CME Swiss Franc Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Jul-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Jul-2016 | 
                    05-Jul-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.0361 | 
                        1.0328 | 
                        -0.0033 | 
                        -0.3% | 
                        1.0288 | 
                     
                    
                        | High | 
                        1.0365 | 
                        1.0328 | 
                        -0.0037 | 
                        -0.4% | 
                        1.0365 | 
                     
                    
                        | Low | 
                        1.0361 | 
                        1.0328 | 
                        -0.0033 | 
                        -0.3% | 
                        1.0270 | 
                     
                    
                        | Close | 
                        1.0365 | 
                        1.0328 | 
                        -0.0037 | 
                        -0.4% | 
                        1.0365 | 
                     
                    
                        | Range | 
                        0.0004 | 
                        0.0000 | 
                        -0.0004 | 
                        -100.0% | 
                        0.0095 | 
                     
                    
                        | ATR | 
                        0.0056 | 
                        0.0055 | 
                        -0.0001 | 
                        -2.4% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        3 | 
                        0 | 
                        -3 | 
                        -100.0% | 
                        58 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0328 | 
                1.0328 | 
                1.0328 | 
                 | 
             
            
                | R3 | 
                1.0328 | 
                1.0328 | 
                1.0328 | 
                 | 
             
            
                | R2 | 
                1.0328 | 
                1.0328 | 
                1.0328 | 
                 | 
             
            
                | R1 | 
                1.0328 | 
                1.0328 | 
                1.0328 | 
                1.0328 | 
             
            
                | PP | 
                1.0328 | 
                1.0328 | 
                1.0328 | 
                1.0328 | 
             
            
                | S1 | 
                1.0328 | 
                1.0328 | 
                1.0328 | 
                1.0328 | 
             
            
                | S2 | 
                1.0328 | 
                1.0328 | 
                1.0328 | 
                 | 
             
            
                | S3 | 
                1.0328 | 
                1.0328 | 
                1.0328 | 
                 | 
             
            
                | S4 | 
                1.0328 | 
                1.0328 | 
                1.0328 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0618 | 
                1.0587 | 
                1.0417 | 
                 | 
             
            
                | R3 | 
                1.0523 | 
                1.0492 | 
                1.0391 | 
                 | 
             
            
                | R2 | 
                1.0428 | 
                1.0428 | 
                1.0382 | 
                 | 
             
            
                | R1 | 
                1.0397 | 
                1.0397 | 
                1.0374 | 
                1.0413 | 
             
            
                | PP | 
                1.0333 | 
                1.0333 | 
                1.0333 | 
                1.0341 | 
             
            
                | S1 | 
                1.0302 | 
                1.0302 | 
                1.0356 | 
                1.0318 | 
             
            
                | S2 | 
                1.0238 | 
                1.0238 | 
                1.0348 | 
                 | 
             
            
                | S3 | 
                1.0143 | 
                1.0207 | 
                1.0339 | 
                 | 
             
            
                | S4 | 
                1.0048 | 
                1.0112 | 
                1.0313 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.0365 | 
                1.0270 | 
                0.0095 | 
                0.9% | 
                0.0020 | 
                0.2% | 
                61% | 
                False | 
                False | 
                10 | 
                 
                
                | 10 | 
                1.0578 | 
                1.0270 | 
                0.0308 | 
                3.0% | 
                0.0045 | 
                0.4% | 
                19% | 
                False | 
                False | 
                8 | 
                 
                
                | 20 | 
                1.0578 | 
                1.0270 | 
                0.0308 | 
                3.0% | 
                0.0034 | 
                0.3% | 
                19% | 
                False | 
                False | 
                9 | 
                 
                
                | 40 | 
                1.0578 | 
                1.0160 | 
                0.0418 | 
                4.0% | 
                0.0021 | 
                0.2% | 
                40% | 
                False | 
                False | 
                4 | 
                 
                
                | 60 | 
                1.0615 | 
                1.0160 | 
                0.0455 | 
                4.4% | 
                0.0017 | 
                0.2% | 
                37% | 
                False | 
                False | 
                3 | 
                 
                
                | 80 | 
                1.0618 | 
                1.0160 | 
                0.0458 | 
                4.4% | 
                0.0013 | 
                0.1% | 
                37% | 
                False | 
                False | 
                2 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.0328 | 
         
        
            | 
2.618             | 
            1.0328 | 
         
        
            | 
1.618             | 
            1.0328 | 
         
        
            | 
1.000             | 
            1.0328 | 
         
        
            | 
0.618             | 
            1.0328 | 
         
        
            | 
HIGH             | 
            1.0328 | 
         
        
            | 
0.618             | 
            1.0328 | 
         
        
            | 
0.500             | 
            1.0328 | 
         
        
            | 
0.382             | 
            1.0328 | 
         
        
            | 
LOW             | 
            1.0328 | 
         
        
            | 
0.618             | 
            1.0328 | 
         
        
            | 
1.000             | 
            1.0328 | 
         
        
            | 
1.618             | 
            1.0328 | 
         
        
            | 
2.618             | 
            1.0328 | 
         
        
            | 
4.250             | 
            1.0328 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Jul-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.0328 | 
                                1.0330 | 
                             
                            
                                | PP | 
                                1.0328 | 
                                1.0329 | 
                             
                            
                                | S1 | 
                                1.0328 | 
                                1.0329 | 
                             
             
         |