CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 15-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1394 |
1.1385 |
-0.0009 |
-0.1% |
1.1291 |
| High |
1.1394 |
1.1385 |
-0.0009 |
-0.1% |
1.1451 |
| Low |
1.1394 |
1.1385 |
-0.0009 |
-0.1% |
1.1291 |
| Close |
1.1394 |
1.1385 |
-0.0009 |
-0.1% |
1.1451 |
| Range |
|
|
|
|
|
| ATR |
0.0036 |
0.0034 |
-0.0002 |
-5.3% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
14 |
|
| Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1385 |
1.1385 |
1.1385 |
|
| R3 |
1.1385 |
1.1385 |
1.1385 |
|
| R2 |
1.1385 |
1.1385 |
1.1385 |
|
| R1 |
1.1385 |
1.1385 |
1.1385 |
1.1385 |
| PP |
1.1385 |
1.1385 |
1.1385 |
1.1385 |
| S1 |
1.1385 |
1.1385 |
1.1385 |
1.1385 |
| S2 |
1.1385 |
1.1385 |
1.1385 |
|
| S3 |
1.1385 |
1.1385 |
1.1385 |
|
| S4 |
1.1385 |
1.1385 |
1.1385 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1878 |
1.1824 |
1.1539 |
|
| R3 |
1.1718 |
1.1664 |
1.1495 |
|
| R2 |
1.1558 |
1.1558 |
1.1480 |
|
| R1 |
1.1504 |
1.1504 |
1.1466 |
1.1531 |
| PP |
1.1398 |
1.1398 |
1.1398 |
1.1411 |
| S1 |
1.1344 |
1.1344 |
1.1436 |
1.1371 |
| S2 |
1.1238 |
1.1238 |
1.1422 |
|
| S3 |
1.1078 |
1.1184 |
1.1407 |
|
| S4 |
1.0918 |
1.1024 |
1.1363 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1385 |
|
2.618 |
1.1385 |
|
1.618 |
1.1385 |
|
1.000 |
1.1385 |
|
0.618 |
1.1385 |
|
HIGH |
1.1385 |
|
0.618 |
1.1385 |
|
0.500 |
1.1385 |
|
0.382 |
1.1385 |
|
LOW |
1.1385 |
|
0.618 |
1.1385 |
|
1.000 |
1.1385 |
|
1.618 |
1.1385 |
|
2.618 |
1.1385 |
|
4.250 |
1.1385 |
|
|
| Fisher Pivots for day following 15-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1385 |
1.1418 |
| PP |
1.1385 |
1.1407 |
| S1 |
1.1385 |
1.1396 |
|