CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0920 |
1.0935 |
0.0015 |
0.1% |
1.1031 |
| High |
1.0952 |
1.0935 |
-0.0017 |
-0.2% |
1.1031 |
| Low |
1.0920 |
1.0875 |
-0.0045 |
-0.4% |
1.0875 |
| Close |
1.0952 |
1.0875 |
-0.0077 |
-0.7% |
1.0875 |
| Range |
0.0032 |
0.0060 |
0.0028 |
87.5% |
0.0156 |
| ATR |
|
|
|
|
|
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1075 |
1.1035 |
1.0908 |
|
| R3 |
1.1015 |
1.0975 |
1.0892 |
|
| R2 |
1.0955 |
1.0955 |
1.0886 |
|
| R1 |
1.0915 |
1.0915 |
1.0881 |
1.0905 |
| PP |
1.0895 |
1.0895 |
1.0895 |
1.0890 |
| S1 |
1.0855 |
1.0855 |
1.0870 |
1.0845 |
| S2 |
1.0835 |
1.0835 |
1.0864 |
|
| S3 |
1.0775 |
1.0795 |
1.0859 |
|
| S4 |
1.0715 |
1.0735 |
1.0842 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1395 |
1.1291 |
1.0961 |
|
| R3 |
1.1239 |
1.1135 |
1.0918 |
|
| R2 |
1.1083 |
1.1083 |
1.0904 |
|
| R1 |
1.0979 |
1.0979 |
1.0889 |
1.0953 |
| PP |
1.0927 |
1.0927 |
1.0927 |
1.0914 |
| S1 |
1.0823 |
1.0823 |
1.0861 |
1.0797 |
| S2 |
1.0771 |
1.0771 |
1.0846 |
|
| S3 |
1.0615 |
1.0667 |
1.0832 |
|
| S4 |
1.0459 |
1.0511 |
1.0789 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1190 |
|
2.618 |
1.1092 |
|
1.618 |
1.1032 |
|
1.000 |
1.0995 |
|
0.618 |
1.0972 |
|
HIGH |
1.0935 |
|
0.618 |
1.0912 |
|
0.500 |
1.0905 |
|
0.382 |
1.0898 |
|
LOW |
1.0875 |
|
0.618 |
1.0838 |
|
1.000 |
1.0815 |
|
1.618 |
1.0778 |
|
2.618 |
1.0718 |
|
4.250 |
1.0620 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0905 |
1.0939 |
| PP |
1.0895 |
1.0917 |
| S1 |
1.0885 |
1.0896 |
|