CME Swiss Franc Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-May-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-May-2016 | 
                    10-May-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.0467 | 
                        1.0359 | 
                        -0.0108 | 
                        -1.0% | 
                        1.0592 | 
                     
                    
                        | High | 
                        1.0467 | 
                        1.0359 | 
                        -0.0108 | 
                        -1.0% | 
                        1.0599 | 
                     
                    
                        | Low | 
                        1.0410 | 
                        1.0359 | 
                        -0.0051 | 
                        -0.5% | 
                        1.0401 | 
                     
                    
                        | Close | 
                        1.0410 | 
                        1.0359 | 
                        -0.0051 | 
                        -0.5% | 
                        1.0401 | 
                     
                    
                        | Range | 
                        0.0057 | 
                        0.0000 | 
                        -0.0057 | 
                        -100.0% | 
                        0.0198 | 
                     
                    
                        | ATR | 
                        0.0045 | 
                        0.0046 | 
                        0.0000 | 
                        0.9% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        0 | 
                        -1 | 
                        -100.0% | 
                        1 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-May-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0359 | 
                1.0359 | 
                1.0359 | 
                 | 
             
            
                | R3 | 
                1.0359 | 
                1.0359 | 
                1.0359 | 
                 | 
             
            
                | R2 | 
                1.0359 | 
                1.0359 | 
                1.0359 | 
                 | 
             
            
                | R1 | 
                1.0359 | 
                1.0359 | 
                1.0359 | 
                1.0359 | 
             
            
                | PP | 
                1.0359 | 
                1.0359 | 
                1.0359 | 
                1.0359 | 
             
            
                | S1 | 
                1.0359 | 
                1.0359 | 
                1.0359 | 
                1.0359 | 
             
            
                | S2 | 
                1.0359 | 
                1.0359 | 
                1.0359 | 
                 | 
             
            
                | S3 | 
                1.0359 | 
                1.0359 | 
                1.0359 | 
                 | 
             
            
                | S4 | 
                1.0359 | 
                1.0359 | 
                1.0359 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-May-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1061 | 
                1.0929 | 
                1.0510 | 
                 | 
             
            
                | R3 | 
                1.0863 | 
                1.0731 | 
                1.0455 | 
                 | 
             
            
                | R2 | 
                1.0665 | 
                1.0665 | 
                1.0437 | 
                 | 
             
            
                | R1 | 
                1.0533 | 
                1.0533 | 
                1.0419 | 
                1.0500 | 
             
            
                | PP | 
                1.0467 | 
                1.0467 | 
                1.0467 | 
                1.0451 | 
             
            
                | S1 | 
                1.0335 | 
                1.0335 | 
                1.0383 | 
                1.0302 | 
             
            
                | S2 | 
                1.0269 | 
                1.0269 | 
                1.0365 | 
                 | 
             
            
                | S3 | 
                1.0071 | 
                1.0137 | 
                1.0347 | 
                 | 
             
            
                | S4 | 
                0.9873 | 
                0.9939 | 
                1.0292 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.0359 | 
         
        
            | 
2.618             | 
            1.0359 | 
         
        
            | 
1.618             | 
            1.0359 | 
         
        
            | 
1.000             | 
            1.0359 | 
         
        
            | 
0.618             | 
            1.0359 | 
         
        
            | 
HIGH             | 
            1.0359 | 
         
        
            | 
0.618             | 
            1.0359 | 
         
        
            | 
0.500             | 
            1.0359 | 
         
        
            | 
0.382             | 
            1.0359 | 
         
        
            | 
LOW             | 
            1.0359 | 
         
        
            | 
0.618             | 
            1.0359 | 
         
        
            | 
1.000             | 
            1.0359 | 
         
        
            | 
1.618             | 
            1.0359 | 
         
        
            | 
2.618             | 
            1.0359 | 
         
        
            | 
4.250             | 
            1.0359 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-May-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.0359 | 
                                1.0413 | 
                             
                            
                                | PP | 
                                1.0359 | 
                                1.0395 | 
                             
                            
                                | S1 | 
                                1.0359 | 
                                1.0377 | 
                             
             
         |