CME Swiss Franc Future March 2014
Trading Metrics calculated at close of trading on 23-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1.1092 |
1.1186 |
0.0094 |
0.8% |
1.0994 |
High |
1.1197 |
1.1232 |
0.0035 |
0.3% |
1.1114 |
Low |
1.1092 |
1.1183 |
0.0091 |
0.8% |
1.0917 |
Close |
1.1192 |
1.1226 |
0.0034 |
0.3% |
1.1097 |
Range |
0.0105 |
0.0049 |
-0.0056 |
-53.3% |
0.0197 |
ATR |
0.0057 |
0.0057 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
6 |
64 |
58 |
966.7% |
169 |
|
Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1361 |
1.1342 |
1.1253 |
|
R3 |
1.1312 |
1.1293 |
1.1239 |
|
R2 |
1.1263 |
1.1263 |
1.1235 |
|
R1 |
1.1244 |
1.1244 |
1.1230 |
1.1254 |
PP |
1.1214 |
1.1214 |
1.1214 |
1.1218 |
S1 |
1.1195 |
1.1195 |
1.1222 |
1.1205 |
S2 |
1.1165 |
1.1165 |
1.1217 |
|
S3 |
1.1116 |
1.1146 |
1.1213 |
|
S4 |
1.1067 |
1.1097 |
1.1199 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1634 |
1.1562 |
1.1205 |
|
R3 |
1.1437 |
1.1365 |
1.1151 |
|
R2 |
1.1240 |
1.1240 |
1.1133 |
|
R1 |
1.1168 |
1.1168 |
1.1115 |
1.1204 |
PP |
1.1043 |
1.1043 |
1.1043 |
1.1061 |
S1 |
1.0971 |
1.0971 |
1.1079 |
1.1007 |
S2 |
1.0846 |
1.0846 |
1.1061 |
|
S3 |
1.0649 |
1.0774 |
1.1043 |
|
S4 |
1.0452 |
1.0577 |
1.0989 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1440 |
2.618 |
1.1360 |
1.618 |
1.1311 |
1.000 |
1.1281 |
0.618 |
1.1262 |
HIGH |
1.1232 |
0.618 |
1.1213 |
0.500 |
1.1208 |
0.382 |
1.1202 |
LOW |
1.1183 |
0.618 |
1.1153 |
1.000 |
1.1134 |
1.618 |
1.1104 |
2.618 |
1.1055 |
4.250 |
1.0975 |
|
|
Fisher Pivots for day following 23-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1.1220 |
1.1205 |
PP |
1.1214 |
1.1183 |
S1 |
1.1208 |
1.1162 |
|