CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0792 |
1.0809 |
0.0017 |
0.2% |
1.0760 |
| High |
1.0792 |
1.0809 |
0.0017 |
0.2% |
1.0792 |
| Low |
1.0792 |
1.0809 |
0.0017 |
0.2% |
1.0727 |
| Close |
1.0792 |
1.0809 |
0.0017 |
0.2% |
1.0792 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0809 |
1.0809 |
1.0809 |
|
| R3 |
1.0809 |
1.0809 |
1.0809 |
|
| R2 |
1.0809 |
1.0809 |
1.0809 |
|
| R1 |
1.0809 |
1.0809 |
1.0809 |
1.0809 |
| PP |
1.0809 |
1.0809 |
1.0809 |
1.0809 |
| S1 |
1.0809 |
1.0809 |
1.0809 |
1.0809 |
| S2 |
1.0809 |
1.0809 |
1.0809 |
|
| S3 |
1.0809 |
1.0809 |
1.0809 |
|
| S4 |
1.0809 |
1.0809 |
1.0809 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0965 |
1.0944 |
1.0828 |
|
| R3 |
1.0900 |
1.0879 |
1.0810 |
|
| R2 |
1.0835 |
1.0835 |
1.0804 |
|
| R1 |
1.0814 |
1.0814 |
1.0798 |
1.0825 |
| PP |
1.0770 |
1.0770 |
1.0770 |
1.0776 |
| S1 |
1.0749 |
1.0749 |
1.0786 |
1.0760 |
| S2 |
1.0705 |
1.0705 |
1.0780 |
|
| S3 |
1.0640 |
1.0684 |
1.0774 |
|
| S4 |
1.0575 |
1.0619 |
1.0756 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0809 |
|
2.618 |
1.0809 |
|
1.618 |
1.0809 |
|
1.000 |
1.0809 |
|
0.618 |
1.0809 |
|
HIGH |
1.0809 |
|
0.618 |
1.0809 |
|
0.500 |
1.0809 |
|
0.382 |
1.0809 |
|
LOW |
1.0809 |
|
0.618 |
1.0809 |
|
1.000 |
1.0809 |
|
1.618 |
1.0809 |
|
2.618 |
1.0809 |
|
4.250 |
1.0809 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0809 |
1.0804 |
| PP |
1.0809 |
1.0799 |
| S1 |
1.0809 |
1.0794 |
|