CME Swiss Franc Future December 2014
Trading Metrics calculated at close of trading on 05-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1.1302 |
1.1297 |
-0.0005 |
0.0% |
1.1283 |
High |
1.1302 |
1.1297 |
-0.0005 |
0.0% |
1.1421 |
Low |
1.1302 |
1.1297 |
-0.0005 |
0.0% |
1.1255 |
Close |
1.1302 |
1.1297 |
-0.0005 |
0.0% |
1.1421 |
Range |
|
|
|
|
|
ATR |
0.0045 |
0.0042 |
-0.0003 |
-6.4% |
0.0000 |
Volume |
156 |
156 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1297 |
1.1297 |
1.1297 |
|
R3 |
1.1297 |
1.1297 |
1.1297 |
|
R2 |
1.1297 |
1.1297 |
1.1297 |
|
R1 |
1.1297 |
1.1297 |
1.1297 |
1.1297 |
PP |
1.1297 |
1.1297 |
1.1297 |
1.1297 |
S1 |
1.1297 |
1.1297 |
1.1297 |
1.1297 |
S2 |
1.1297 |
1.1297 |
1.1297 |
|
S3 |
1.1297 |
1.1297 |
1.1297 |
|
S4 |
1.1297 |
1.1297 |
1.1297 |
|
|
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 |
1.1297 |
2.618 |
1.1297 |
1.618 |
1.1297 |
1.000 |
1.1297 |
0.618 |
1.1297 |
HIGH |
1.1297 |
0.618 |
1.1297 |
0.500 |
1.1297 |
0.382 |
1.1297 |
LOW |
1.1297 |
0.618 |
1.1297 |
1.000 |
1.1297 |
1.618 |
1.1297 |
2.618 |
1.1297 |
4.250 |
1.1297 |
|
|
Fisher Pivots for day following 05-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1297 |
1.1339 |
PP |
1.1297 |
1.1325 |
S1 |
1.1297 |
1.1311 |
|