CME Swiss Franc Future March 2019

Trading Metrics calculated at close of trading on 05-Mar-2019

Day Change Summary
	Previous	Current
	04-Mar-2019	05-Mar-2019	Change	Change %	Previous Week
Open	1.0028	1.0016	-0.0012	-0.1%	1.0012
High	1.0028	1.0023	-0.0005	0.0%	1.0089
Low	0.9993	0.9957	-0.0036	-0.4%	0.9999
Close	1.0017	0.9967	-0.0050	-0.5%	1.0018
Range	0.0035	0.0066	0.0031	88.6%	0.0090
ATR	0.0048	0.0049	0.0001	2.7%	0.0000
Volume	18,084	23,667	5,583	30.9%	112,097

Daily Pivots for day following 05-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.0180	1.0140	1.0003
R3	1.0114	1.0074	0.9985
R2	1.0048	1.0048	0.9979
R1	1.0008	1.0008	0.9973	0.9995
PP	0.9982	0.9982	0.9982	0.9976
S1	0.9942	0.9942	0.9961	0.9929
S2	0.9916	0.9916	0.9955
S3	0.9850	0.9876	0.9949
S4	0.9784	0.9810	0.9931

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	0.9957	0.0132	1.3%	0.0057	0.6%	8%	False	True	24,889
10	1.0089	0.9957	0.0132	1.3%	0.0045	0.5%	8%	False	True	20,414
20	1.0089	0.9930	0.0159	1.6%	0.0046	0.5%	23%	False	False	18,622
40	1.0354	0.9930	0.0424	4.3%	0.0051	0.5%	9%	False	False	19,615
60	1.0354	0.9930	0.0424	4.3%	0.0059	0.6%	9%	False	False	20,745
80	1.0354	0.9930	0.0424	4.3%	0.0058	0.6%	9%	False	False	15,624
100	1.0354	0.9930	0.0424	4.3%	0.0056	0.6%	9%	False	False	12,504
120	1.0654	0.9930	0.0724	7.3%	0.0054	0.5%	5%	False	False	10,425

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 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0303
2.618	1.0196
1.618	1.0130
1.000	1.0089
0.618	1.0064
HIGH	1.0023
0.618	0.9998
0.500	0.9990
0.382	0.9982
LOW	0.9957
0.618	0.9916
1.000	0.9891
1.618	0.9850
2.618	0.9784
4.250	0.9677

Fisher Pivots for day following 05-Mar-2019
Pivot	1 day	3 day
R1	0.9990	1.0004
PP	0.9982	0.9992
S1	0.9975	0.9979

Download as Excel Spreadsheet

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

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