CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 03-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1421 |
1.1380 |
-0.0041 |
-0.4% |
1.1283 |
| High |
1.1421 |
1.1380 |
-0.0041 |
-0.4% |
1.1421 |
| Low |
1.1421 |
1.1356 |
-0.0065 |
-0.6% |
1.1255 |
| Close |
1.1421 |
1.1356 |
-0.0065 |
-0.6% |
1.1421 |
| Range |
0.0000 |
0.0024 |
0.0024 |
|
0.0166 |
| ATR |
0.0043 |
0.0044 |
0.0002 |
3.7% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1436 |
1.1420 |
1.1369 |
|
| R3 |
1.1412 |
1.1396 |
1.1363 |
|
| R2 |
1.1388 |
1.1388 |
1.1360 |
|
| R1 |
1.1372 |
1.1372 |
1.1358 |
1.1368 |
| PP |
1.1364 |
1.1364 |
1.1364 |
1.1362 |
| S1 |
1.1348 |
1.1348 |
1.1354 |
1.1344 |
| S2 |
1.1340 |
1.1340 |
1.1352 |
|
| S3 |
1.1316 |
1.1324 |
1.1349 |
|
| S4 |
1.1292 |
1.1300 |
1.1343 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1864 |
1.1808 |
1.1512 |
|
| R3 |
1.1698 |
1.1642 |
1.1467 |
|
| R2 |
1.1532 |
1.1532 |
1.1451 |
|
| R1 |
1.1476 |
1.1476 |
1.1436 |
1.1504 |
| PP |
1.1366 |
1.1366 |
1.1366 |
1.1380 |
| S1 |
1.1310 |
1.1310 |
1.1406 |
1.1338 |
| S2 |
1.1200 |
1.1200 |
1.1391 |
|
| S3 |
1.1034 |
1.1144 |
1.1375 |
|
| S4 |
1.0868 |
1.0978 |
1.1330 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1482 |
|
2.618 |
1.1443 |
|
1.618 |
1.1419 |
|
1.000 |
1.1404 |
|
0.618 |
1.1395 |
|
HIGH |
1.1380 |
|
0.618 |
1.1371 |
|
0.500 |
1.1368 |
|
0.382 |
1.1365 |
|
LOW |
1.1356 |
|
0.618 |
1.1341 |
|
1.000 |
1.1332 |
|
1.618 |
1.1317 |
|
2.618 |
1.1293 |
|
4.250 |
1.1254 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1368 |
1.1356 |
| PP |
1.1364 |
1.1356 |
| S1 |
1.1360 |
1.1356 |
|