CME Swiss Franc Future March 2019

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Trading Metrics calculated at close of trading on 19-Nov-2018
Day Change Summary Previous Current 16-Nov-2018 19-Nov-2018 Change Change % Previous Week Open 1.0060 1.0123 0.0063 0.6% 1.0032 High 1.0129 1.0196 0.0067 0.7% 1.0129 Low 1.0036 1.0115 0.0079 0.8% 1.0002 Close 1.0123 1.0184 0.0061 0.6% 1.0123 Range 0.0093 0.0081 -0.0012 -12.9% 0.0127 ATR 0.0057 0.0059 0.0002 3.0% 0.0000 Volume 510 270 -240 -47.1% 933
Daily Pivots for day following 19-Nov-2018 Classic Woodie Camarilla DeMark R4 1.0408 1.0377 1.0229 R3 1.0327 1.0296 1.0206 R2 1.0246 1.0246 1.0199 R1 1.0215 1.0215 1.0191 1.0231 PP 1.0165 1.0165 1.0165 1.0173 S1 1.0134 1.0134 1.0177 1.0150 S2 1.0084 1.0084 1.0169 S3 1.0003 1.0053 1.0162 S4 0.9922 0.9972 1.0139	Weekly Pivots for week ending 16-Nov-2018 Classic Woodie Camarilla DeMark R4 1.0466 1.0421 1.0193 R3 1.0339 1.0294 1.0158 R2 1.0212 1.0212 1.0146 R1 1.0167 1.0167 1.0135 1.0190 PP 1.0085 1.0085 1.0085 1.0096 S1 1.0040 1.0040 1.0111 1.0063 S2 0.9958 0.9958 1.0100 S3 0.9831 0.9913 1.0088 S4 0.9704 0.9786 1.0053
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0196 1.0002 0.0194 1.9% 0.0066 0.6% 94% True False 192 10 1.0196 1.0002 0.0194 1.9% 0.0059 0.6% 94% True False 139 20 1.0208 1.0002 0.0206 2.0% 0.0056 0.6% 88% False False 88 40 1.0559 1.0002 0.0557 5.5% 0.0050 0.5% 33% False False 53
Crabel Price Patterns NR True NR4 False NR5 False NR7 False 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 0.0017 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0540 2.618 1.0408 1.618 1.0327 1.000 1.0277 0.618 1.0246 HIGH 1.0196 0.618 1.0165 0.500 1.0156 0.382 1.0146 LOW 1.0115 0.618 1.0065 1.000 1.0034 1.618 0.9984 2.618 0.9903 4.250 0.9771
Fisher Pivots for day following 19-Nov-2018 Pivot 1 day 3 day R1 1.0175 1.0161 PP 1.0165 1.0139 S1 1.0156 1.0116

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