CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 02-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2024 |
02-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1160 |
1.1114 |
-0.0047 |
-0.4% |
1.1308 |
| High |
1.1172 |
1.1152 |
-0.0020 |
-0.2% |
1.1316 |
| Low |
1.1101 |
1.1032 |
-0.0069 |
-0.6% |
1.1176 |
| Close |
1.1103 |
1.1035 |
-0.0068 |
-0.6% |
1.1187 |
| Range |
0.0071 |
0.0120 |
0.0049 |
69.0% |
0.0141 |
| ATR |
0.0074 |
0.0077 |
0.0003 |
4.4% |
0.0000 |
| Volume |
18,571 |
32,932 |
14,361 |
77.3% |
49,466 |
|
| Daily Pivots for day following 02-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1433 |
1.1354 |
1.1101 |
|
| R3 |
1.1313 |
1.1234 |
1.1068 |
|
| R2 |
1.1193 |
1.1193 |
1.1057 |
|
| R1 |
1.1114 |
1.1114 |
1.1046 |
1.1094 |
| PP |
1.1073 |
1.1073 |
1.1073 |
1.1063 |
| S1 |
1.0994 |
1.0994 |
1.1024 |
1.0974 |
| S2 |
1.0953 |
1.0953 |
1.1013 |
|
| S3 |
1.0833 |
1.0874 |
1.1002 |
|
| S4 |
1.0713 |
1.0754 |
1.0969 |
|
|
| Weekly Pivots for week ending 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1648 |
1.1558 |
1.1264 |
|
| R3 |
1.1507 |
1.1417 |
1.1226 |
|
| R2 |
1.1367 |
1.1367 |
1.1213 |
|
| R1 |
1.1277 |
1.1277 |
1.1200 |
1.1252 |
| PP |
1.1226 |
1.1226 |
1.1226 |
1.1214 |
| S1 |
1.1136 |
1.1136 |
1.1174 |
1.1111 |
| S2 |
1.1086 |
1.1086 |
1.1161 |
|
| S3 |
1.0945 |
1.0996 |
1.1148 |
|
| S4 |
1.0805 |
1.0855 |
1.1110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1229 |
1.1032 |
0.0197 |
1.8% |
0.0071 |
0.6% |
2% |
False |
True |
18,914 |
| 10 |
1.1329 |
1.1032 |
0.0297 |
2.7% |
0.0081 |
0.7% |
1% |
False |
True |
23,964 |
| 20 |
1.1580 |
1.1032 |
0.0548 |
5.0% |
0.0079 |
0.7% |
1% |
False |
True |
24,085 |
| 40 |
1.1757 |
1.1032 |
0.0725 |
6.6% |
0.0072 |
0.7% |
0% |
False |
True |
12,131 |
| 60 |
1.1881 |
1.1032 |
0.0849 |
7.7% |
0.0056 |
0.5% |
0% |
False |
True |
8,091 |
| 80 |
1.2130 |
1.1032 |
0.1098 |
10.0% |
0.0054 |
0.5% |
0% |
False |
True |
6,073 |
| 100 |
1.2180 |
1.1032 |
0.1148 |
10.4% |
0.0051 |
0.5% |
0% |
False |
True |
4,860 |
| 120 |
1.2180 |
1.1032 |
0.1148 |
10.4% |
0.0048 |
0.4% |
0% |
False |
True |
4,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1662 |
|
2.618 |
1.1466 |
|
1.618 |
1.1346 |
|
1.000 |
1.1272 |
|
0.618 |
1.1226 |
|
HIGH |
1.1152 |
|
0.618 |
1.1106 |
|
0.500 |
1.1092 |
|
0.382 |
1.1078 |
|
LOW |
1.1032 |
|
0.618 |
1.0958 |
|
1.000 |
1.0912 |
|
1.618 |
1.0838 |
|
2.618 |
1.0718 |
|
4.250 |
1.0522 |
|
|
| Fisher Pivots for day following 02-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1092 |
1.1112 |
| PP |
1.1073 |
1.1086 |
| S1 |
1.1054 |
1.1061 |
|