CME Swiss Franc Future March 2019

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

Download as Excel Spreadsheet

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

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