change Summary
	Previous	Current
	06-Nov-2018	07-Nov-2018	Change	Change %	Previous Week
Open	1.0089	1.0125	0.0036	0.4%	1.0163
High	1.0108	1.0180	0.0072	0.7%	1.0166
Low	1.0079	1.0083	0.0004	0.0%	1.0046
Close	1.0100	1.0129	0.0029	0.3%	1.0084
Range	0.0029	0.0097	0.0068	234.5%	0.0120
ATR	0.0052	0.0056	0.0003	6.1%	0.0000
Volume	24	106	82	341.7%	258

Daily Pivots for day following 07-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0422	1.0372	1.0182
R3	1.0325	1.0275	1.0156
R2	1.0228	1.0228	1.0147
R1	1.0178	1.0178	1.0138	1.0203
PP	1.0131	1.0131	1.0131	1.0143
S1	1.0081	1.0081	1.0120	1.0106
S2	1.0034	1.0034	1.0111
S3	0.9937	0.9984	1.0102
S4	0.9840	0.9887	1.0076

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	1.0180	1.0052	0.0128	1.3%	0.0066	0.7%	60%	True	False	31
10	1.0186	1.0046	0.0140	1.4%	0.0059	0.6%	59%	False	False	48
20	1.0308	1.0046	0.0262	2.6%	0.0052	0.5%	32%	False	False	26
40	1.0654	1.0046	0.0608	6.0%	0.0049	0.5%	14%	False	False	28

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	0.0019
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	1.0592
2.618	1.0434
1.618	1.0337
1.000	1.0277
0.618	1.0240
HIGH	1.0180
0.618	1.0143
0.500	1.0132
0.382	1.0120
LOW	1.0083
0.618	1.0023
1.000	0.9986
1.618	0.9926
2.618	0.9829
4.250	0.9671

Fisher Pivots for day following 07-Nov-2018
Pivot	1 day	3 day
R1	1.0132	1.0127
PP	1.0131	1.0125
S1	1.0130	1.0123

Download as Excel Spreadsheet

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

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