CME Swiss Franc Future March 2019

Trading Metrics calculated at close of trading on 14-Mar-2019

Day Change Summary
	Previous	Current
	13-Mar-2019	14-Mar-2019	Change	Change %	Previous Week
Open	0.9929	0.9967	0.0038	0.4%	1.0028
High	0.9978	0.9972	-0.0006	-0.1%	1.0028
Low	0.9920	0.9951	0.0031	0.3%	0.9886
Close	0.9972	0.9960	-0.0012	-0.1%	0.9934
Range	0.0058	0.0021	-0.0037	-63.8%	0.0142
ATR	0.0051	0.0049	-0.0002	-4.2%	0.0000
Volume	44,846	51,306	6,460	14.4%	116,926

Daily Pivots for day following 14-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.0024	1.0013	0.9972
R3	1.0003	0.9992	0.9966
R2	0.9982	0.9982	0.9964
R1	0.9971	0.9971	0.9962	0.9966
PP	0.9961	0.9961	0.9961	0.9959
S1	0.9950	0.9950	0.9958	0.9945
S2	0.9940	0.9940	0.9956
S3	0.9919	0.9929	0.9954
S4	0.9898	0.9908	0.9948

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	0.9888	0.0090	0.9%	0.0045	0.4%	80%	False	False	37,044
10	1.0051	0.9886	0.0165	1.7%	0.0048	0.5%	45%	False	False	29,350
20	1.0089	0.9886	0.0203	2.0%	0.0047	0.5%	36%	False	False	24,615
40	1.0188	0.9886	0.0302	3.0%	0.0046	0.5%	25%	False	False	20,772
60	1.0354	0.9886	0.0468	4.7%	0.0058	0.6%	16%	False	False	22,367
80	1.0354	0.9886	0.0468	4.7%	0.0057	0.6%	16%	False	False	18,523
100	1.0354	0.9886	0.0468	4.7%	0.0056	0.6%	16%	False	False	14,828
120	1.0654	0.9886	0.0768	7.7%	0.0054	0.5%	10%	False	False	12,360

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 101 trading days

Fibonacci Retracements and Extensions
4.250	1.0061
2.618	1.0027
1.618	1.0006
1.000	0.9993
0.618	0.9985
HIGH	0.9972
0.618	0.9964
0.500	0.9962
0.382	0.9959
LOW	0.9951
0.618	0.9938
1.000	0.9930
1.618	0.9917
2.618	0.9896
4.250	0.9862

Fisher Pivots for day following 14-Mar-2019
Pivot	1 day	3 day
R1	0.9962	0.9952
PP	0.9961	0.9944
S1	0.9961	0.9936

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

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