CME Swiss Franc Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Apr-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Apr-2016 | 
                    08-Apr-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.0599 | 
                        1.0618 | 
                        0.0019 | 
                        0.2% | 
                        1.0564 | 
                     
                    
                        | High | 
                        1.0599 | 
                        1.0618 | 
                        0.0019 | 
                        0.2% | 
                        1.0618 | 
                     
                    
                        | Low | 
                        1.0599 | 
                        1.0618 | 
                        0.0019 | 
                        0.2% | 
                        1.0564 | 
                     
                    
                        | Close | 
                        1.0599 | 
                        1.0618 | 
                        0.0019 | 
                        0.2% | 
                        1.0618 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0029 | 
                        0.0028 | 
                        -0.0001 | 
                        -2.4% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Apr-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0618 | 
                1.0618 | 
                1.0618 | 
                 | 
             
            
                | R3 | 
                1.0618 | 
                1.0618 | 
                1.0618 | 
                 | 
             
            
                | R2 | 
                1.0618 | 
                1.0618 | 
                1.0618 | 
                 | 
             
            
                | R1 | 
                1.0618 | 
                1.0618 | 
                1.0618 | 
                1.0618 | 
             
            
                | PP | 
                1.0618 | 
                1.0618 | 
                1.0618 | 
                1.0618 | 
             
            
                | S1 | 
                1.0618 | 
                1.0618 | 
                1.0618 | 
                1.0618 | 
             
            
                | S2 | 
                1.0618 | 
                1.0618 | 
                1.0618 | 
                 | 
             
            
                | S3 | 
                1.0618 | 
                1.0618 | 
                1.0618 | 
                 | 
             
            
                | S4 | 
                1.0618 | 
                1.0618 | 
                1.0618 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Apr-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0762 | 
                1.0744 | 
                1.0648 | 
                 | 
             
            
                | R3 | 
                1.0708 | 
                1.0690 | 
                1.0633 | 
                 | 
             
            
                | R2 | 
                1.0654 | 
                1.0654 | 
                1.0628 | 
                 | 
             
            
                | R1 | 
                1.0636 | 
                1.0636 | 
                1.0623 | 
                1.0645 | 
             
            
                | PP | 
                1.0600 | 
                1.0600 | 
                1.0600 | 
                1.0605 | 
             
            
                | S1 | 
                1.0582 | 
                1.0582 | 
                1.0613 | 
                1.0591 | 
             
            
                | S2 | 
                1.0546 | 
                1.0546 | 
                1.0608 | 
                 | 
             
            
                | S3 | 
                1.0492 | 
                1.0528 | 
                1.0603 | 
                 | 
             
            
                | S4 | 
                1.0438 | 
                1.0474 | 
                1.0588 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.0618 | 
         
        
            | 
2.618             | 
            1.0618 | 
         
        
            | 
1.618             | 
            1.0618 | 
         
        
            | 
1.000             | 
            1.0618 | 
         
        
            | 
0.618             | 
            1.0618 | 
         
        
            | 
HIGH             | 
            1.0618 | 
         
        
            | 
0.618             | 
            1.0618 | 
         
        
            | 
0.500             | 
            1.0618 | 
         
        
            | 
0.382             | 
            1.0618 | 
         
        
            | 
LOW             | 
            1.0618 | 
         
        
            | 
0.618             | 
            1.0618 | 
         
        
            | 
1.000             | 
            1.0618 | 
         
        
            | 
1.618             | 
            1.0618 | 
         
        
            | 
2.618             | 
            1.0618 | 
         
        
            | 
4.250             | 
            1.0618 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Apr-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.0618 | 
                                1.0615 | 
                             
                            
                                | PP | 
                                1.0618 | 
                                1.0611 | 
                             
                            
                                | S1 | 
                                1.0618 | 
                                1.0608 | 
                             
             
         |