CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0917 |
1.0945 |
0.0028 |
0.3% |
1.1073 |
| High |
1.0962 |
1.1104 |
0.0142 |
1.3% |
1.1091 |
| Low |
1.0917 |
1.0945 |
0.0028 |
0.3% |
1.0970 |
| Close |
1.0962 |
1.1101 |
0.0139 |
1.3% |
1.0990 |
| Range |
0.0045 |
0.0159 |
0.0114 |
253.3% |
0.0121 |
| ATR |
0.0050 |
0.0058 |
0.0008 |
15.6% |
0.0000 |
| Volume |
79 |
23 |
-56 |
-70.9% |
129 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1527 |
1.1473 |
1.1188 |
|
| R3 |
1.1368 |
1.1314 |
1.1145 |
|
| R2 |
1.1209 |
1.1209 |
1.1130 |
|
| R1 |
1.1155 |
1.1155 |
1.1116 |
1.1182 |
| PP |
1.1050 |
1.1050 |
1.1050 |
1.1064 |
| S1 |
1.0996 |
1.0996 |
1.1086 |
1.1023 |
| S2 |
1.0891 |
1.0891 |
1.1072 |
|
| S3 |
1.0732 |
1.0837 |
1.1057 |
|
| S4 |
1.0573 |
1.0678 |
1.1014 |
|
|
| 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 |
1.1780 |
|
2.618 |
1.1520 |
|
1.618 |
1.1361 |
|
1.000 |
1.1263 |
|
0.618 |
1.1202 |
|
HIGH |
1.1104 |
|
0.618 |
1.1043 |
|
0.500 |
1.1025 |
|
0.382 |
1.1006 |
|
LOW |
1.0945 |
|
0.618 |
1.0847 |
|
1.000 |
1.0786 |
|
1.618 |
1.0688 |
|
2.618 |
1.0529 |
|
4.250 |
1.0269 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1076 |
1.1071 |
| PP |
1.1050 |
1.1041 |
| S1 |
1.1025 |
1.1011 |
|