CME Swiss Franc Future September 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Feb-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Feb-2016 | 
                    29-Feb-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.0180 | 
                        1.0125 | 
                        -0.0055 | 
                        -0.5% | 
                        1.0117 | 
                     
                    
                        | High | 
                        1.0180 | 
                        1.0125 | 
                        -0.0055 | 
                        -0.5% | 
                        1.0238 | 
                     
                    
                        | Low | 
                        1.0134 | 
                        1.0125 | 
                        -0.0009 | 
                        -0.1% | 
                        1.0117 | 
                     
                    
                        | Close | 
                        1.0134 | 
                        1.0125 | 
                        -0.0009 | 
                        -0.1% | 
                        1.0134 | 
                     
                    
                        | Range | 
                        0.0046 | 
                        0.0000 | 
                        -0.0046 | 
                        -100.0% | 
                        0.0121 | 
                     
                    
                        | ATR | 
                        0.0059 | 
                        0.0055 | 
                        -0.0004 | 
                        -6.0% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        0 | 
                        -1 | 
                        -100.0% | 
                        2 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0125 | 
                1.0125 | 
                1.0125 | 
                 | 
             
            
                | R3 | 
                1.0125 | 
                1.0125 | 
                1.0125 | 
                 | 
             
            
                | R2 | 
                1.0125 | 
                1.0125 | 
                1.0125 | 
                 | 
             
            
                | R1 | 
                1.0125 | 
                1.0125 | 
                1.0125 | 
                1.0125 | 
             
            
                | PP | 
                1.0125 | 
                1.0125 | 
                1.0125 | 
                1.0125 | 
             
            
                | S1 | 
                1.0125 | 
                1.0125 | 
                1.0125 | 
                1.0125 | 
             
            
                | S2 | 
                1.0125 | 
                1.0125 | 
                1.0125 | 
                 | 
             
            
                | S3 | 
                1.0125 | 
                1.0125 | 
                1.0125 | 
                 | 
             
            
                | S4 | 
                1.0125 | 
                1.0125 | 
                1.0125 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0526 | 
                1.0451 | 
                1.0201 | 
                 | 
             
            
                | R3 | 
                1.0405 | 
                1.0330 | 
                1.0167 | 
                 | 
             
            
                | R2 | 
                1.0284 | 
                1.0284 | 
                1.0156 | 
                 | 
             
            
                | R1 | 
                1.0209 | 
                1.0209 | 
                1.0145 | 
                1.0247 | 
             
            
                | PP | 
                1.0163 | 
                1.0163 | 
                1.0163 | 
                1.0182 | 
             
            
                | S1 | 
                1.0088 | 
                1.0088 | 
                1.0123 | 
                1.0126 | 
             
            
                | S2 | 
                1.0042 | 
                1.0042 | 
                1.0112 | 
                 | 
             
            
                | S3 | 
                0.9921 | 
                0.9967 | 
                1.0101 | 
                 | 
             
            
                | S4 | 
                0.9800 | 
                0.9846 | 
                1.0067 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.0125 | 
         
        
            | 
2.618             | 
            1.0125 | 
         
        
            | 
1.618             | 
            1.0125 | 
         
        
            | 
1.000             | 
            1.0125 | 
         
        
            | 
0.618             | 
            1.0125 | 
         
        
            | 
HIGH             | 
            1.0125 | 
         
        
            | 
0.618             | 
            1.0125 | 
         
        
            | 
0.500             | 
            1.0125 | 
         
        
            | 
0.382             | 
            1.0125 | 
         
        
            | 
LOW             | 
            1.0125 | 
         
        
            | 
0.618             | 
            1.0125 | 
         
        
            | 
1.000             | 
            1.0125 | 
         
        
            | 
1.618             | 
            1.0125 | 
         
        
            | 
2.618             | 
            1.0125 | 
         
        
            | 
4.250             | 
            1.0125 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Feb-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.0125 | 
                                1.0176 | 
                             
                            
                                | PP | 
                                1.0125 | 
                                1.0159 | 
                             
                            
                                | S1 | 
                                1.0125 | 
                                1.0142 | 
                             
             
         |