CME Swiss Franc Future March 2014
Trading Metrics calculated at close of trading on 03-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1.0761 |
1.0698 |
-0.0063 |
-0.6% |
1.0854 |
High |
1.0761 |
1.0698 |
-0.0063 |
-0.6% |
1.0911 |
Low |
1.0761 |
1.0698 |
-0.0063 |
-0.6% |
1.0761 |
Close |
1.0761 |
1.0698 |
-0.0063 |
-0.6% |
1.0761 |
Range |
|
|
|
|
|
ATR |
0.0043 |
0.0045 |
0.0001 |
3.2% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0698 |
1.0698 |
1.0698 |
|
R3 |
1.0698 |
1.0698 |
1.0698 |
|
R2 |
1.0698 |
1.0698 |
1.0698 |
|
R1 |
1.0698 |
1.0698 |
1.0698 |
1.0698 |
PP |
1.0698 |
1.0698 |
1.0698 |
1.0698 |
S1 |
1.0698 |
1.0698 |
1.0698 |
1.0698 |
S2 |
1.0698 |
1.0698 |
1.0698 |
|
S3 |
1.0698 |
1.0698 |
1.0698 |
|
S4 |
1.0698 |
1.0698 |
1.0698 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1261 |
1.1161 |
1.0844 |
|
R3 |
1.1111 |
1.1011 |
1.0802 |
|
R2 |
1.0961 |
1.0961 |
1.0789 |
|
R1 |
1.0861 |
1.0861 |
1.0775 |
1.0836 |
PP |
1.0811 |
1.0811 |
1.0811 |
1.0799 |
S1 |
1.0711 |
1.0711 |
1.0747 |
1.0686 |
S2 |
1.0661 |
1.0661 |
1.0734 |
|
S3 |
1.0511 |
1.0561 |
1.0720 |
|
S4 |
1.0361 |
1.0411 |
1.0679 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0698 |
2.618 |
1.0698 |
1.618 |
1.0698 |
1.000 |
1.0698 |
0.618 |
1.0698 |
HIGH |
1.0698 |
0.618 |
1.0698 |
0.500 |
1.0698 |
0.382 |
1.0698 |
LOW |
1.0698 |
0.618 |
1.0698 |
1.000 |
1.0698 |
1.618 |
1.0698 |
2.618 |
1.0698 |
4.250 |
1.0698 |
|
|
Fisher Pivots for day following 03-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0698 |
1.0731 |
PP |
1.0698 |
1.0720 |
S1 |
1.0698 |
1.0709 |
|