CME Swiss Franc Future June 2019

Trading Metrics calculated at close of trading on 03-Dec-2018

Day Change Summary
	Previous	Current
	30-Nov-2018	03-Dec-2018	Change	Change %	Previous Week
Open	1.0204	1.0211	0.0007	0.1%	1.0217
High	1.0236	1.0233	-0.0003	0.0%	1.0275
Low	1.0204	1.0211	0.0007	0.1%	1.0204
Close	1.0204	1.0211	0.0007	0.1%	1.0204
Range	0.0032	0.0022	-0.0010	-31.3%	0.0071
ATR
Volume

Daily Pivots for day following 03-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0284	1.0270	1.0223
R3	1.0262	1.0248	1.0217
R2	1.0240	1.0240	1.0215
R1	1.0226	1.0226	1.0213	1.0222
PP	1.0218	1.0218	1.0218	1.0217
S1	1.0204	1.0204	1.0209	1.0200
S2	1.0196	1.0196	1.0207
S3	1.0174	1.0182	1.0205
S4	1.0152	1.0160	1.0199

Weekly Pivots for week ending 30-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0441	1.0393	1.0243
R3	1.0370	1.0322	1.0224
R2	1.0299	1.0299	1.0217
R1	1.0251	1.0251	1.0211	1.0240
PP	1.0228	1.0228	1.0228	1.0222
S1	1.0180	1.0180	1.0197	1.0169
S2	1.0157	1.0157	1.0191
S3	1.0086	1.0109	1.0184
S4	1.0015	1.0038	1.0165

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0275	1.0204	0.0071	0.7%	0.0024	0.2%	10%	False	False
10	1.0296	1.0204	0.0092	0.9%	0.0026	0.3%	8%	False	False	7

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	0.0000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0327
2.618	1.0291
1.618	1.0269
1.000	1.0255
0.618	1.0247
HIGH	1.0233
0.618	1.0225
0.500	1.0222
0.382	1.0219
LOW	1.0211
0.618	1.0197
1.000	1.0189
1.618	1.0175
2.618	1.0153
4.250	1.0118

Fisher Pivots for day following 03-Dec-2018
Pivot	1 day	3 day
R1	1.0222	1.0220
PP	1.0218	1.0217
S1	1.0215	1.0214

Download as Excel Spreadsheet

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

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