CME Swiss Franc Future September 2014
Trading Metrics calculated at close of trading on 15-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1.1101 |
1.1027 |
-0.0074 |
-0.7% |
1.1087 |
High |
1.1101 |
1.1027 |
-0.0074 |
-0.7% |
1.1095 |
Low |
1.1101 |
1.1027 |
-0.0074 |
-0.7% |
1.1006 |
Close |
1.1101 |
1.1027 |
-0.0074 |
-0.7% |
1.1095 |
Range |
|
|
|
|
|
ATR |
0.0044 |
0.0046 |
0.0002 |
4.8% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1027 |
1.1027 |
1.1027 |
|
R3 |
1.1027 |
1.1027 |
1.1027 |
|
R2 |
1.1027 |
1.1027 |
1.1027 |
|
R1 |
1.1027 |
1.1027 |
1.1027 |
1.1027 |
PP |
1.1027 |
1.1027 |
1.1027 |
1.1027 |
S1 |
1.1027 |
1.1027 |
1.1027 |
1.1027 |
S2 |
1.1027 |
1.1027 |
1.1027 |
|
S3 |
1.1027 |
1.1027 |
1.1027 |
|
S4 |
1.1027 |
1.1027 |
1.1027 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1332 |
1.1303 |
1.1144 |
|
R3 |
1.1243 |
1.1214 |
1.1119 |
|
R2 |
1.1154 |
1.1154 |
1.1111 |
|
R1 |
1.1125 |
1.1125 |
1.1103 |
1.1140 |
PP |
1.1065 |
1.1065 |
1.1065 |
1.1073 |
S1 |
1.1036 |
1.1036 |
1.1087 |
1.1051 |
S2 |
1.0976 |
1.0976 |
1.1079 |
|
S3 |
1.0887 |
1.0947 |
1.1071 |
|
S4 |
1.0798 |
1.0858 |
1.1046 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1027 |
2.618 |
1.1027 |
1.618 |
1.1027 |
1.000 |
1.1027 |
0.618 |
1.1027 |
HIGH |
1.1027 |
0.618 |
1.1027 |
0.500 |
1.1027 |
0.382 |
1.1027 |
LOW |
1.1027 |
0.618 |
1.1027 |
1.000 |
1.1027 |
1.618 |
1.1027 |
2.618 |
1.1027 |
4.250 |
1.1027 |
|
|
Fisher Pivots for day following 15-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1027 |
1.1086 |
PP |
1.1027 |
1.1066 |
S1 |
1.1027 |
1.1047 |
|