CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 25-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1224 |
1.1211 |
-0.0013 |
-0.1% |
1.1092 |
| High |
1.1260 |
1.1240 |
-0.0020 |
-0.2% |
1.1260 |
| Low |
1.1218 |
1.1170 |
-0.0048 |
-0.4% |
1.1092 |
| Close |
1.1225 |
1.1216 |
-0.0009 |
-0.1% |
1.1216 |
| Range |
0.0042 |
0.0070 |
0.0028 |
66.7% |
0.0168 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
1.9% |
0.0000 |
| Volume |
51 |
37 |
-14 |
-27.5% |
240 |
|
| Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1419 |
1.1387 |
1.1255 |
|
| R3 |
1.1349 |
1.1317 |
1.1235 |
|
| R2 |
1.1279 |
1.1279 |
1.1229 |
|
| R1 |
1.1247 |
1.1247 |
1.1222 |
1.1263 |
| PP |
1.1209 |
1.1209 |
1.1209 |
1.1217 |
| S1 |
1.1177 |
1.1177 |
1.1210 |
1.1193 |
| S2 |
1.1139 |
1.1139 |
1.1203 |
|
| S3 |
1.1069 |
1.1107 |
1.1197 |
|
| S4 |
1.0999 |
1.1037 |
1.1178 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1693 |
1.1623 |
1.1308 |
|
| R3 |
1.1525 |
1.1455 |
1.1262 |
|
| R2 |
1.1357 |
1.1357 |
1.1247 |
|
| R1 |
1.1287 |
1.1287 |
1.1231 |
1.1322 |
| PP |
1.1189 |
1.1189 |
1.1189 |
1.1207 |
| S1 |
1.1119 |
1.1119 |
1.1201 |
1.1154 |
| S2 |
1.1021 |
1.1021 |
1.1185 |
|
| S3 |
1.0853 |
1.0951 |
1.1170 |
|
| S4 |
1.0685 |
1.0783 |
1.1124 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1538 |
|
2.618 |
1.1423 |
|
1.618 |
1.1353 |
|
1.000 |
1.1310 |
|
0.618 |
1.1283 |
|
HIGH |
1.1240 |
|
0.618 |
1.1213 |
|
0.500 |
1.1205 |
|
0.382 |
1.1197 |
|
LOW |
1.1170 |
|
0.618 |
1.1127 |
|
1.000 |
1.1100 |
|
1.618 |
1.1057 |
|
2.618 |
1.0987 |
|
4.250 |
1.0873 |
|
|
| Fisher Pivots for day following 25-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1212 |
1.1216 |
| PP |
1.1209 |
1.1215 |
| S1 |
1.1205 |
1.1215 |
|