CME Swiss Franc Future March 2019

Trading Metrics calculated at close of trading on 29-Nov-2018

Day Change Summary
	Previous	Current
	28-Nov-2018	29-Nov-2018	Change	Change %	Previous Week
Open	1.0120	1.0174	0.0054	0.5%	1.0123
High	1.0185	1.0192	0.0007	0.1%	1.0210
Low	1.0106	1.0131	0.0025	0.2%	1.0115
Close	1.0181	1.0144	-0.0037	-0.4%	1.0139
Range	0.0079	0.0061	-0.0018	-22.8%	0.0095
ATR	0.0055	0.0055	0.0000	0.8%	0.0000
Volume	544	317	-227	-41.7%	652

Daily Pivots for day following 29-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0339	1.0302	1.0178
R3	1.0278	1.0241	1.0161
R2	1.0217	1.0217	1.0155
R1	1.0180	1.0180	1.0150	1.0168
PP	1.0156	1.0156	1.0156	1.0150
S1	1.0119	1.0119	1.0138	1.0107
S2	1.0095	1.0095	1.0133
S3	1.0034	1.0058	1.0127
S4	0.9973	0.9997	1.0110

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	1.0196	1.0106	0.0090	0.9%	0.0053	0.5%	42%	False	False	280
10	1.0210	1.0036	0.0174	1.7%	0.0056	0.5%	62%	False	False	256
20	1.0210	1.0002	0.0208	2.1%	0.0057	0.6%	68%	False	False	157
40	1.0308	1.0002	0.0306	3.0%	0.0050	0.5%	46%	False	False	88

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0451
2.618	1.0352
1.618	1.0291
1.000	1.0253
0.618	1.0230
HIGH	1.0192
0.618	1.0169
0.500	1.0162
0.382	1.0154
LOW	1.0131
0.618	1.0093
1.000	1.0070
1.618	1.0032
2.618	0.9971
4.250	0.9872

Fisher Pivots for day following 29-Nov-2018
Pivot	1 day	3 day
R1	1.0162	1.0149
PP	1.0156	1.0147
S1	1.0150	1.0146

Download as Excel Spreadsheet

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

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