CME Swiss Franc Future March 2019

Trading Metrics calculated at close of trading on 30-Nov-2018

Day Change Summary
	Previous	Current
	29-Nov-2018	30-Nov-2018	Change	Change %	Previous Week
Open	1.0174	1.0146	-0.0028	-0.3%	1.0146
High	1.0192	1.0154	-0.0038	-0.4%	1.0192
Low	1.0131	1.0104	-0.0027	-0.3%	1.0104
Close	1.0144	1.0110	-0.0034	-0.3%	1.0110
Range	0.0061	0.0050	-0.0011	-18.0%	0.0088
ATR	0.0055	0.0055	0.0000	-0.7%	0.0000
Volume	317	561	244	77.0%	1,903

Daily Pivots for day following 30-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0273	1.0241	1.0138
R3	1.0223	1.0191	1.0124
R2	1.0173	1.0173	1.0119
R1	1.0141	1.0141	1.0115	1.0132
PP	1.0123	1.0123	1.0123	1.0118
S1	1.0091	1.0091	1.0105	1.0082
S2	1.0073	1.0073	1.0101
S3	1.0023	1.0041	1.0096
S4	0.9973	0.9991	1.0083

Weekly Pivots for week ending 30-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0399	1.0343	1.0158
R3	1.0311	1.0255	1.0134
R2	1.0223	1.0223	1.0126
R1	1.0167	1.0167	1.0118	1.0151
PP	1.0135	1.0135	1.0135	1.0128
S1	1.0079	1.0079	1.0102	1.0063
S2	1.0047	1.0047	1.0094
S3	0.9959	0.9991	1.0086
S4	0.9871	0.9903	1.0062

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0192	1.0104	0.0088	0.9%	0.0051	0.5%	7%	False	True	380
10	1.0210	1.0036	0.0174	1.7%	0.0056	0.6%	43%	False	False	306
20	1.0210	1.0002	0.0208	2.1%	0.0055	0.5%	52%	False	False	184
40	1.0308	1.0002	0.0306	3.0%	0.0051	0.5%	35%	False	False	102

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0367
2.618	1.0285
1.618	1.0235
1.000	1.0204
0.618	1.0185
HIGH	1.0154
0.618	1.0135
0.500	1.0129
0.382	1.0123
LOW	1.0104
0.618	1.0073
1.000	1.0054
1.618	1.0023
2.618	0.9973
4.250	0.9892

Fisher Pivots for day following 30-Nov-2018
Pivot	1 day	3 day
R1	1.0129	1.0148
PP	1.0123	1.0135
S1	1.0116	1.0123

Download as Excel Spreadsheet

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

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