CME Swiss Franc Future March 2019

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Trading Metrics calculated at close of trading on 27-Nov-2018
Day Change Summary Previous Current 26-Nov-2018 27-Nov-2018 Change Change % Previous Week Open 1.0146 1.0130 -0.0016 -0.2% 1.0123 High 1.0160 1.0136 -0.0024 -0.2% 1.0210 Low 1.0122 1.0110 -0.0012 -0.1% 1.0115 Close 1.0124 1.0127 0.0003 0.0% 1.0139 Range 0.0038 0.0026 -0.0012 -31.6% 0.0095 ATR 0.0055 0.0053 -0.0002 -3.8% 0.0000 Volume 75 406 331 441.3% 652
Daily Pivots for day following 27-Nov-2018 Classic Woodie Camarilla DeMark R4 1.0202 1.0191 1.0141 R3 1.0176 1.0165 1.0134 R2 1.0150 1.0150 1.0132 R1 1.0139 1.0139 1.0129 1.0132 PP 1.0124 1.0124 1.0124 1.0121 S1 1.0113 1.0113 1.0125 1.0106 S2 1.0098 1.0098 1.0122 S3 1.0072 1.0087 1.0120 S4 1.0046 1.0061 1.0113	Weekly Pivots for week ending 23-Nov-2018 Classic Woodie Camarilla DeMark R4 1.0440 1.0384 1.0191 R3 1.0345 1.0289 1.0165 R2 1.0250 1.0250 1.0156 R1 1.0194 1.0194 1.0148 1.0222 PP 1.0155 1.0155 1.0155 1.0169 S1 1.0099 1.0099 1.0130 1.0127 S2 1.0060 1.0060 1.0122 S3 0.9965 1.0004 1.0113 S4 0.9870 0.9909 1.0087
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0210 1.0110 0.0100 1.0% 0.0040 0.4% 17% False True 172 10 1.0210 1.0002 0.0208 2.1% 0.0053 0.5% 60% False False 182 20 1.0210 1.0002 0.0208 2.1% 0.0055 0.5% 60% False False 122 40 1.0339 1.0002 0.0337 3.3% 0.0050 0.5% 37% False False 67
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 0.0015 Narrowest range in 28 trading days	Fibonacci Retracements and Extensions 4.250 1.0247 2.618 1.0204 1.618 1.0178 1.000 1.0162 0.618 1.0152 HIGH 1.0136 0.618 1.0126 0.500 1.0123 0.382 1.0120 LOW 1.0110 0.618 1.0094 1.000 1.0084 1.618 1.0068 2.618 1.0042 4.250 1.0000
Fisher Pivots for day following 27-Nov-2018 Pivot 1 day 3 day R1 1.0126 1.0153 PP 1.0124 1.0144 S1 1.0123 1.0136

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