CME Swiss Franc Future March 2019

Trading Metrics calculated at close of trading on 27-Nov-2018

Day Change Summary
	Previous	Current
	26-Nov-2018	27-Nov-2018	Change	Change %	Previous Week
Open	1.0146	1.0130	-0.0016	-0.2%	1.0123
High	1.0160	1.0136	-0.0024	-0.2%	1.0210
Low	1.0122	1.0110	-0.0012	-0.1%	1.0115
Close	1.0124	1.0127	0.0003	0.0%	1.0139
Range	0.0038	0.0026	-0.0012	-31.6%	0.0095
ATR	0.0055	0.0053	-0.0002	-3.8%	0.0000
Volume	75	406	331	441.3%	652

Daily Pivots for day following 27-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0202	1.0191	1.0141
R3	1.0176	1.0165	1.0134
R2	1.0150	1.0150	1.0132
R1	1.0139	1.0139	1.0129	1.0132
PP	1.0124	1.0124	1.0124	1.0121
S1	1.0113	1.0113	1.0125	1.0106
S2	1.0098	1.0098	1.0122
S3	1.0072	1.0087	1.0120
S4	1.0046	1.0061	1.0113

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	1.0110	0.0100	1.0%	0.0040	0.4%	17%	False	True	172
10	1.0210	1.0002	0.0208	2.1%	0.0053	0.5%	60%	False	False	182
20	1.0210	1.0002	0.0208	2.1%	0.0055	0.5%	60%	False	False	122
40	1.0339	1.0002	0.0337	3.3%	0.0050	0.5%	37%	False	False	67

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0015
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	1.0247
2.618	1.0204
1.618	1.0178
1.000	1.0162
0.618	1.0152
HIGH	1.0136
0.618	1.0126
0.500	1.0123
0.382	1.0120
LOW	1.0110
0.618	1.0094
1.000	1.0084
1.618	1.0068
2.618	1.0042
4.250	1.0000

Fisher Pivots for day following 27-Nov-2018
Pivot	1 day	3 day
R1	1.0126	1.0153
PP	1.0124	1.0144
S1	1.0123	1.0136

Download as Excel Spreadsheet

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

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