CME Swiss Franc Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Apr-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Apr-2016 | 
                    29-Apr-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.0462 | 
                        1.0544 | 
                        0.0082 | 
                        0.8% | 
                        1.0364 | 
                     
                    
                        | High | 
                        1.0462 | 
                        1.0544 | 
                        0.0082 | 
                        0.8% | 
                        1.0544 | 
                     
                    
                        | Low | 
                        1.0462 | 
                        1.0544 | 
                        0.0082 | 
                        0.8% | 
                        1.0364 | 
                     
                    
                        | Close | 
                        1.0462 | 
                        1.0544 | 
                        0.0082 | 
                        0.8% | 
                        1.0544 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0037 | 
                        0.0040 | 
                        0.0003 | 
                        8.8% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Apr-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0544 | 
                1.0544 | 
                1.0544 | 
                 | 
             
            
                | R3 | 
                1.0544 | 
                1.0544 | 
                1.0544 | 
                 | 
             
            
                | R2 | 
                1.0544 | 
                1.0544 | 
                1.0544 | 
                 | 
             
            
                | R1 | 
                1.0544 | 
                1.0544 | 
                1.0544 | 
                1.0544 | 
             
            
                | PP | 
                1.0544 | 
                1.0544 | 
                1.0544 | 
                1.0544 | 
             
            
                | S1 | 
                1.0544 | 
                1.0544 | 
                1.0544 | 
                1.0544 | 
             
            
                | S2 | 
                1.0544 | 
                1.0544 | 
                1.0544 | 
                 | 
             
            
                | S3 | 
                1.0544 | 
                1.0544 | 
                1.0544 | 
                 | 
             
            
                | S4 | 
                1.0544 | 
                1.0544 | 
                1.0544 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-Apr-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1024 | 
                1.0964 | 
                1.0643 | 
                 | 
             
            
                | R3 | 
                1.0844 | 
                1.0784 | 
                1.0594 | 
                 | 
             
            
                | R2 | 
                1.0664 | 
                1.0664 | 
                1.0577 | 
                 | 
             
            
                | R1 | 
                1.0604 | 
                1.0604 | 
                1.0561 | 
                1.0634 | 
             
            
                | PP | 
                1.0484 | 
                1.0484 | 
                1.0484 | 
                1.0499 | 
             
            
                | S1 | 
                1.0424 | 
                1.0424 | 
                1.0528 | 
                1.0454 | 
             
            
                | S2 | 
                1.0304 | 
                1.0304 | 
                1.0511 | 
                 | 
             
            
                | S3 | 
                1.0124 | 
                1.0244 | 
                1.0495 | 
                 | 
             
            
                | S4 | 
                0.9944 | 
                1.0064 | 
                1.0445 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.0544 | 
         
        
            | 
2.618             | 
            1.0544 | 
         
        
            | 
1.618             | 
            1.0544 | 
         
        
            | 
1.000             | 
            1.0544 | 
         
        
            | 
0.618             | 
            1.0544 | 
         
        
            | 
HIGH             | 
            1.0544 | 
         
        
            | 
0.618             | 
            1.0544 | 
         
        
            | 
0.500             | 
            1.0544 | 
         
        
            | 
0.382             | 
            1.0544 | 
         
        
            | 
LOW             | 
            1.0544 | 
         
        
            | 
0.618             | 
            1.0544 | 
         
        
            | 
1.000             | 
            1.0544 | 
         
        
            | 
1.618             | 
            1.0544 | 
         
        
            | 
2.618             | 
            1.0544 | 
         
        
            | 
4.250             | 
            1.0544 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Apr-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.0544 | 
                                1.0523 | 
                             
                            
                                | PP | 
                                1.0544 | 
                                1.0503 | 
                             
                            
                                | S1 | 
                                1.0544 | 
                                1.0482 | 
                             
             
         |