CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 24-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1013 |
1.0976 |
-0.0037 |
-0.3% |
1.0797 |
| High |
1.1013 |
1.0978 |
-0.0035 |
-0.3% |
1.1010 |
| Low |
1.0996 |
1.0976 |
-0.0020 |
-0.2% |
1.0797 |
| Close |
1.0996 |
1.0977 |
-0.0019 |
-0.2% |
1.1003 |
| Range |
0.0017 |
0.0002 |
-0.0015 |
-88.2% |
0.0213 |
| ATR |
0.0043 |
0.0041 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
77 |
|
| Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0983 |
1.0982 |
1.0978 |
|
| R3 |
1.0981 |
1.0980 |
1.0978 |
|
| R2 |
1.0979 |
1.0979 |
1.0977 |
|
| R1 |
1.0978 |
1.0978 |
1.0977 |
1.0979 |
| PP |
1.0977 |
1.0977 |
1.0977 |
1.0977 |
| S1 |
1.0976 |
1.0976 |
1.0977 |
1.0977 |
| S2 |
1.0975 |
1.0975 |
1.0977 |
|
| S3 |
1.0973 |
1.0974 |
1.0976 |
|
| S4 |
1.0971 |
1.0972 |
1.0976 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1576 |
1.1502 |
1.1120 |
|
| R3 |
1.1363 |
1.1289 |
1.1062 |
|
| R2 |
1.1150 |
1.1150 |
1.1042 |
|
| R1 |
1.1076 |
1.1076 |
1.1023 |
1.1113 |
| PP |
1.0937 |
1.0937 |
1.0937 |
1.0955 |
| S1 |
1.0863 |
1.0863 |
1.0983 |
1.0900 |
| S2 |
1.0724 |
1.0724 |
1.0964 |
|
| S3 |
1.0511 |
1.0650 |
1.0944 |
|
| S4 |
1.0298 |
1.0437 |
1.0886 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0987 |
|
2.618 |
1.0983 |
|
1.618 |
1.0981 |
|
1.000 |
1.0980 |
|
0.618 |
1.0979 |
|
HIGH |
1.0978 |
|
0.618 |
1.0977 |
|
0.500 |
1.0977 |
|
0.382 |
1.0977 |
|
LOW |
1.0976 |
|
0.618 |
1.0975 |
|
1.000 |
1.0974 |
|
1.618 |
1.0973 |
|
2.618 |
1.0971 |
|
4.250 |
1.0968 |
|
|
| Fisher Pivots for day following 24-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0977 |
1.0995 |
| PP |
1.0977 |
1.0989 |
| S1 |
1.0977 |
1.0983 |
|