CME Swiss Franc Future September 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Jan-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Jan-2016 | 
                    26-Jan-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.9967 | 
                        0.9944 | 
                        -0.0023 | 
                        -0.2% | 
                        1.0099 | 
                     
                    
                        | High | 
                        0.9967 | 
                        0.9944 | 
                        -0.0023 | 
                        -0.2% | 
                        1.0099 | 
                     
                    
                        | Low | 
                        0.9967 | 
                        0.9944 | 
                        -0.0023 | 
                        -0.2% | 
                        0.9956 | 
                     
                    
                        | Close | 
                        0.9967 | 
                        0.9944 | 
                        -0.0023 | 
                        -0.2% | 
                        0.9956 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0049 | 
                        0.0048 | 
                        -0.0002 | 
                        -3.8% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.9944 | 
                0.9944 | 
                0.9944 | 
                 | 
             
            
                | R3 | 
                0.9944 | 
                0.9944 | 
                0.9944 | 
                 | 
             
            
                | R2 | 
                0.9944 | 
                0.9944 | 
                0.9944 | 
                 | 
             
            
                | R1 | 
                0.9944 | 
                0.9944 | 
                0.9944 | 
                0.9944 | 
             
            
                | PP | 
                0.9944 | 
                0.9944 | 
                0.9944 | 
                0.9944 | 
             
            
                | S1 | 
                0.9944 | 
                0.9944 | 
                0.9944 | 
                0.9944 | 
             
            
                | S2 | 
                0.9944 | 
                0.9944 | 
                0.9944 | 
                 | 
             
            
                | S3 | 
                0.9944 | 
                0.9944 | 
                0.9944 | 
                 | 
             
            
                | S4 | 
                0.9944 | 
                0.9944 | 
                0.9944 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0433 | 
                1.0337 | 
                1.0035 | 
                 | 
             
            
                | R3 | 
                1.0290 | 
                1.0194 | 
                0.9995 | 
                 | 
             
            
                | R2 | 
                1.0147 | 
                1.0147 | 
                0.9982 | 
                 | 
             
            
                | R1 | 
                1.0051 | 
                1.0051 | 
                0.9969 | 
                1.0028 | 
             
            
                | PP | 
                1.0004 | 
                1.0004 | 
                1.0004 | 
                0.9992 | 
             
            
                | S1 | 
                0.9908 | 
                0.9908 | 
                0.9943 | 
                0.9885 | 
             
            
                | S2 | 
                0.9861 | 
                0.9861 | 
                0.9930 | 
                 | 
             
            
                | S3 | 
                0.9718 | 
                0.9765 | 
                0.9917 | 
                 | 
             
            
                | S4 | 
                0.9575 | 
                0.9622 | 
                0.9877 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.9944 | 
         
        
            | 
2.618             | 
            0.9944 | 
         
        
            | 
1.618             | 
            0.9944 | 
         
        
            | 
1.000             | 
            0.9944 | 
         
        
            | 
0.618             | 
            0.9944 | 
         
        
            | 
HIGH             | 
            0.9944 | 
         
        
            | 
0.618             | 
            0.9944 | 
         
        
            | 
0.500             | 
            0.9944 | 
         
        
            | 
0.382             | 
            0.9944 | 
         
        
            | 
LOW             | 
            0.9944 | 
         
        
            | 
0.618             | 
            0.9944 | 
         
        
            | 
1.000             | 
            0.9944 | 
         
        
            | 
1.618             | 
            0.9944 | 
         
        
            | 
2.618             | 
            0.9944 | 
         
        
            | 
4.250             | 
            0.9944 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Jan-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.9944 | 
                                0.9956 | 
                             
                            
                                | PP | 
                                0.9944 | 
                                0.9952 | 
                             
                            
                                | S1 | 
                                0.9944 | 
                                0.9948 | 
                             
             
         |