CME Swiss Franc Future March 2019

Trading Metrics calculated at close of trading on 16-Nov-2018

Day Change Summary
	Previous	Current
	15-Nov-2018	16-Nov-2018	Change	Change %	Previous Week
Open	1.0071	1.0060	-0.0011	-0.1%	1.0032
High	1.0087	1.0129	0.0042	0.4%	1.0129
Low	1.0046	1.0036	-0.0010	-0.1%	1.0002
Close	1.0067	1.0123	0.0056	0.6%	1.0123
Range	0.0041	0.0093	0.0052	126.8%	0.0127
ATR	0.0055	0.0057	0.0003	5.0%	0.0000
Volume	62	510	448	722.6%	933

Daily Pivots for day following 16-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0375	1.0342	1.0174
R3	1.0282	1.0249	1.0149
R2	1.0189	1.0189	1.0140
R1	1.0156	1.0156	1.0132	1.0173
PP	1.0096	1.0096	1.0096	1.0104
S1	1.0063	1.0063	1.0114	1.0080
S2	1.0003	1.0003	1.0106
S3	0.9910	0.9970	1.0097
S4	0.9817	0.9877	1.0072

Weekly Pivots for week ending 16-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0466	1.0421	1.0193
R3	1.0339	1.0294	1.0158
R2	1.0212	1.0212	1.0146
R1	1.0167	1.0167	1.0135	1.0190
PP	1.0085	1.0085	1.0085	1.0096
S1	1.0040	1.0040	1.0111	1.0063
S2	0.9958	0.9958	1.0100
S3	0.9831	0.9913	1.0088
S4	0.9704	0.9786	1.0053

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0129	1.0002	0.0127	1.3%	0.0056	0.5%	95%	True	False	186
10	1.0180	1.0002	0.0178	1.8%	0.0055	0.5%	68%	False	False	113
20	1.0208	1.0002	0.0206	2.0%	0.0054	0.5%	59%	False	False	75
40	1.0593	1.0002	0.0591	5.8%	0.0049	0.5%	20%	False	False	47

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0524
2.618	1.0372
1.618	1.0279
1.000	1.0222
0.618	1.0186
HIGH	1.0129
0.618	1.0093
0.500	1.0083
0.382	1.0072
LOW	1.0036
0.618	0.9979
1.000	0.9943
1.618	0.9886
2.618	0.9793
4.250	0.9641

Fisher Pivots for day following 16-Nov-2018
Pivot	1 day	3 day
R1	1.0110	1.0108
PP	1.0096	1.0092
S1	1.0083	1.0077

Download as Excel Spreadsheet

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

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