CME Swiss Franc Future March 2019

Trading Metrics calculated at close of trading on 13-Mar-2019

Day Change Summary
	Previous	Current
	12-Mar-2019	13-Mar-2019	Change	Change %	Previous Week
Open	0.9903	0.9929	0.0026	0.3%	1.0028
High	0.9943	0.9978	0.0035	0.4%	1.0028
Low	0.9894	0.9920	0.0026	0.3%	0.9886
Close	0.9936	0.9972	0.0036	0.4%	0.9934
Range	0.0049	0.0058	0.0009	18.4%	0.0142
ATR	0.0050	0.0051	0.0001	1.1%	0.0000
Volume	33,538	44,846	11,308	33.7%	116,926

Daily Pivots for day following 13-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.0131	1.0109	1.0004
R3	1.0073	1.0051	0.9988
R2	1.0015	1.0015	0.9983
R1	0.9993	0.9993	0.9977	1.0004
PP	0.9957	0.9957	0.9957	0.9962
S1	0.9935	0.9935	0.9967	0.9946
S2	0.9899	0.9899	0.9961
S3	0.9841	0.9877	0.9956
S4	0.9783	0.9819	0.9940

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	0.9978	0.9886	0.0092	0.9%	0.0058	0.6%	93%	True	False	32,672
10	1.0089	0.9886	0.0203	2.0%	0.0055	0.5%	42%	False	False	27,837
20	1.0089	0.9886	0.0203	2.0%	0.0048	0.5%	42%	False	False	22,797
40	1.0262	0.9886	0.0376	3.8%	0.0048	0.5%	23%	False	False	20,124
60	1.0354	0.9886	0.0468	4.7%	0.0059	0.6%	18%	False	False	21,991
80	1.0354	0.9886	0.0468	4.7%	0.0058	0.6%	18%	False	False	17,882
100	1.0354	0.9886	0.0468	4.7%	0.0056	0.6%	18%	False	False	14,315
120	1.0654	0.9886	0.0768	7.7%	0.0055	0.5%	11%	False	False	11,933

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0225
2.618	1.0130
1.618	1.0072
1.000	1.0036
0.618	1.0014
HIGH	0.9978
0.618	0.9956
0.500	0.9949
0.382	0.9942
LOW	0.9920
0.618	0.9884
1.000	0.9862
1.618	0.9826
2.618	0.9768
4.250	0.9673

Fisher Pivots for day following 13-Mar-2019
Pivot	1 day	3 day
R1	0.9964	0.9959
PP	0.9957	0.9946
S1	0.9949	0.9933

Download as Excel Spreadsheet

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

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