CME Swiss Franc Future March 2019

Trading Metrics calculated at close of trading on 23-Nov-2018

Day Change Summary
	Previous	Current
	21-Nov-2018	23-Nov-2018	Change	Change %	Previous Week
Open	1.0169	1.0174	0.0005	0.0%	1.0123
High	1.0192	1.0196	0.0004	0.0%	1.0210
Low	1.0163	1.0136	-0.0027	-0.3%	1.0115
Close	1.0176	1.0139	-0.0037	-0.4%	1.0139
Range	0.0029	0.0060	0.0031	106.9%	0.0095
ATR	0.0056	0.0056	0.0000	0.5%	0.0000
Volume	164	59	-105	-64.0%	652

Daily Pivots for day following 23-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0337	1.0298	1.0172
R3	1.0277	1.0238	1.0156
R2	1.0217	1.0217	1.0150
R1	1.0178	1.0178	1.0145	1.0168
PP	1.0157	1.0157	1.0157	1.0152
S1	1.0118	1.0118	1.0134	1.0108
S2	1.0097	1.0097	1.0128
S3	1.0037	1.0058	1.0123
S4	0.9977	0.9998	1.0106

Weekly Pivots for week ending 23-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0440	1.0384	1.0191
R3	1.0345	1.0289	1.0165
R2	1.0250	1.0250	1.0156
R1	1.0194	1.0194	1.0148	1.0222
PP	1.0155	1.0155	1.0155	1.0169
S1	1.0099	1.0099	1.0130	1.0127
S2	1.0060	1.0060	1.0122
S3	0.9965	1.0004	1.0113
S4	0.9870	0.9909	1.0087

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0210	1.0036	0.0174	1.7%	0.0062	0.6%	59%	False	False	232
10	1.0210	1.0002	0.0208	2.1%	0.0053	0.5%	66%	False	False	164
20	1.0210	1.0002	0.0208	2.1%	0.0057	0.6%	66%	False	False	104
40	1.0438	1.0002	0.0436	4.3%	0.0051	0.5%	31%	False	False	60

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0451
2.618	1.0353
1.618	1.0293
1.000	1.0256
0.618	1.0233
HIGH	1.0196
0.618	1.0173
0.500	1.0166
0.382	1.0159
LOW	1.0136
0.618	1.0099
1.000	1.0076
1.618	1.0039
2.618	0.9979
4.250	0.9881

Fisher Pivots for day following 23-Nov-2018
Pivot	1 day	3 day
R1	1.0166	1.0173
PP	1.0157	1.0162
S1	1.0148	1.0150

Download as Excel Spreadsheet

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

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