CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 15-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0994 |
1.1003 |
0.0009 |
0.1% |
1.1073 |
| High |
1.1032 |
1.1003 |
-0.0029 |
-0.3% |
1.1091 |
| Low |
1.0994 |
1.0930 |
-0.0064 |
-0.6% |
1.0970 |
| Close |
1.1028 |
1.0969 |
-0.0059 |
-0.5% |
1.0990 |
| Range |
0.0038 |
0.0073 |
0.0035 |
92.1% |
0.0121 |
| ATR |
0.0046 |
0.0050 |
0.0004 |
8.1% |
0.0000 |
| Volume |
7 |
18 |
11 |
157.1% |
129 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1186 |
1.1151 |
1.1009 |
|
| R3 |
1.1113 |
1.1078 |
1.0989 |
|
| R2 |
1.1040 |
1.1040 |
1.0982 |
|
| R1 |
1.1005 |
1.1005 |
1.0976 |
1.0986 |
| PP |
1.0967 |
1.0967 |
1.0967 |
1.0958 |
| S1 |
1.0932 |
1.0932 |
1.0962 |
1.0913 |
| S2 |
1.0894 |
1.0894 |
1.0956 |
|
| S3 |
1.0821 |
1.0859 |
1.0949 |
|
| S4 |
1.0748 |
1.0786 |
1.0929 |
|
|
| 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 |
1.1313 |
|
2.618 |
1.1194 |
|
1.618 |
1.1121 |
|
1.000 |
1.1076 |
|
0.618 |
1.1048 |
|
HIGH |
1.1003 |
|
0.618 |
1.0975 |
|
0.500 |
1.0967 |
|
0.382 |
1.0958 |
|
LOW |
1.0930 |
|
0.618 |
1.0885 |
|
1.000 |
1.0857 |
|
1.618 |
1.0812 |
|
2.618 |
1.0739 |
|
4.250 |
1.0620 |
|
|
| Fisher Pivots for day following 15-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0968 |
1.0981 |
| PP |
1.0967 |
1.0977 |
| S1 |
1.0967 |
1.0973 |
|