CME Swiss Franc Future March 2019

Trading Metrics calculated at close of trading on 01-Mar-2019

Day Change Summary
	Previous	Current
	28-Feb-2019	01-Mar-2019	Change	Change %	Previous Week
Open	1.0004	1.0037	0.0033	0.3%	1.0012
High	1.0089	1.0051	-0.0038	-0.4%	1.0089
Low	1.0004	1.0004	0.0000	0.0%	0.9999
Close	1.0038	1.0018	-0.0020	-0.2%	1.0018
Range	0.0085	0.0047	-0.0038	-44.7%	0.0090
ATR	0.0049	0.0049	0.0000	-0.3%	0.0000
Volume	36,176	19,287	-16,889	-46.7%	112,097

Daily Pivots for day following 01-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.0165	1.0139	1.0044
R3	1.0118	1.0092	1.0031
R2	1.0071	1.0071	1.0027
R1	1.0045	1.0045	1.0022	1.0035
PP	1.0024	1.0024	1.0024	1.0019
S1	0.9998	0.9998	1.0014	0.9988
S2	0.9977	0.9977	1.0009
S3	0.9930	0.9951	1.0005
S4	0.9883	0.9904	0.9992

Weekly Pivots for week ending 01-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.0305	1.0252	1.0068
R3	1.0215	1.0162	1.0043
R2	1.0125	1.0125	1.0035
R1	1.0072	1.0072	1.0026	1.0099
PP	1.0035	1.0035	1.0035	1.0049
S1	0.9982	0.9982	1.0010	1.0009
S2	0.9945	0.9945	1.0002
S3	0.9855	0.9892	0.9993
S4	0.9765	0.9802	0.9969

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0089	0.9999	0.0090	0.9%	0.0049	0.5%	21%	False	False	22,419
10	1.0089	0.9938	0.0151	1.5%	0.0045	0.4%	53%	False	False	20,020
20	1.0119	0.9930	0.0189	1.9%	0.0045	0.4%	47%	False	False	17,931
40	1.0354	0.9930	0.0424	4.2%	0.0052	0.5%	21%	False	False	20,055
60	1.0354	0.9930	0.0424	4.2%	0.0059	0.6%	21%	False	False	20,071
80	1.0354	0.9930	0.0424	4.2%	0.0058	0.6%	21%	False	False	15,103
100	1.0354	0.9930	0.0424	4.2%	0.0056	0.6%	21%	False	False	12,086

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0251
2.618	1.0174
1.618	1.0127
1.000	1.0098
0.618	1.0080
HIGH	1.0051
0.618	1.0033
0.500	1.0028
0.382	1.0022
LOW	1.0004
0.618	0.9975
1.000	0.9957
1.618	0.9928
2.618	0.9881
4.250	0.9804

Fisher Pivots for day following 01-Mar-2019
Pivot	1 day	3 day
R1	1.0028	1.0046
PP	1.0024	1.0036
S1	1.0021	1.0027

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

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