CME Swiss Franc Future March 2019

Trading Metrics calculated at close of trading on 07-Mar-2019

Day Change Summary
	Previous	Current
	06-Mar-2019	07-Mar-2019	Change	Change %	Previous Week
Open	0.9968	0.9957	-0.0011	-0.1%	1.0012
High	0.9979	0.9972	-0.0007	-0.1%	1.0089
Low	0.9955	0.9886	-0.0069	-0.7%	0.9999
Close	0.9961	0.9888	-0.0073	-0.7%	1.0018
Range	0.0024	0.0086	0.0062	258.3%	0.0090
ATR	0.0048	0.0050	0.0003	5.8%	0.0000
Volume	17,800	29,448	11,648	65.4%	112,097

Daily Pivots for day following 07-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.0173	1.0117	0.9935
R3	1.0087	1.0031	0.9912
R2	1.0001	1.0001	0.9904
R1	0.9945	0.9945	0.9896	0.9930
PP	0.9915	0.9915	0.9915	0.9908
S1	0.9859	0.9859	0.9880	0.9844
S2	0.9829	0.9829	0.9872
S3	0.9743	0.9773	0.9864
S4	0.9657	0.9687	0.9841

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	1.0051	0.9886	0.0165	1.7%	0.0052	0.5%	1%	False	True	21,657
10	1.0089	0.9886	0.0203	2.1%	0.0049	0.5%	1%	False	True	21,587
20	1.0089	0.9886	0.0203	2.1%	0.0047	0.5%	1%	False	True	19,517
40	1.0354	0.9886	0.0468	4.7%	0.0051	0.5%	0%	False	True	19,450
60	1.0354	0.9886	0.0468	4.7%	0.0059	0.6%	0%	False	True	21,491
80	1.0354	0.9886	0.0468	4.7%	0.0057	0.6%	0%	False	True	16,214
100	1.0354	0.9886	0.0468	4.7%	0.0056	0.6%	0%	False	True	12,976
120	1.0654	0.9886	0.0768	7.8%	0.0055	0.6%	0%	False	True	10,817

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	1.0338
2.618	1.0197
1.618	1.0111
1.000	1.0058
0.618	1.0025
HIGH	0.9972
0.618	0.9939
0.500	0.9929
0.382	0.9919
LOW	0.9886
0.618	0.9833
1.000	0.9800
1.618	0.9747
2.618	0.9661
4.250	0.9520

Fisher Pivots for day following 07-Mar-2019
Pivot	1 day	3 day
R1	0.9929	0.9955
PP	0.9915	0.9932
S1	0.9902	0.9910

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

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