CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1073 |
1.1074 |
0.0001 |
0.0% |
1.1070 |
| High |
1.1081 |
1.1091 |
0.0010 |
0.1% |
1.1156 |
| Low |
1.1073 |
1.1071 |
-0.0002 |
0.0% |
1.1030 |
| Close |
1.1081 |
1.1076 |
-0.0005 |
0.0% |
1.1041 |
| Range |
0.0008 |
0.0020 |
0.0012 |
150.0% |
0.0126 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
67 |
23 |
-44 |
-65.7% |
41 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1139 |
1.1128 |
1.1087 |
|
| R3 |
1.1119 |
1.1108 |
1.1082 |
|
| R2 |
1.1099 |
1.1099 |
1.1080 |
|
| R1 |
1.1088 |
1.1088 |
1.1078 |
1.1094 |
| PP |
1.1079 |
1.1079 |
1.1079 |
1.1082 |
| S1 |
1.1068 |
1.1068 |
1.1074 |
1.1074 |
| S2 |
1.1059 |
1.1059 |
1.1072 |
|
| S3 |
1.1039 |
1.1048 |
1.1071 |
|
| S4 |
1.1019 |
1.1028 |
1.1065 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1454 |
1.1373 |
1.1110 |
|
| R3 |
1.1328 |
1.1247 |
1.1076 |
|
| R2 |
1.1202 |
1.1202 |
1.1064 |
|
| R1 |
1.1121 |
1.1121 |
1.1053 |
1.1099 |
| PP |
1.1076 |
1.1076 |
1.1076 |
1.1064 |
| S1 |
1.0995 |
1.0995 |
1.1029 |
1.0973 |
| S2 |
1.0950 |
1.0950 |
1.1018 |
|
| S3 |
1.0824 |
1.0869 |
1.1006 |
|
| S4 |
1.0698 |
1.0743 |
1.0972 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1176 |
|
2.618 |
1.1143 |
|
1.618 |
1.1123 |
|
1.000 |
1.1111 |
|
0.618 |
1.1103 |
|
HIGH |
1.1091 |
|
0.618 |
1.1083 |
|
0.500 |
1.1081 |
|
0.382 |
1.1079 |
|
LOW |
1.1071 |
|
0.618 |
1.1059 |
|
1.000 |
1.1051 |
|
1.618 |
1.1039 |
|
2.618 |
1.1019 |
|
4.250 |
1.0986 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1081 |
1.1072 |
| PP |
1.1079 |
1.1068 |
| S1 |
1.1078 |
1.1064 |
|