CME Swiss Franc Future March 2019

Trading Metrics calculated at close of trading on 06-Mar-2019

Day Change Summary
	Previous	Current
	05-Mar-2019	06-Mar-2019	Change	Change %	Previous Week
Open	1.0016	0.9968	-0.0048	-0.5%	1.0012
High	1.0023	0.9979	-0.0044	-0.4%	1.0089
Low	0.9957	0.9955	-0.0002	0.0%	0.9999
Close	0.9967	0.9961	-0.0006	-0.1%	1.0018
Range	0.0066	0.0024	-0.0042	-63.6%	0.0090
ATR	0.0049	0.0048	-0.0002	-3.7%	0.0000
Volume	23,667	17,800	-5,867	-24.8%	112,097

Daily Pivots for day following 06-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.0037	1.0023	0.9974
R3	1.0013	0.9999	0.9968
R2	0.9989	0.9989	0.9965
R1	0.9975	0.9975	0.9963	0.9970
PP	0.9965	0.9965	0.9965	0.9963
S1	0.9951	0.9951	0.9959	0.9946
S2	0.9941	0.9941	0.9957
S3	0.9917	0.9927	0.9954
S4	0.9893	0.9903	0.9948

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	0.9955	0.0134	1.3%	0.0051	0.5%	4%	False	True	23,002
10	1.0089	0.9955	0.0134	1.3%	0.0043	0.4%	4%	False	True	20,385
20	1.0089	0.9930	0.0159	1.6%	0.0045	0.4%	19%	False	False	18,720
40	1.0354	0.9930	0.0424	4.3%	0.0050	0.5%	7%	False	False	19,283
60	1.0354	0.9930	0.0424	4.3%	0.0058	0.6%	7%	False	False	21,012
80	1.0354	0.9930	0.0424	4.3%	0.0057	0.6%	7%	False	False	15,846
100	1.0354	0.9930	0.0424	4.3%	0.0056	0.6%	7%	False	False	12,682
120	1.0654	0.9930	0.0724	7.3%	0.0054	0.5%	4%	False	False	10,573

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0009
Narrowest range in 95 trading days

Fibonacci Retracements and Extensions
4.250	1.0081
2.618	1.0042
1.618	1.0018
1.000	1.0003
0.618	0.9994
HIGH	0.9979
0.618	0.9970
0.500	0.9967
0.382	0.9964
LOW	0.9955
0.618	0.9940
1.000	0.9931
1.618	0.9916
2.618	0.9892
4.250	0.9853

Fisher Pivots for day following 06-Mar-2019
Pivot	1 day	3 day
R1	0.9967	0.9992
PP	0.9965	0.9981
S1	0.9963	0.9971

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

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