CME Swiss Franc Future June 2019

Trading Metrics calculated at close of trading on 04-Feb-2019

Day Change Summary
	Previous	Current
	01-Feb-2019	04-Feb-2019	Change	Change %	Previous Week
Open	1.0174	1.0142	-0.0032	-0.3%	1.0206
High	1.0206	1.0154	-0.0052	-0.5%	1.0229
Low	1.0169	1.0135	-0.0034	-0.3%	1.0139
Close	1.0177	1.0145	-0.0032	-0.3%	1.0177
Range	0.0037	0.0019	-0.0018	-48.6%	0.0090
ATR	0.0051	0.0051	-0.0001	-1.3%	0.0000
Volume	2	5	3	150.0%	56

Daily Pivots for day following 04-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.0202	1.0192	1.0155
R3	1.0183	1.0173	1.0150
R2	1.0164	1.0164	1.0148
R1	1.0154	1.0154	1.0147	1.0159
PP	1.0145	1.0145	1.0145	1.0147
S1	1.0135	1.0135	1.0143	1.0140
S2	1.0126	1.0126	1.0142
S3	1.0107	1.0116	1.0140
S4	1.0088	1.0097	1.0135

Weekly Pivots for week ending 01-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.0452	1.0404	1.0227
R3	1.0362	1.0314	1.0202
R2	1.0272	1.0272	1.0194
R1	1.0224	1.0224	1.0185	1.0203
PP	1.0182	1.0182	1.0182	1.0171
S1	1.0134	1.0134	1.0169	1.0113
S2	1.0092	1.0092	1.0161
S3	1.0002	1.0044	1.0152
S4	0.9912	0.9954	1.0128

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0226	1.0135	0.0091	0.9%	0.0041	0.4%	11%	False	True	11
10	1.0229	1.0135	0.0094	0.9%	0.0040	0.4%	11%	False	True	7
20	1.0442	1.0135	0.0307	3.0%	0.0050	0.5%	3%	False	True	5
40	1.0442	1.0135	0.0307	3.0%	0.0052	0.5%	3%	False	True	3

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
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	0.0010
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	1.0235
2.618	1.0204
1.618	1.0185
1.000	1.0173
0.618	1.0166
HIGH	1.0154
0.618	1.0147
0.500	1.0145
0.382	1.0142
LOW	1.0135
0.618	1.0123
1.000	1.0116
1.618	1.0104
2.618	1.0085
4.250	1.0054

Fisher Pivots for day following 04-Feb-2019
Pivot	1 day	3 day
R1	1.0145	1.0179
PP	1.0145	1.0167
S1	1.0145	1.0156

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

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