CME Swiss Franc Future March 2014
Trading Metrics calculated at close of trading on 02-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1.1124 |
1.1057 |
-0.0067 |
-0.6% |
1.1013 |
High |
1.1124 |
1.1120 |
-0.0004 |
0.0% |
1.1080 |
Low |
1.1039 |
1.1057 |
0.0018 |
0.2% |
1.0976 |
Close |
1.1057 |
1.1095 |
0.0038 |
0.3% |
1.1057 |
Range |
0.0085 |
0.0063 |
-0.0022 |
-25.9% |
0.0104 |
ATR |
0.0044 |
0.0046 |
0.0001 |
3.0% |
0.0000 |
Volume |
2 |
19 |
17 |
850.0% |
7 |
|
Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1280 |
1.1250 |
1.1130 |
|
R3 |
1.1217 |
1.1187 |
1.1112 |
|
R2 |
1.1154 |
1.1154 |
1.1107 |
|
R1 |
1.1124 |
1.1124 |
1.1101 |
1.1139 |
PP |
1.1091 |
1.1091 |
1.1091 |
1.1098 |
S1 |
1.1061 |
1.1061 |
1.1089 |
1.1076 |
S2 |
1.1028 |
1.1028 |
1.1083 |
|
S3 |
1.0965 |
1.0998 |
1.1078 |
|
S4 |
1.0902 |
1.0935 |
1.1060 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1350 |
1.1307 |
1.1114 |
|
R3 |
1.1246 |
1.1203 |
1.1086 |
|
R2 |
1.1142 |
1.1142 |
1.1076 |
|
R1 |
1.1099 |
1.1099 |
1.1067 |
1.1121 |
PP |
1.1038 |
1.1038 |
1.1038 |
1.1048 |
S1 |
1.0995 |
1.0995 |
1.1047 |
1.1017 |
S2 |
1.0934 |
1.0934 |
1.1038 |
|
S3 |
1.0830 |
1.0891 |
1.1028 |
|
S4 |
1.0726 |
1.0787 |
1.1000 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1388 |
2.618 |
1.1285 |
1.618 |
1.1222 |
1.000 |
1.1183 |
0.618 |
1.1159 |
HIGH |
1.1120 |
0.618 |
1.1096 |
0.500 |
1.1089 |
0.382 |
1.1081 |
LOW |
1.1057 |
0.618 |
1.1018 |
1.000 |
1.0994 |
1.618 |
1.0955 |
2.618 |
1.0892 |
4.250 |
1.0789 |
|
|
Fisher Pivots for day following 02-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1.1093 |
1.1091 |
PP |
1.1091 |
1.1086 |
S1 |
1.1089 |
1.1082 |
|