CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 16-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1003 |
1.0917 |
-0.0086 |
-0.8% |
1.1073 |
| High |
1.1003 |
1.0962 |
-0.0041 |
-0.4% |
1.1091 |
| Low |
1.0930 |
1.0917 |
-0.0013 |
-0.1% |
1.0970 |
| Close |
1.0969 |
1.0962 |
-0.0007 |
-0.1% |
1.0990 |
| Range |
0.0073 |
0.0045 |
-0.0028 |
-38.4% |
0.0121 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.3% |
0.0000 |
| Volume |
18 |
79 |
61 |
338.9% |
129 |
|
| Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1082 |
1.1067 |
1.0987 |
|
| R3 |
1.1037 |
1.1022 |
1.0974 |
|
| R2 |
1.0992 |
1.0992 |
1.0970 |
|
| R1 |
1.0977 |
1.0977 |
1.0966 |
1.0985 |
| PP |
1.0947 |
1.0947 |
1.0947 |
1.0951 |
| S1 |
1.0932 |
1.0932 |
1.0958 |
1.0940 |
| S2 |
1.0902 |
1.0902 |
1.0954 |
|
| S3 |
1.0857 |
1.0887 |
1.0950 |
|
| S4 |
1.0812 |
1.0842 |
1.0937 |
|
|
| 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 |
1.1153 |
|
2.618 |
1.1080 |
|
1.618 |
1.1035 |
|
1.000 |
1.1007 |
|
0.618 |
1.0990 |
|
HIGH |
1.0962 |
|
0.618 |
1.0945 |
|
0.500 |
1.0940 |
|
0.382 |
1.0934 |
|
LOW |
1.0917 |
|
0.618 |
1.0889 |
|
1.000 |
1.0872 |
|
1.618 |
1.0844 |
|
2.618 |
1.0799 |
|
4.250 |
1.0726 |
|
|
| Fisher Pivots for day following 16-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0955 |
1.0975 |
| PP |
1.0947 |
1.0970 |
| S1 |
1.0940 |
1.0966 |
|