CME Swiss Franc Future March 2019

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Trading Metrics calculated at close of trading on 15-Nov-2018
Day Change Summary Previous Current 14-Nov-2018 15-Nov-2018 Change Change % Previous Week Open 1.0065 1.0071 0.0006 0.1% 1.0088 High 1.0084 1.0087 0.0003 0.0% 1.0180 Low 1.0025 1.0046 0.0021 0.2% 1.0045 Close 1.0081 1.0067 -0.0014 -0.1% 1.0075 Range 0.0059 0.0041 -0.0018 -30.5% 0.0135 ATR 0.0056 0.0055 -0.0001 -1.9% 0.0000 Volume 37 62 25 67.6% 198
Daily Pivots for day following 15-Nov-2018 Classic Woodie Camarilla DeMark R4 1.0190 1.0169 1.0090 R3 1.0149 1.0128 1.0078 R2 1.0108 1.0108 1.0075 R1 1.0087 1.0087 1.0071 1.0077 PP 1.0067 1.0067 1.0067 1.0062 S1 1.0046 1.0046 1.0063 1.0036 S2 1.0026 1.0026 1.0059 S3 0.9985 1.0005 1.0056 S4 0.9944 0.9964 1.0044	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 1.0087 1.0002 0.0085 0.8% 0.0045 0.4% 76% True False 96 10 1.0180 1.0002 0.0178 1.8% 0.0054 0.5% 37% False False 62 20 1.0208 1.0002 0.0206 2.0% 0.0051 0.5% 32% False False 50 40 1.0654 1.0002 0.0652 6.5% 0.0048 0.5% 10% False False 34
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 0.0019 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.0261 2.618 1.0194 1.618 1.0153 1.000 1.0128 0.618 1.0112 HIGH 1.0087 0.618 1.0071 0.500 1.0067 0.382 1.0062 LOW 1.0046 0.618 1.0021 1.000 1.0005 1.618 0.9980 2.618 0.9939 4.250 0.9872
Fisher Pivots for day following 15-Nov-2018 Pivot 1 day 3 day R1 1.0067 1.0060 PP 1.0067 1.0052 S1 1.0067 1.0045

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