CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 08-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2025 |
08-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1140 |
1.1083 |
-0.0057 |
-0.5% |
1.1187 |
| High |
1.1168 |
1.1088 |
-0.0081 |
-0.7% |
1.1192 |
| Low |
1.1076 |
1.1038 |
-0.0038 |
-0.3% |
1.1032 |
| Close |
1.1091 |
1.1052 |
-0.0040 |
-0.4% |
1.1087 |
| Range |
0.0093 |
0.0050 |
-0.0043 |
-45.9% |
0.0160 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
27,833 |
24,841 |
-2,992 |
-10.7% |
98,984 |
|
| Daily Pivots for day following 08-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1209 |
1.1180 |
1.1079 |
|
| R3 |
1.1159 |
1.1130 |
1.1065 |
|
| R2 |
1.1109 |
1.1109 |
1.1061 |
|
| R1 |
1.1080 |
1.1080 |
1.1056 |
1.1070 |
| PP |
1.1059 |
1.1059 |
1.1059 |
1.1054 |
| S1 |
1.1030 |
1.1030 |
1.1047 |
1.1020 |
| S2 |
1.1009 |
1.1009 |
1.1042 |
|
| S3 |
1.0959 |
1.0980 |
1.1038 |
|
| S4 |
1.0909 |
1.0930 |
1.1024 |
|
|
| 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 |
1.1187 |
1.1032 |
0.0155 |
1.4% |
0.0087 |
0.8% |
13% |
False |
False |
29,670 |
| 10 |
1.1235 |
1.1032 |
0.0203 |
1.8% |
0.0071 |
0.6% |
10% |
False |
False |
21,824 |
| 20 |
1.1525 |
1.1032 |
0.0493 |
4.5% |
0.0080 |
0.7% |
4% |
False |
False |
27,630 |
| 40 |
1.1580 |
1.1032 |
0.0548 |
5.0% |
0.0074 |
0.7% |
4% |
False |
False |
15,014 |
| 60 |
1.1833 |
1.1032 |
0.0801 |
7.2% |
0.0060 |
0.5% |
2% |
False |
False |
10,014 |
| 80 |
1.2130 |
1.1032 |
0.1098 |
9.9% |
0.0057 |
0.5% |
2% |
False |
False |
7,515 |
| 100 |
1.2180 |
1.1032 |
0.1148 |
10.4% |
0.0054 |
0.5% |
2% |
False |
False |
6,014 |
| 120 |
1.2180 |
1.1032 |
0.1148 |
10.4% |
0.0051 |
0.5% |
2% |
False |
False |
5,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1300 |
|
2.618 |
1.1218 |
|
1.618 |
1.1168 |
|
1.000 |
1.1138 |
|
0.618 |
1.1118 |
|
HIGH |
1.1088 |
|
0.618 |
1.1068 |
|
0.500 |
1.1063 |
|
0.382 |
1.1057 |
|
LOW |
1.1038 |
|
0.618 |
1.1007 |
|
1.000 |
1.0988 |
|
1.618 |
1.0957 |
|
2.618 |
1.0907 |
|
4.250 |
1.0825 |
|
|
| Fisher Pivots for day following 08-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1063 |
1.1112 |
| PP |
1.1059 |
1.1092 |
| S1 |
1.1055 |
1.1072 |
|