CME Swiss Franc Future March 2019

Trading Metrics calculated at close of trading on 12-Nov-2018

Day Change Summary
	Previous	Current
	09-Nov-2018	12-Nov-2018	Change	Change %	Previous Week
Open	1.0046	1.0032	-0.0014	-0.1%	1.0088
High	1.0084	1.0049	-0.0035	-0.3%	1.0180
Low	1.0045	1.0020	-0.0025	-0.2%	1.0045
Close	1.0075	1.0032	-0.0043	-0.4%	1.0075
Range	0.0039	0.0029	-0.0010	-25.6%	0.0135
ATR	0.0055	0.0055	0.0000	0.0%	0.0000
Volume	59	239	180	305.1%	198

Daily Pivots for day following 12-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0121	1.0105	1.0048
R3	1.0092	1.0076	1.0040
R2	1.0063	1.0063	1.0037
R1	1.0047	1.0047	1.0035	1.0047
PP	1.0034	1.0034	1.0034	1.0033
S1	1.0018	1.0018	1.0029	1.0018
S2	1.0005	1.0005	1.0027
S3	0.9976	0.9989	1.0024
S4	0.9947	0.9960	1.0016

Weekly Pivots for week ending 09-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0505	1.0425	1.0149
R3	1.0370	1.0290	1.0112
R2	1.0235	1.0235	1.0100
R1	1.0155	1.0155	1.0087	1.0128
PP	1.0100	1.0100	1.0100	1.0086
S1	1.0020	1.0020	1.0063	0.9993
S2	0.9965	0.9965	1.0050
S3	0.9830	0.9885	1.0038
S4	0.9695	0.9750	1.0001

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0180	1.0020	0.0160	1.6%	0.0051	0.5%	8%	False	True	86
10	1.0180	1.0020	0.0160	1.6%	0.0056	0.6%	8%	False	True	62
20	1.0295	1.0020	0.0275	2.7%	0.0049	0.5%	4%	False	True	41
40	1.0654	1.0020	0.0634	6.3%	0.0049	0.5%	2%	False	True	31

Crabel Price Patterns
NR	True
NR4	True
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	0.0020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0172
2.618	1.0125
1.618	1.0096
1.000	1.0078
0.618	1.0067
HIGH	1.0049
0.618	1.0038
0.500	1.0035
0.382	1.0031
LOW	1.0020
0.618	1.0002
1.000	0.9991
1.618	0.9973
2.618	0.9944
4.250	0.9897

Fisher Pivots for day following 12-Nov-2018
Pivot	1 day	3 day
R1	1.0035	1.0071
PP	1.0034	1.0058
S1	1.0033	1.0045

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

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