CME Swiss Franc Future March 2019

Trading Metrics calculated at close of trading on 08-Mar-2019

Day Change Summary
	Previous	Current
	07-Mar-2019	08-Mar-2019	Change	Change %	Previous Week
Open	0.9957	0.9899	-0.0058	-0.6%	1.0028
High	0.9972	0.9938	-0.0034	-0.3%	1.0028
Low	0.9886	0.9891	0.0005	0.1%	0.9886
Close	0.9888	0.9934	0.0046	0.5%	0.9934
Range	0.0086	0.0047	-0.0039	-45.3%	0.0142
ATR	0.0050	0.0050	0.0000	0.0%	0.0000
Volume	29,448	27,927	-1,521	-5.2%	116,926

Daily Pivots for day following 08-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.0062	1.0045	0.9960
R3	1.0015	0.9998	0.9947
R2	0.9968	0.9968	0.9943
R1	0.9951	0.9951	0.9938	0.9960
PP	0.9921	0.9921	0.9921	0.9925
S1	0.9904	0.9904	0.9930	0.9913
S2	0.9874	0.9874	0.9925
S3	0.9827	0.9857	0.9921
S4	0.9780	0.9810	0.9908

Weekly Pivots for week ending 08-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.0375	1.0297	1.0012
R3	1.0233	1.0155	0.9973
R2	1.0091	1.0091	0.9960
R1	1.0013	1.0013	0.9947	0.9981
PP	0.9949	0.9949	0.9949	0.9934
S1	0.9871	0.9871	0.9921	0.9839
S2	0.9807	0.9807	0.9908
S3	0.9665	0.9729	0.9895
S4	0.9523	0.9587	0.9856

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0028	0.9886	0.0142	1.4%	0.0052	0.5%	34%	False	False	23,385
10	1.0089	0.9886	0.0203	2.0%	0.0050	0.5%	24%	False	False	22,902
20	1.0089	0.9886	0.0203	2.0%	0.0048	0.5%	24%	False	False	20,000
40	1.0354	0.9886	0.0468	4.7%	0.0050	0.5%	10%	False	False	19,386
60	1.0354	0.9886	0.0468	4.7%	0.0059	0.6%	10%	False	False	21,748
80	1.0354	0.9886	0.0468	4.7%	0.0058	0.6%	10%	False	False	16,562
100	1.0354	0.9886	0.0468	4.7%	0.0056	0.6%	10%	False	False	13,255
120	1.0654	0.9886	0.0768	7.7%	0.0055	0.6%	6%	False	False	11,050

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

Fibonacci Retracements and Extensions
4.250	1.0138
2.618	1.0061
1.618	1.0014
1.000	0.9985
0.618	0.9967
HIGH	0.9938
0.618	0.9920
0.500	0.9915
0.382	0.9909
LOW	0.9891
0.618	0.9862
1.000	0.9844
1.618	0.9815
2.618	0.9768
4.250	0.9691

Fisher Pivots for day following 08-Mar-2019
Pivot	1 day	3 day
R1	0.9928	0.9934
PP	0.9921	0.9933
S1	0.9915	0.9933

Download as Excel Spreadsheet

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

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