CME Swiss Franc Future March 2019

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Trading Metrics calculated at close of trading on 08-Nov-2018
Day Change Summary Previous Current 07-Nov-2018 08-Nov-2018 Change Change % Previous Week Open 1.0125 1.0105 -0.0020 -0.2% 1.0163 High 1.0180 1.0122 -0.0058 -0.6% 1.0166 Low 1.0083 1.0060 -0.0023 -0.2% 1.0046 Close 1.0129 1.0061 -0.0068 -0.7% 1.0084 Range 0.0097 0.0062 -0.0035 -36.1% 0.0120 ATR 0.0056 0.0057 0.0001 1.7% 0.0000 Volume 106 3 -103 -97.2% 258
Daily Pivots for day following 08-Nov-2018 Classic Woodie Camarilla DeMark R4 1.0267 1.0226 1.0095 R3 1.0205 1.0164 1.0078 R2 1.0143 1.0143 1.0072 R1 1.0102 1.0102 1.0067 1.0092 PP 1.0081 1.0081 1.0081 1.0076 S1 1.0040 1.0040 1.0055 1.0030 S2 1.0019 1.0019 1.0050 S3 0.9957 0.9978 1.0044 S4 0.9895 0.9916 1.0027	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 1.0060 0.0120 1.2% 0.0062 0.6% 1% False True 28 10 1.0180 1.0046 0.0134 1.3% 0.0060 0.6% 11% False False 44 20 1.0308 1.0046 0.0262 2.6% 0.0052 0.5% 6% False False 26 40 1.0654 1.0046 0.0608 6.0% 0.0050 0.5% 2% False False 25
Crabel Price Patterns NR True 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 0.0021 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0386 2.618 1.0284 1.618 1.0222 1.000 1.0184 0.618 1.0160 HIGH 1.0122 0.618 1.0098 0.500 1.0091 0.382 1.0084 LOW 1.0060 0.618 1.0022 1.000 0.9998 1.618 0.9960 2.618 0.9898 4.250 0.9797
Fisher Pivots for day following 08-Nov-2018 Pivot 1 day 3 day R1 1.0091 1.0120 PP 1.0081 1.0100 S1 1.0071 1.0081

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