CME Swiss Franc Future June 2019

Trading Metrics calculated at close of trading on 04-Dec-2018

Day Change Summary
	Previous	Current
	03-Dec-2018	04-Dec-2018	Change	Change %	Previous Week
Open	1.0211	1.0223	0.0012	0.1%	1.0217
High	1.0233	1.0259	0.0026	0.3%	1.0275
Low	1.0211	1.0223	0.0012	0.1%	1.0204
Close	1.0211	1.0223	0.0012	0.1%	1.0204
Range	0.0022	0.0036	0.0014	63.6%	0.0071
ATR
Volume

Daily Pivots for day following 04-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0343	1.0319	1.0243
R3	1.0307	1.0283	1.0233
R2	1.0271	1.0271	1.0230
R1	1.0247	1.0247	1.0226	1.0241
PP	1.0235	1.0235	1.0235	1.0232
S1	1.0211	1.0211	1.0220	1.0205
S2	1.0199	1.0199	1.0216
S3	1.0163	1.0175	1.0213
S4	1.0127	1.0139	1.0203

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%	0.0030	0.3%	27%	False	False
10	1.0296	1.0204	0.0092	0.9%	0.0028	0.3%	21%	False	False	4

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	0.0000
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0412
2.618	1.0353
1.618	1.0317
1.000	1.0295
0.618	1.0281
HIGH	1.0259
0.618	1.0245
0.500	1.0241
0.382	1.0237
LOW	1.0223
0.618	1.0201
1.000	1.0187
1.618	1.0165
2.618	1.0129
4.250	1.0070

Fisher Pivots for day following 04-Dec-2018
Pivot	1 day	3 day
R1	1.0241	1.0232
PP	1.0235	1.0229
S1	1.0229	1.0226

Download as Excel Spreadsheet

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

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