CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 08-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2014 |
08-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1291 |
1.1333 |
0.0042 |
0.4% |
1.1339 |
| High |
1.1291 |
1.1348 |
0.0057 |
0.5% |
1.1346 |
| Low |
1.1291 |
1.1322 |
0.0031 |
0.3% |
1.1238 |
| Close |
1.1291 |
1.1348 |
0.0057 |
0.5% |
1.1238 |
| Range |
0.0000 |
0.0026 |
0.0026 |
|
0.0108 |
| ATR |
0.0033 |
0.0034 |
0.0002 |
5.4% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1417 |
1.1409 |
1.1362 |
|
| R3 |
1.1391 |
1.1383 |
1.1355 |
|
| R2 |
1.1365 |
1.1365 |
1.1353 |
|
| R1 |
1.1357 |
1.1357 |
1.1350 |
1.1361 |
| PP |
1.1339 |
1.1339 |
1.1339 |
1.1342 |
| S1 |
1.1331 |
1.1331 |
1.1346 |
1.1335 |
| S2 |
1.1313 |
1.1313 |
1.1343 |
|
| S3 |
1.1287 |
1.1305 |
1.1341 |
|
| S4 |
1.1261 |
1.1279 |
1.1334 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1598 |
1.1526 |
1.1297 |
|
| R3 |
1.1490 |
1.1418 |
1.1268 |
|
| R2 |
1.1382 |
1.1382 |
1.1258 |
|
| R1 |
1.1310 |
1.1310 |
1.1248 |
1.1292 |
| PP |
1.1274 |
1.1274 |
1.1274 |
1.1265 |
| S1 |
1.1202 |
1.1202 |
1.1228 |
1.1184 |
| S2 |
1.1166 |
1.1166 |
1.1218 |
|
| S3 |
1.1058 |
1.1094 |
1.1208 |
|
| S4 |
1.0950 |
1.0986 |
1.1179 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1459 |
|
2.618 |
1.1416 |
|
1.618 |
1.1390 |
|
1.000 |
1.1374 |
|
0.618 |
1.1364 |
|
HIGH |
1.1348 |
|
0.618 |
1.1338 |
|
0.500 |
1.1335 |
|
0.382 |
1.1332 |
|
LOW |
1.1322 |
|
0.618 |
1.1306 |
|
1.000 |
1.1296 |
|
1.618 |
1.1280 |
|
2.618 |
1.1254 |
|
4.250 |
1.1212 |
|
|
| Fisher Pivots for day following 08-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1344 |
1.1330 |
| PP |
1.1339 |
1.1311 |
| S1 |
1.1335 |
1.1293 |
|