CME Swiss Franc Future March 2019

Trading Metrics calculated at close of trading on 19-Nov-2018

Day Change Summary
	Previous	Current
	16-Nov-2018	19-Nov-2018	Change	Change %	Previous Week
Open	1.0060	1.0123	0.0063	0.6%	1.0032
High	1.0129	1.0196	0.0067	0.7%	1.0129
Low	1.0036	1.0115	0.0079	0.8%	1.0002
Close	1.0123	1.0184	0.0061	0.6%	1.0123
Range	0.0093	0.0081	-0.0012	-12.9%	0.0127
ATR	0.0057	0.0059	0.0002	3.0%	0.0000
Volume	510	270	-240	-47.1%	933

Daily Pivots for day following 19-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0408	1.0377	1.0229
R3	1.0327	1.0296	1.0206
R2	1.0246	1.0246	1.0199
R1	1.0215	1.0215	1.0191	1.0231
PP	1.0165	1.0165	1.0165	1.0173
S1	1.0134	1.0134	1.0177	1.0150
S2	1.0084	1.0084	1.0169
S3	1.0003	1.0053	1.0162
S4	0.9922	0.9972	1.0139

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	1.0196	1.0002	0.0194	1.9%	0.0066	0.6%	94%	True	False	192
10	1.0196	1.0002	0.0194	1.9%	0.0059	0.6%	94%	True	False	139
20	1.0208	1.0002	0.0206	2.0%	0.0056	0.6%	88%	False	False	88
40	1.0559	1.0002	0.0557	5.5%	0.0050	0.5%	33%	False	False	53

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0540
2.618	1.0408
1.618	1.0327
1.000	1.0277
0.618	1.0246
HIGH	1.0196
0.618	1.0165
0.500	1.0156
0.382	1.0146
LOW	1.0115
0.618	1.0065
1.000	1.0034
1.618	0.9984
2.618	0.9903
4.250	0.9771

Fisher Pivots for day following 19-Nov-2018
Pivot	1 day	3 day
R1	1.0175	1.0161
PP	1.0165	1.0139
S1	1.0156	1.0116

Download as Excel Spreadsheet

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

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