CME Swiss Franc Future March 2019

Trading Metrics calculated at close of trading on 14-Nov-2018

Day Change Summary
	Previous	Current
	13-Nov-2018	14-Nov-2018	Change	Change %	Previous Week
Open	1.0018	1.0065	0.0047	0.5%	1.0088
High	1.0058	1.0084	0.0026	0.3%	1.0180
Low	1.0002	1.0025	0.0023	0.2%	1.0045
Close	1.0044	1.0081	0.0037	0.4%	1.0075
Range	0.0056	0.0059	0.0003	5.4%	0.0135
ATR	0.0055	0.0056	0.0000	0.5%	0.0000
Volume	85	37	-48	-56.5%	198

Daily Pivots for day following 14-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0240	1.0220	1.0113
R3	1.0181	1.0161	1.0097
R2	1.0122	1.0122	1.0092
R1	1.0102	1.0102	1.0086	1.0112
PP	1.0063	1.0063	1.0063	1.0069
S1	1.0043	1.0043	1.0076	1.0053
S2	1.0004	1.0004	1.0070
S3	0.9945	0.9984	1.0065
S4	0.9886	0.9925	1.0049

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	1.0122	1.0002	0.0120	1.2%	0.0049	0.5%	66%	False	False	84
10	1.0180	1.0002	0.0178	1.8%	0.0058	0.6%	44%	False	False	58
20	1.0229	1.0002	0.0227	2.3%	0.0052	0.5%	35%	False	False	47
40	1.0654	1.0002	0.0652	6.5%	0.0049	0.5%	12%	False	False	33

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0335
2.618	1.0238
1.618	1.0179
1.000	1.0143
0.618	1.0120
HIGH	1.0084
0.618	1.0061
0.500	1.0055
0.382	1.0048
LOW	1.0025
0.618	0.9989
1.000	0.9966
1.618	0.9930
2.618	0.9871
4.250	0.9774

Fisher Pivots for day following 14-Nov-2018
Pivot	1 day	3 day
R1	1.0072	1.0068
PP	1.0063	1.0056
S1	1.0055	1.0043

Download as Excel Spreadsheet

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

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