CME Swiss Franc Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Mar-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Mar-2016 | 
                    16-Mar-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.0273 | 
                        1.0357 | 
                        0.0084 | 
                        0.8% | 
                        1.0211 | 
                     
                    
                        | High | 
                        1.0273 | 
                        1.0357 | 
                        0.0084 | 
                        0.8% | 
                        1.0331 | 
                     
                    
                        | Low | 
                        1.0273 | 
                        1.0357 | 
                        0.0084 | 
                        0.8% | 
                        1.0177 | 
                     
                    
                        | Close | 
                        1.0273 | 
                        1.0357 | 
                        0.0084 | 
                        0.8% | 
                        1.0331 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | Volume | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Mar-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0357 | 
                1.0357 | 
                1.0357 | 
                 | 
             
            
                | R3 | 
                1.0357 | 
                1.0357 | 
                1.0357 | 
                 | 
             
            
                | R2 | 
                1.0357 | 
                1.0357 | 
                1.0357 | 
                 | 
             
            
                | R1 | 
                1.0357 | 
                1.0357 | 
                1.0357 | 
                1.0357 | 
             
            
                | PP | 
                1.0357 | 
                1.0357 | 
                1.0357 | 
                1.0357 | 
             
            
                | S1 | 
                1.0357 | 
                1.0357 | 
                1.0357 | 
                1.0357 | 
             
            
                | S2 | 
                1.0357 | 
                1.0357 | 
                1.0357 | 
                 | 
             
            
                | S3 | 
                1.0357 | 
                1.0357 | 
                1.0357 | 
                 | 
             
            
                | S4 | 
                1.0357 | 
                1.0357 | 
                1.0357 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Mar-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0742 | 
                1.0690 | 
                1.0416 | 
                 | 
             
            
                | R3 | 
                1.0588 | 
                1.0536 | 
                1.0373 | 
                 | 
             
            
                | R2 | 
                1.0434 | 
                1.0434 | 
                1.0359 | 
                 | 
             
            
                | R1 | 
                1.0382 | 
                1.0382 | 
                1.0345 | 
                1.0408 | 
             
            
                | PP | 
                1.0280 | 
                1.0280 | 
                1.0280 | 
                1.0293 | 
             
            
                | S1 | 
                1.0228 | 
                1.0228 | 
                1.0317 | 
                1.0254 | 
             
            
                | S2 | 
                1.0126 | 
                1.0126 | 
                1.0303 | 
                 | 
             
            
                | S3 | 
                0.9972 | 
                1.0074 | 
                1.0289 | 
                 | 
             
            
                | S4 | 
                0.9818 | 
                0.9920 | 
                1.0246 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.0357 | 
         
        
            | 
2.618             | 
            1.0357 | 
         
        
            | 
1.618             | 
            1.0357 | 
         
        
            | 
1.000             | 
            1.0357 | 
         
        
            | 
0.618             | 
            1.0357 | 
         
        
            | 
HIGH             | 
            1.0357 | 
         
        
            | 
0.618             | 
            1.0357 | 
         
        
            | 
0.500             | 
            1.0357 | 
         
        
            | 
0.382             | 
            1.0357 | 
         
        
            | 
LOW             | 
            1.0357 | 
         
        
            | 
0.618             | 
            1.0357 | 
         
        
            | 
1.000             | 
            1.0357 | 
         
        
            | 
1.618             | 
            1.0357 | 
         
        
            | 
2.618             | 
            1.0357 | 
         
        
            | 
4.250             | 
            1.0357 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Mar-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.0357 | 
                                1.0342 | 
                             
                            
                                | PP | 
                                1.0357 | 
                                1.0327 | 
                             
                            
                                | S1 | 
                                1.0357 | 
                                1.0312 | 
                             
             
         |