CME Swiss Franc Future September 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Mar-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Mar-2016 | 
                    04-Mar-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.0186 | 
                        1.0155 | 
                        -0.0031 | 
                        -0.3% | 
                        1.0125 | 
                     
                    
                        | High | 
                        1.0195 | 
                        1.0155 | 
                        -0.0040 | 
                        -0.4% | 
                        1.0195 | 
                     
                    
                        | Low | 
                        1.0186 | 
                        1.0155 | 
                        -0.0031 | 
                        -0.3% | 
                        1.0125 | 
                     
                    
                        | Close | 
                        1.0195 | 
                        1.0155 | 
                        -0.0040 | 
                        -0.4% | 
                        1.0155 | 
                     
                    
                        | Range | 
                        0.0009 | 
                        0.0000 | 
                        -0.0009 | 
                        -100.0% | 
                        0.0070 | 
                     
                    
                        | ATR | 
                        0.0049 | 
                        0.0048 | 
                        -0.0001 | 
                        -1.3% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        0 | 
                        -1 | 
                        -100.0% | 
                        1 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Mar-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0155 | 
                1.0155 | 
                1.0155 | 
                 | 
             
            
                | R3 | 
                1.0155 | 
                1.0155 | 
                1.0155 | 
                 | 
             
            
                | R2 | 
                1.0155 | 
                1.0155 | 
                1.0155 | 
                 | 
             
            
                | R1 | 
                1.0155 | 
                1.0155 | 
                1.0155 | 
                1.0155 | 
             
            
                | PP | 
                1.0155 | 
                1.0155 | 
                1.0155 | 
                1.0155 | 
             
            
                | S1 | 
                1.0155 | 
                1.0155 | 
                1.0155 | 
                1.0155 | 
             
            
                | S2 | 
                1.0155 | 
                1.0155 | 
                1.0155 | 
                 | 
             
            
                | S3 | 
                1.0155 | 
                1.0155 | 
                1.0155 | 
                 | 
             
            
                | S4 | 
                1.0155 | 
                1.0155 | 
                1.0155 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Mar-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0368 | 
                1.0332 | 
                1.0194 | 
                 | 
             
            
                | R3 | 
                1.0298 | 
                1.0262 | 
                1.0174 | 
                 | 
             
            
                | R2 | 
                1.0228 | 
                1.0228 | 
                1.0168 | 
                 | 
             
            
                | R1 | 
                1.0192 | 
                1.0192 | 
                1.0161 | 
                1.0210 | 
             
            
                | PP | 
                1.0158 | 
                1.0158 | 
                1.0158 | 
                1.0168 | 
             
            
                | S1 | 
                1.0122 | 
                1.0122 | 
                1.0149 | 
                1.0140 | 
             
            
                | S2 | 
                1.0088 | 
                1.0088 | 
                1.0142 | 
                 | 
             
            
                | S3 | 
                1.0018 | 
                1.0052 | 
                1.0136 | 
                 | 
             
            
                | S4 | 
                0.9948 | 
                0.9982 | 
                1.0117 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.0195 | 
                1.0125 | 
                0.0070 | 
                0.7% | 
                0.0002 | 
                0.0% | 
                43% | 
                False | 
                False | 
                 | 
                 
                
                | 10 | 
                1.0238 | 
                1.0117 | 
                0.0121 | 
                1.2% | 
                0.0006 | 
                0.1% | 
                31% | 
                False | 
                False | 
                 | 
                 
                
                | 20 | 
                1.0415 | 
                1.0117 | 
                0.0298 | 
                2.9% | 
                0.0003 | 
                0.0% | 
                13% | 
                False | 
                False | 
                 | 
                 
                
                | 40 | 
                1.0415 | 
                0.9868 | 
                0.0547 | 
                5.4% | 
                0.0003 | 
                0.0% | 
                52% | 
                False | 
                False | 
                 | 
                 
                
                | 60 | 
                1.0415 | 
                0.9868 | 
                0.0547 | 
                5.4% | 
                0.0004 | 
                0.0% | 
                52% | 
                False | 
                False | 
                 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.0155 | 
         
        
            | 
2.618             | 
            1.0155 | 
         
        
            | 
1.618             | 
            1.0155 | 
         
        
            | 
1.000             | 
            1.0155 | 
         
        
            | 
0.618             | 
            1.0155 | 
         
        
            | 
HIGH             | 
            1.0155 | 
         
        
            | 
0.618             | 
            1.0155 | 
         
        
            | 
0.500             | 
            1.0155 | 
         
        
            | 
0.382             | 
            1.0155 | 
         
        
            | 
LOW             | 
            1.0155 | 
         
        
            | 
0.618             | 
            1.0155 | 
         
        
            | 
1.000             | 
            1.0155 | 
         
        
            | 
1.618             | 
            1.0155 | 
         
        
            | 
2.618             | 
            1.0155 | 
         
        
            | 
4.250             | 
            1.0155 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Mar-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.0155 | 
                                1.0169 | 
                             
                            
                                | PP | 
                                1.0155 | 
                                1.0164 | 
                             
                            
                                | S1 | 
                                1.0155 | 
                                1.0160 | 
                             
             
         |