CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0818 |
1.0930 |
0.0112 |
1.0% |
1.0715 |
| High |
1.0818 |
1.0969 |
0.0151 |
1.4% |
1.0780 |
| Low |
1.0818 |
1.0930 |
0.0112 |
1.0% |
1.0715 |
| Close |
1.0818 |
1.0965 |
0.0147 |
1.4% |
1.0780 |
| Range |
0.0000 |
0.0039 |
0.0039 |
|
0.0065 |
| ATR |
0.0040 |
0.0048 |
0.0008 |
20.1% |
0.0000 |
| Volume |
7 |
7 |
0 |
0.0% |
18 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1072 |
1.1057 |
1.0986 |
|
| R3 |
1.1033 |
1.1018 |
1.0976 |
|
| R2 |
1.0994 |
1.0994 |
1.0972 |
|
| R1 |
1.0979 |
1.0979 |
1.0969 |
1.0987 |
| PP |
1.0955 |
1.0955 |
1.0955 |
1.0958 |
| S1 |
1.0940 |
1.0940 |
1.0961 |
1.0948 |
| S2 |
1.0916 |
1.0916 |
1.0958 |
|
| S3 |
1.0877 |
1.0901 |
1.0954 |
|
| S4 |
1.0838 |
1.0862 |
1.0944 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0953 |
1.0932 |
1.0816 |
|
| R3 |
1.0888 |
1.0867 |
1.0798 |
|
| R2 |
1.0823 |
1.0823 |
1.0792 |
|
| R1 |
1.0802 |
1.0802 |
1.0786 |
1.0813 |
| PP |
1.0758 |
1.0758 |
1.0758 |
1.0764 |
| S1 |
1.0737 |
1.0737 |
1.0774 |
1.0748 |
| S2 |
1.0693 |
1.0693 |
1.0768 |
|
| S3 |
1.0628 |
1.0672 |
1.0762 |
|
| S4 |
1.0563 |
1.0607 |
1.0744 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1135 |
|
2.618 |
1.1071 |
|
1.618 |
1.1032 |
|
1.000 |
1.1008 |
|
0.618 |
1.0993 |
|
HIGH |
1.0969 |
|
0.618 |
1.0954 |
|
0.500 |
1.0950 |
|
0.382 |
1.0945 |
|
LOW |
1.0930 |
|
0.618 |
1.0906 |
|
1.000 |
1.0891 |
|
1.618 |
1.0867 |
|
2.618 |
1.0828 |
|
4.250 |
1.0764 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0960 |
1.0938 |
| PP |
1.0955 |
1.0910 |
| S1 |
1.0950 |
1.0883 |
|