CME Swiss Franc Future September 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Dec-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Dec-2015 | 
                    23-Dec-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.0269 | 
                        1.0234 | 
                        -0.0035 | 
                        -0.3% | 
                        1.0286 | 
                     
                    
                        | High | 
                        1.0269 | 
                        1.0234 | 
                        -0.0035 | 
                        -0.3% | 
                        1.0316 | 
                     
                    
                        | Low | 
                        1.0269 | 
                        1.0234 | 
                        -0.0035 | 
                        -0.3% | 
                        1.0168 | 
                     
                    
                        | Close | 
                        1.0269 | 
                        1.0234 | 
                        -0.0035 | 
                        -0.3% | 
                        1.0225 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0074 | 
                        0.0071 | 
                        -0.0003 | 
                        -3.8% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0234 | 
                1.0234 | 
                1.0234 | 
                 | 
             
            
                | R3 | 
                1.0234 | 
                1.0234 | 
                1.0234 | 
                 | 
             
            
                | R2 | 
                1.0234 | 
                1.0234 | 
                1.0234 | 
                 | 
             
            
                | R1 | 
                1.0234 | 
                1.0234 | 
                1.0234 | 
                1.0234 | 
             
            
                | PP | 
                1.0234 | 
                1.0234 | 
                1.0234 | 
                1.0234 | 
             
            
                | S1 | 
                1.0234 | 
                1.0234 | 
                1.0234 | 
                1.0234 | 
             
            
                | S2 | 
                1.0234 | 
                1.0234 | 
                1.0234 | 
                 | 
             
            
                | S3 | 
                1.0234 | 
                1.0234 | 
                1.0234 | 
                 | 
             
            
                | S4 | 
                1.0234 | 
                1.0234 | 
                1.0234 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0680 | 
                1.0601 | 
                1.0306 | 
                 | 
             
            
                | R3 | 
                1.0532 | 
                1.0453 | 
                1.0266 | 
                 | 
             
            
                | R2 | 
                1.0384 | 
                1.0384 | 
                1.0252 | 
                 | 
             
            
                | R1 | 
                1.0305 | 
                1.0305 | 
                1.0239 | 
                1.0271 | 
             
            
                | PP | 
                1.0236 | 
                1.0236 | 
                1.0236 | 
                1.0219 | 
             
            
                | S1 | 
                1.0157 | 
                1.0157 | 
                1.0211 | 
                1.0123 | 
             
            
                | S2 | 
                1.0088 | 
                1.0088 | 
                1.0198 | 
                 | 
             
            
                | S3 | 
                0.9940 | 
                1.0009 | 
                1.0184 | 
                 | 
             
            
                | S4 | 
                0.9792 | 
                0.9861 | 
                1.0144 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.0234 | 
         
        
            | 
2.618             | 
            1.0234 | 
         
        
            | 
1.618             | 
            1.0234 | 
         
        
            | 
1.000             | 
            1.0234 | 
         
        
            | 
0.618             | 
            1.0234 | 
         
        
            | 
HIGH             | 
            1.0234 | 
         
        
            | 
0.618             | 
            1.0234 | 
         
        
            | 
0.500             | 
            1.0234 | 
         
        
            | 
0.382             | 
            1.0234 | 
         
        
            | 
LOW             | 
            1.0234 | 
         
        
            | 
0.618             | 
            1.0234 | 
         
        
            | 
1.000             | 
            1.0234 | 
         
        
            | 
1.618             | 
            1.0234 | 
         
        
            | 
2.618             | 
            1.0234 | 
         
        
            | 
4.250             | 
            1.0234 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Dec-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.0234 | 
                                1.0252 | 
                             
                            
                                | PP | 
                                1.0234 | 
                                1.0246 | 
                             
                            
                                | S1 | 
                                1.0234 | 
                                1.0240 | 
                             
             
         |