CME Swiss Franc Future March 2019

Trading Metrics calculated at close of trading on 04-Dec-2018

Day Change Summary
	Previous	Current
	03-Dec-2018	04-Dec-2018	Change	Change %	Previous Week
Open	1.0122	1.0127	0.0005	0.0%	1.0146
High	1.0142	1.0178	0.0036	0.4%	1.0192
Low	1.0112	1.0116	0.0004	0.0%	1.0104
Close	1.0119	1.0131	0.0012	0.1%	1.0110
Range	0.0030	0.0062	0.0032	106.7%	0.0088
ATR	0.0053	0.0054	0.0001	1.2%	0.0000
Volume	296	780	484	163.5%	1,903

Daily Pivots for day following 04-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0328	1.0291	1.0165
R3	1.0266	1.0229	1.0148
R2	1.0204	1.0204	1.0142
R1	1.0167	1.0167	1.0137	1.0186
PP	1.0142	1.0142	1.0142	1.0151
S1	1.0105	1.0105	1.0125	1.0124
S2	1.0080	1.0080	1.0120
S3	1.0018	1.0043	1.0114
S4	0.9956	0.9981	1.0097

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%	0.0056	0.6%	31%	False	False	499
10	1.0210	1.0104	0.0106	1.0%	0.0048	0.5%	25%	False	False	336
20	1.0210	1.0002	0.0208	2.1%	0.0053	0.5%	62%	False	False	237
40	1.0308	1.0002	0.0306	3.0%	0.0051	0.5%	42%	False	False	129

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0442
2.618	1.0340
1.618	1.0278
1.000	1.0240
0.618	1.0216
HIGH	1.0178
0.618	1.0154
0.500	1.0147
0.382	1.0140
LOW	1.0116
0.618	1.0078
1.000	1.0054
1.618	1.0016
2.618	0.9954
4.250	0.9853

Fisher Pivots for day following 04-Dec-2018
Pivot	1 day	3 day
R1	1.0147	1.0141
PP	1.0142	1.0138
S1	1.0136	1.0134

Download as Excel Spreadsheet

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

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