CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0945 |
1.0959 |
0.0014 |
0.1% |
1.0903 |
| High |
1.0945 |
1.0959 |
0.0014 |
0.1% |
1.0963 |
| Low |
1.0945 |
1.0959 |
0.0014 |
0.1% |
1.0903 |
| Close |
1.0945 |
1.0959 |
0.0014 |
0.1% |
1.0959 |
| Range |
|
|
|
|
|
| ATR |
0.0038 |
0.0036 |
-0.0002 |
-4.5% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0959 |
1.0959 |
1.0959 |
|
| R3 |
1.0959 |
1.0959 |
1.0959 |
|
| R2 |
1.0959 |
1.0959 |
1.0959 |
|
| R1 |
1.0959 |
1.0959 |
1.0959 |
1.0959 |
| PP |
1.0959 |
1.0959 |
1.0959 |
1.0959 |
| S1 |
1.0959 |
1.0959 |
1.0959 |
1.0959 |
| S2 |
1.0959 |
1.0959 |
1.0959 |
|
| S3 |
1.0959 |
1.0959 |
1.0959 |
|
| S4 |
1.0959 |
1.0959 |
1.0959 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1122 |
1.1100 |
1.0992 |
|
| R3 |
1.1062 |
1.1040 |
1.0976 |
|
| R2 |
1.1002 |
1.1002 |
1.0970 |
|
| R1 |
1.0980 |
1.0980 |
1.0965 |
1.0991 |
| PP |
1.0942 |
1.0942 |
1.0942 |
1.0947 |
| S1 |
1.0920 |
1.0920 |
1.0954 |
1.0931 |
| S2 |
1.0882 |
1.0882 |
1.0948 |
|
| S3 |
1.0822 |
1.0860 |
1.0943 |
|
| S4 |
1.0762 |
1.0800 |
1.0926 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0959 |
|
2.618 |
1.0959 |
|
1.618 |
1.0959 |
|
1.000 |
1.0959 |
|
0.618 |
1.0959 |
|
HIGH |
1.0959 |
|
0.618 |
1.0959 |
|
0.500 |
1.0959 |
|
0.382 |
1.0959 |
|
LOW |
1.0959 |
|
0.618 |
1.0959 |
|
1.000 |
1.0959 |
|
1.618 |
1.0959 |
|
2.618 |
1.0959 |
|
4.250 |
1.0959 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0959 |
1.0957 |
| PP |
1.0959 |
1.0956 |
| S1 |
1.0959 |
1.0954 |
|