CME Swiss Franc Future September 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Feb-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Feb-2016 | 
                    23-Feb-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.0117 | 
                        1.0188 | 
                        0.0071 | 
                        0.7% | 
                        1.0228 | 
                     
                    
                        | High | 
                        1.0117 | 
                        1.0188 | 
                        0.0071 | 
                        0.7% | 
                        1.0228 | 
                     
                    
                        | Low | 
                        1.0117 | 
                        1.0188 | 
                        0.0071 | 
                        0.7% | 
                        1.0162 | 
                     
                    
                        | Close | 
                        1.0117 | 
                        1.0188 | 
                        0.0071 | 
                        0.7% | 
                        1.0219 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0059 | 
                        0.0060 | 
                        0.0001 | 
                        1.4% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        0 | 
                        1 | 
                        1 | 
                         | 
                        0 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0188 | 
                1.0188 | 
                1.0188 | 
                 | 
             
            
                | R3 | 
                1.0188 | 
                1.0188 | 
                1.0188 | 
                 | 
             
            
                | R2 | 
                1.0188 | 
                1.0188 | 
                1.0188 | 
                 | 
             
            
                | R1 | 
                1.0188 | 
                1.0188 | 
                1.0188 | 
                1.0188 | 
             
            
                | PP | 
                1.0188 | 
                1.0188 | 
                1.0188 | 
                1.0188 | 
             
            
                | S1 | 
                1.0188 | 
                1.0188 | 
                1.0188 | 
                1.0188 | 
             
            
                | S2 | 
                1.0188 | 
                1.0188 | 
                1.0188 | 
                 | 
             
            
                | S3 | 
                1.0188 | 
                1.0188 | 
                1.0188 | 
                 | 
             
            
                | S4 | 
                1.0188 | 
                1.0188 | 
                1.0188 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0401 | 
                1.0376 | 
                1.0255 | 
                 | 
             
            
                | R3 | 
                1.0335 | 
                1.0310 | 
                1.0237 | 
                 | 
             
            
                | R2 | 
                1.0269 | 
                1.0269 | 
                1.0231 | 
                 | 
             
            
                | R1 | 
                1.0244 | 
                1.0244 | 
                1.0225 | 
                1.0224 | 
             
            
                | PP | 
                1.0203 | 
                1.0203 | 
                1.0203 | 
                1.0193 | 
             
            
                | S1 | 
                1.0178 | 
                1.0178 | 
                1.0213 | 
                1.0158 | 
             
            
                | S2 | 
                1.0137 | 
                1.0137 | 
                1.0207 | 
                 | 
             
            
                | S3 | 
                1.0071 | 
                1.0112 | 
                1.0201 | 
                 | 
             
            
                | S4 | 
                1.0005 | 
                1.0046 | 
                1.0183 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.0188 | 
         
        
            | 
2.618             | 
            1.0188 | 
         
        
            | 
1.618             | 
            1.0188 | 
         
        
            | 
1.000             | 
            1.0188 | 
         
        
            | 
0.618             | 
            1.0188 | 
         
        
            | 
HIGH             | 
            1.0188 | 
         
        
            | 
0.618             | 
            1.0188 | 
         
        
            | 
0.500             | 
            1.0188 | 
         
        
            | 
0.382             | 
            1.0188 | 
         
        
            | 
LOW             | 
            1.0188 | 
         
        
            | 
0.618             | 
            1.0188 | 
         
        
            | 
1.000             | 
            1.0188 | 
         
        
            | 
1.618             | 
            1.0188 | 
         
        
            | 
2.618             | 
            1.0188 | 
         
        
            | 
4.250             | 
            1.0188 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Feb-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.0188 | 
                                1.0181 | 
                             
                            
                                | PP | 
                                1.0188 | 
                                1.0175 | 
                             
                            
                                | S1 | 
                                1.0188 | 
                                1.0168 | 
                             
             
         |