CME Swiss Franc Future March 2019

Trading Metrics calculated at close of trading on 29-Jan-2019

Day Change Summary
	Previous	Current
	28-Jan-2019	29-Jan-2019	Change	Change %	Previous Week
Open	1.0115	1.0127	0.0012	0.1%	1.0101
High	1.0142	1.0138	-0.0004	0.0%	1.0126
Low	1.0114	1.0088	-0.0026	-0.3%	1.0061
Close	1.0131	1.0096	-0.0035	-0.3%	1.0118
Range	0.0028	0.0050	0.0022	78.6%	0.0065
ATR	0.0061	0.0060	-0.0001	-1.3%	0.0000
Volume	12,935	14,096	1,161	9.0%	81,718

Daily Pivots for day following 29-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.0257	1.0227	1.0124
R3	1.0207	1.0177	1.0110
R2	1.0157	1.0157	1.0105
R1	1.0127	1.0127	1.0101	1.0117
PP	1.0107	1.0107	1.0107	1.0103
S1	1.0077	1.0077	1.0091	1.0067
S2	1.0057	1.0057	1.0087
S3	1.0007	1.0027	1.0082
S4	0.9957	0.9977	1.0069

Weekly Pivots for week ending 25-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.0297	1.0272	1.0154
R3	1.0232	1.0207	1.0136
R2	1.0167	1.0167	1.0130
R1	1.0142	1.0142	1.0124	1.0155
PP	1.0102	1.0102	1.0102	1.0108
S1	1.0077	1.0077	1.0112	1.0090
S2	1.0037	1.0037	1.0106
S3	0.9972	1.0012	1.0100
S4	0.9907	0.9947	1.0082

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0142	1.0061	0.0081	0.8%	0.0045	0.4%	43%	False	False	16,746
10	1.0262	1.0061	0.0201	2.0%	0.0049	0.5%	17%	False	False	17,828
20	1.0354	1.0061	0.0293	2.9%	0.0063	0.6%	12%	False	False	22,308
40	1.0354	1.0061	0.0293	2.9%	0.0066	0.7%	12%	False	False	20,033
60	1.0354	1.0002	0.0352	3.5%	0.0063	0.6%	27%	False	False	13,408
80	1.0354	1.0002	0.0352	3.5%	0.0058	0.6%	27%	False	False	10,061

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0351
2.618	1.0269
1.618	1.0219
1.000	1.0188
0.618	1.0169
HIGH	1.0138
0.618	1.0119
0.500	1.0113
0.382	1.0107
LOW	1.0088
0.618	1.0057
1.000	1.0038
1.618	1.0007
2.618	0.9957
4.250	0.9876

Fisher Pivots for day following 29-Jan-2019
Pivot	1 day	3 day
R1	1.0113	1.0108
PP	1.0107	1.0104
S1	1.0102	1.0100

Download as Excel Spreadsheet

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

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