CME Swiss Franc Future March 2014
Trading Metrics calculated at close of trading on 28-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1.1211 |
1.1217 |
0.0006 |
0.1% |
1.1092 |
High |
1.1240 |
1.1217 |
-0.0023 |
-0.2% |
1.1260 |
Low |
1.1170 |
1.1177 |
0.0007 |
0.1% |
1.1092 |
Close |
1.1216 |
1.1196 |
-0.0020 |
-0.2% |
1.1216 |
Range |
0.0070 |
0.0040 |
-0.0030 |
-42.9% |
0.0168 |
ATR |
0.0057 |
0.0055 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
37 |
36 |
-1 |
-2.7% |
240 |
|
Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1317 |
1.1296 |
1.1218 |
|
R3 |
1.1277 |
1.1256 |
1.1207 |
|
R2 |
1.1237 |
1.1237 |
1.1203 |
|
R1 |
1.1216 |
1.1216 |
1.1200 |
1.1207 |
PP |
1.1197 |
1.1197 |
1.1197 |
1.1192 |
S1 |
1.1176 |
1.1176 |
1.1192 |
1.1167 |
S2 |
1.1157 |
1.1157 |
1.1189 |
|
S3 |
1.1117 |
1.1136 |
1.1185 |
|
S4 |
1.1077 |
1.1096 |
1.1174 |
|
|
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 |
1.1387 |
2.618 |
1.1322 |
1.618 |
1.1282 |
1.000 |
1.1257 |
0.618 |
1.1242 |
HIGH |
1.1217 |
0.618 |
1.1202 |
0.500 |
1.1197 |
0.382 |
1.1192 |
LOW |
1.1177 |
0.618 |
1.1152 |
1.000 |
1.1137 |
1.618 |
1.1112 |
2.618 |
1.1072 |
4.250 |
1.1007 |
|
|
Fisher Pivots for day following 28-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1.1197 |
1.1215 |
PP |
1.1197 |
1.1209 |
S1 |
1.1196 |
1.1202 |
|