CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1024 |
1.0970 |
-0.0054 |
-0.5% |
1.1070 |
| High |
1.1024 |
1.1014 |
-0.0010 |
-0.1% |
1.1156 |
| Low |
1.1005 |
1.0970 |
-0.0035 |
-0.3% |
1.1030 |
| Close |
1.1005 |
1.1000 |
-0.0005 |
0.0% |
1.1041 |
| Range |
0.0019 |
0.0044 |
0.0025 |
131.6% |
0.0126 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
25 |
7 |
-18 |
-72.0% |
41 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1127 |
1.1107 |
1.1024 |
|
| R3 |
1.1083 |
1.1063 |
1.1012 |
|
| R2 |
1.1039 |
1.1039 |
1.1008 |
|
| R1 |
1.1019 |
1.1019 |
1.1004 |
1.1029 |
| PP |
1.0995 |
1.0995 |
1.0995 |
1.1000 |
| S1 |
1.0975 |
1.0975 |
1.0996 |
1.0985 |
| S2 |
1.0951 |
1.0951 |
1.0992 |
|
| S3 |
1.0907 |
1.0931 |
1.0988 |
|
| S4 |
1.0863 |
1.0887 |
1.0976 |
|
|
| 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 |
1.1201 |
|
2.618 |
1.1129 |
|
1.618 |
1.1085 |
|
1.000 |
1.1058 |
|
0.618 |
1.1041 |
|
HIGH |
1.1014 |
|
0.618 |
1.0997 |
|
0.500 |
1.0992 |
|
0.382 |
1.0987 |
|
LOW |
1.0970 |
|
0.618 |
1.0943 |
|
1.000 |
1.0926 |
|
1.618 |
1.0899 |
|
2.618 |
1.0855 |
|
4.250 |
1.0783 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0997 |
1.1031 |
| PP |
1.0995 |
1.1020 |
| S1 |
1.0992 |
1.1010 |
|