CME Swiss Franc Future March 2014
Trading Metrics calculated at close of trading on 09-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1.1074 |
1.1024 |
-0.0050 |
-0.5% |
1.1070 |
High |
1.1091 |
1.1024 |
-0.0067 |
-0.6% |
1.1156 |
Low |
1.1071 |
1.1005 |
-0.0066 |
-0.6% |
1.1030 |
Close |
1.1076 |
1.1005 |
-0.0071 |
-0.6% |
1.1041 |
Range |
0.0020 |
0.0019 |
-0.0001 |
-5.0% |
0.0126 |
ATR |
0.0048 |
0.0049 |
0.0002 |
3.5% |
0.0000 |
Volume |
23 |
25 |
2 |
8.7% |
41 |
|
Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1068 |
1.1056 |
1.1015 |
|
R3 |
1.1049 |
1.1037 |
1.1010 |
|
R2 |
1.1030 |
1.1030 |
1.1008 |
|
R1 |
1.1018 |
1.1018 |
1.1007 |
1.1015 |
PP |
1.1011 |
1.1011 |
1.1011 |
1.1010 |
S1 |
1.0999 |
1.0999 |
1.1003 |
1.0996 |
S2 |
1.0992 |
1.0992 |
1.1002 |
|
S3 |
1.0973 |
1.0980 |
1.1000 |
|
S4 |
1.0954 |
1.0961 |
1.0995 |
|
|
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 |
1.1105 |
2.618 |
1.1074 |
1.618 |
1.1055 |
1.000 |
1.1043 |
0.618 |
1.1036 |
HIGH |
1.1024 |
0.618 |
1.1017 |
0.500 |
1.1015 |
0.382 |
1.1012 |
LOW |
1.1005 |
0.618 |
1.0993 |
1.000 |
1.0986 |
1.618 |
1.0974 |
2.618 |
1.0955 |
4.250 |
1.0924 |
|
|
Fisher Pivots for day following 09-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1.1015 |
1.1048 |
PP |
1.1011 |
1.1034 |
S1 |
1.1008 |
1.1019 |
|