CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 03-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2025 |
03-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1114 |
1.1049 |
-0.0065 |
-0.6% |
1.1187 |
| High |
1.1152 |
1.1099 |
-0.0053 |
-0.5% |
1.1192 |
| Low |
1.1032 |
1.1045 |
0.0013 |
0.1% |
1.1032 |
| Close |
1.1035 |
1.1087 |
0.0052 |
0.5% |
1.1087 |
| Range |
0.0120 |
0.0055 |
-0.0066 |
-54.6% |
0.0160 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
32,932 |
26,592 |
-6,340 |
-19.3% |
98,984 |
|
| Daily Pivots for day following 03-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1240 |
1.1218 |
1.1117 |
|
| R3 |
1.1186 |
1.1164 |
1.1102 |
|
| R2 |
1.1131 |
1.1131 |
1.1097 |
|
| R1 |
1.1109 |
1.1109 |
1.1092 |
1.1120 |
| PP |
1.1077 |
1.1077 |
1.1077 |
1.1082 |
| S1 |
1.1055 |
1.1055 |
1.1082 |
1.1066 |
| S2 |
1.1022 |
1.1022 |
1.1077 |
|
| S3 |
1.0968 |
1.1000 |
1.1072 |
|
| S4 |
1.0913 |
1.0946 |
1.1057 |
|
|
| Weekly Pivots for week ending 03-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1582 |
1.1494 |
1.1175 |
|
| R3 |
1.1423 |
1.1335 |
1.1131 |
|
| R2 |
1.1263 |
1.1263 |
1.1116 |
|
| R1 |
1.1175 |
1.1175 |
1.1102 |
1.1139 |
| PP |
1.1104 |
1.1104 |
1.1104 |
1.1086 |
| S1 |
1.1016 |
1.1016 |
1.1072 |
1.0980 |
| S2 |
1.0944 |
1.0944 |
1.1058 |
|
| S3 |
1.0785 |
1.0856 |
1.1043 |
|
| S4 |
1.0625 |
1.0697 |
1.0999 |
|
|
| 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% |
0.0076 |
0.7% |
28% |
False |
False |
22,753 |
| 10 |
1.1328 |
1.1032 |
0.0296 |
2.7% |
0.0074 |
0.7% |
19% |
False |
False |
23,192 |
| 20 |
1.1580 |
1.1032 |
0.0548 |
4.9% |
0.0079 |
0.7% |
10% |
False |
False |
25,287 |
| 40 |
1.1655 |
1.1032 |
0.0623 |
5.6% |
0.0073 |
0.7% |
9% |
False |
False |
12,796 |
| 60 |
1.1881 |
1.1032 |
0.0849 |
7.7% |
0.0057 |
0.5% |
6% |
False |
False |
8,534 |
| 80 |
1.2130 |
1.1032 |
0.1098 |
9.9% |
0.0055 |
0.5% |
5% |
False |
False |
6,404 |
| 100 |
1.2180 |
1.1032 |
0.1148 |
10.4% |
0.0051 |
0.5% |
5% |
False |
False |
5,125 |
| 120 |
1.2180 |
1.1032 |
0.1148 |
10.4% |
0.0049 |
0.4% |
5% |
False |
False |
4,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1331 |
|
2.618 |
1.1242 |
|
1.618 |
1.1187 |
|
1.000 |
1.1154 |
|
0.618 |
1.1133 |
|
HIGH |
1.1099 |
|
0.618 |
1.1078 |
|
0.500 |
1.1072 |
|
0.382 |
1.1065 |
|
LOW |
1.1045 |
|
0.618 |
1.1011 |
|
1.000 |
1.0990 |
|
1.618 |
1.0956 |
|
2.618 |
1.0902 |
|
4.250 |
1.0813 |
|
|
| Fisher Pivots for day following 03-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1082 |
1.1102 |
| PP |
1.1077 |
1.1097 |
| S1 |
1.1072 |
1.1092 |
|