CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 24-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1360 |
1.1356 |
-0.0004 |
0.0% |
1.1482 |
| High |
1.1360 |
1.1381 |
0.0021 |
0.2% |
1.1482 |
| Low |
1.1360 |
1.1356 |
-0.0004 |
0.0% |
1.1346 |
| Close |
1.1360 |
1.1381 |
0.0021 |
0.2% |
1.1360 |
| Range |
0.0000 |
0.0025 |
0.0025 |
|
0.0136 |
| ATR |
0.0037 |
0.0036 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
156 |
156 |
0 |
0.0% |
780 |
|
| Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1448 |
1.1439 |
1.1395 |
|
| R3 |
1.1423 |
1.1414 |
1.1388 |
|
| R2 |
1.1398 |
1.1398 |
1.1386 |
|
| R1 |
1.1389 |
1.1389 |
1.1383 |
1.1394 |
| PP |
1.1373 |
1.1373 |
1.1373 |
1.1375 |
| S1 |
1.1364 |
1.1364 |
1.1379 |
1.1369 |
| S2 |
1.1348 |
1.1348 |
1.1376 |
|
| S3 |
1.1323 |
1.1339 |
1.1374 |
|
| S4 |
1.1298 |
1.1314 |
1.1367 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1804 |
1.1718 |
1.1435 |
|
| R3 |
1.1668 |
1.1582 |
1.1397 |
|
| R2 |
1.1532 |
1.1532 |
1.1385 |
|
| R1 |
1.1446 |
1.1446 |
1.1372 |
1.1421 |
| PP |
1.1396 |
1.1396 |
1.1396 |
1.1384 |
| S1 |
1.1310 |
1.1310 |
1.1348 |
1.1285 |
| S2 |
1.1260 |
1.1260 |
1.1335 |
|
| S3 |
1.1124 |
1.1174 |
1.1323 |
|
| S4 |
1.0988 |
1.1038 |
1.1285 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1487 |
|
2.618 |
1.1446 |
|
1.618 |
1.1421 |
|
1.000 |
1.1406 |
|
0.618 |
1.1396 |
|
HIGH |
1.1381 |
|
0.618 |
1.1371 |
|
0.500 |
1.1369 |
|
0.382 |
1.1366 |
|
LOW |
1.1356 |
|
0.618 |
1.1341 |
|
1.000 |
1.1331 |
|
1.618 |
1.1316 |
|
2.618 |
1.1291 |
|
4.250 |
1.1250 |
|
|
| Fisher Pivots for day following 24-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1377 |
1.1375 |
| PP |
1.1373 |
1.1369 |
| S1 |
1.1369 |
1.1364 |
|