CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0682 |
1.0715 |
0.0033 |
0.3% |
1.0698 |
| High |
1.0682 |
1.0748 |
0.0066 |
0.6% |
1.0701 |
| Low |
1.0682 |
1.0715 |
0.0033 |
0.3% |
1.0602 |
| Close |
1.0682 |
1.0748 |
0.0066 |
0.6% |
1.0682 |
| Range |
0.0000 |
0.0033 |
0.0033 |
|
0.0099 |
| ATR |
0.0048 |
0.0050 |
0.0001 |
2.6% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
8 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0836 |
1.0825 |
1.0766 |
|
| R3 |
1.0803 |
1.0792 |
1.0757 |
|
| R2 |
1.0770 |
1.0770 |
1.0754 |
|
| R1 |
1.0759 |
1.0759 |
1.0751 |
1.0765 |
| PP |
1.0737 |
1.0737 |
1.0737 |
1.0740 |
| S1 |
1.0726 |
1.0726 |
1.0745 |
1.0732 |
| S2 |
1.0704 |
1.0704 |
1.0742 |
|
| S3 |
1.0671 |
1.0693 |
1.0739 |
|
| S4 |
1.0638 |
1.0660 |
1.0730 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0959 |
1.0919 |
1.0736 |
|
| R3 |
1.0860 |
1.0820 |
1.0709 |
|
| R2 |
1.0761 |
1.0761 |
1.0700 |
|
| R1 |
1.0721 |
1.0721 |
1.0691 |
1.0692 |
| PP |
1.0662 |
1.0662 |
1.0662 |
1.0647 |
| S1 |
1.0622 |
1.0622 |
1.0673 |
1.0593 |
| S2 |
1.0563 |
1.0563 |
1.0664 |
|
| S3 |
1.0464 |
1.0523 |
1.0655 |
|
| S4 |
1.0365 |
1.0424 |
1.0628 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0888 |
|
2.618 |
1.0834 |
|
1.618 |
1.0801 |
|
1.000 |
1.0781 |
|
0.618 |
1.0768 |
|
HIGH |
1.0748 |
|
0.618 |
1.0735 |
|
0.500 |
1.0732 |
|
0.382 |
1.0728 |
|
LOW |
1.0715 |
|
0.618 |
1.0695 |
|
1.000 |
1.0682 |
|
1.618 |
1.0662 |
|
2.618 |
1.0629 |
|
4.250 |
1.0575 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0743 |
1.0724 |
| PP |
1.0737 |
1.0699 |
| S1 |
1.0732 |
1.0675 |
|