CME Swiss Franc Future March 2014
Trading Metrics calculated at close of trading on 28-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.0911 |
1.0872 |
-0.0039 |
-0.4% |
1.0852 |
High |
1.0911 |
1.0872 |
-0.0039 |
-0.4% |
1.0936 |
Low |
1.0911 |
1.0872 |
-0.0039 |
-0.4% |
1.0845 |
Close |
1.0911 |
1.0872 |
-0.0039 |
-0.4% |
1.0870 |
Range |
|
|
|
|
|
ATR |
0.0042 |
0.0042 |
0.0000 |
-0.5% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
8 |
|
Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0872 |
1.0872 |
1.0872 |
|
R3 |
1.0872 |
1.0872 |
1.0872 |
|
R2 |
1.0872 |
1.0872 |
1.0872 |
|
R1 |
1.0872 |
1.0872 |
1.0872 |
1.0872 |
PP |
1.0872 |
1.0872 |
1.0872 |
1.0872 |
S1 |
1.0872 |
1.0872 |
1.0872 |
1.0872 |
S2 |
1.0872 |
1.0872 |
1.0872 |
|
S3 |
1.0872 |
1.0872 |
1.0872 |
|
S4 |
1.0872 |
1.0872 |
1.0872 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1157 |
1.1104 |
1.0920 |
|
R3 |
1.1066 |
1.1013 |
1.0895 |
|
R2 |
1.0975 |
1.0975 |
1.0887 |
|
R1 |
1.0922 |
1.0922 |
1.0878 |
1.0949 |
PP |
1.0884 |
1.0884 |
1.0884 |
1.0897 |
S1 |
1.0831 |
1.0831 |
1.0862 |
1.0858 |
S2 |
1.0793 |
1.0793 |
1.0853 |
|
S3 |
1.0702 |
1.0740 |
1.0845 |
|
S4 |
1.0611 |
1.0649 |
1.0820 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0872 |
2.618 |
1.0872 |
1.618 |
1.0872 |
1.000 |
1.0872 |
0.618 |
1.0872 |
HIGH |
1.0872 |
0.618 |
1.0872 |
0.500 |
1.0872 |
0.382 |
1.0872 |
LOW |
1.0872 |
0.618 |
1.0872 |
1.000 |
1.0872 |
1.618 |
1.0872 |
2.618 |
1.0872 |
4.250 |
1.0872 |
|
|
Fisher Pivots for day following 28-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0872 |
1.0883 |
PP |
1.0872 |
1.0879 |
S1 |
1.0872 |
1.0876 |
|