CME Swiss Franc Future March 2014
Trading Metrics calculated at close of trading on 11-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1.0970 |
1.0990 |
0.0020 |
0.2% |
1.1073 |
High |
1.1014 |
1.0990 |
-0.0024 |
-0.2% |
1.1091 |
Low |
1.0970 |
1.0990 |
0.0020 |
0.2% |
1.0970 |
Close |
1.1000 |
1.0990 |
-0.0010 |
-0.1% |
1.0990 |
Range |
0.0044 |
0.0000 |
-0.0044 |
-100.0% |
0.0121 |
ATR |
0.0049 |
0.0046 |
-0.0003 |
-5.7% |
0.0000 |
Volume |
7 |
7 |
0 |
0.0% |
129 |
|
Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0990 |
1.0990 |
1.0990 |
|
R3 |
1.0990 |
1.0990 |
1.0990 |
|
R2 |
1.0990 |
1.0990 |
1.0990 |
|
R1 |
1.0990 |
1.0990 |
1.0990 |
1.0990 |
PP |
1.0990 |
1.0990 |
1.0990 |
1.0990 |
S1 |
1.0990 |
1.0990 |
1.0990 |
1.0990 |
S2 |
1.0990 |
1.0990 |
1.0990 |
|
S3 |
1.0990 |
1.0990 |
1.0990 |
|
S4 |
1.0990 |
1.0990 |
1.0990 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1380 |
1.1306 |
1.1057 |
|
R3 |
1.1259 |
1.1185 |
1.1023 |
|
R2 |
1.1138 |
1.1138 |
1.1012 |
|
R1 |
1.1064 |
1.1064 |
1.1001 |
1.1041 |
PP |
1.1017 |
1.1017 |
1.1017 |
1.1005 |
S1 |
1.0943 |
1.0943 |
1.0979 |
1.0920 |
S2 |
1.0896 |
1.0896 |
1.0968 |
|
S3 |
1.0775 |
1.0822 |
1.0957 |
|
S4 |
1.0654 |
1.0701 |
1.0923 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0990 |
2.618 |
1.0990 |
1.618 |
1.0990 |
1.000 |
1.0990 |
0.618 |
1.0990 |
HIGH |
1.0990 |
0.618 |
1.0990 |
0.500 |
1.0990 |
0.382 |
1.0990 |
LOW |
1.0990 |
0.618 |
1.0990 |
1.000 |
1.0990 |
1.618 |
1.0990 |
2.618 |
1.0990 |
4.250 |
1.0990 |
|
|
Fisher Pivots for day following 11-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0990 |
1.0997 |
PP |
1.0990 |
1.0995 |
S1 |
1.0990 |
1.0992 |
|