CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 09-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2025 |
09-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1083 |
1.1055 |
-0.0028 |
-0.3% |
1.1187 |
| High |
1.1088 |
1.1071 |
-0.0017 |
-0.1% |
1.1192 |
| Low |
1.1038 |
1.1031 |
-0.0007 |
-0.1% |
1.1032 |
| Close |
1.1052 |
1.1036 |
-0.0016 |
-0.1% |
1.1087 |
| Range |
0.0050 |
0.0040 |
-0.0010 |
-20.0% |
0.0160 |
| ATR |
0.0078 |
0.0076 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
24,841 |
26,610 |
1,769 |
7.1% |
98,984 |
|
| Daily Pivots for day following 09-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1166 |
1.1141 |
1.1058 |
|
| R3 |
1.1126 |
1.1101 |
1.1047 |
|
| R2 |
1.1086 |
1.1086 |
1.1043 |
|
| R1 |
1.1061 |
1.1061 |
1.1040 |
1.1054 |
| PP |
1.1046 |
1.1046 |
1.1046 |
1.1042 |
| S1 |
1.1021 |
1.1021 |
1.1032 |
1.1014 |
| S2 |
1.1006 |
1.1006 |
1.1029 |
|
| S3 |
1.0966 |
1.0981 |
1.1025 |
|
| S4 |
1.0926 |
1.0941 |
1.1014 |
|
|
| 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 |
1.1031 |
0.0156 |
1.4% |
0.0071 |
0.6% |
3% |
False |
True |
28,406 |
| 10 |
1.1229 |
1.1031 |
0.0198 |
1.8% |
0.0071 |
0.6% |
3% |
False |
True |
23,660 |
| 20 |
1.1471 |
1.1031 |
0.0440 |
4.0% |
0.0078 |
0.7% |
1% |
False |
True |
27,762 |
| 40 |
1.1580 |
1.1031 |
0.0549 |
5.0% |
0.0074 |
0.7% |
1% |
False |
True |
15,678 |
| 60 |
1.1795 |
1.1031 |
0.0764 |
6.9% |
0.0060 |
0.5% |
1% |
False |
True |
10,457 |
| 80 |
1.2130 |
1.1031 |
0.1099 |
10.0% |
0.0057 |
0.5% |
0% |
False |
True |
7,847 |
| 100 |
1.2180 |
1.1031 |
0.1149 |
10.4% |
0.0053 |
0.5% |
0% |
False |
True |
6,280 |
| 120 |
1.2180 |
1.1031 |
0.1149 |
10.4% |
0.0051 |
0.5% |
0% |
False |
True |
5,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1241 |
|
2.618 |
1.1176 |
|
1.618 |
1.1136 |
|
1.000 |
1.1111 |
|
0.618 |
1.1096 |
|
HIGH |
1.1071 |
|
0.618 |
1.1056 |
|
0.500 |
1.1051 |
|
0.382 |
1.1046 |
|
LOW |
1.1031 |
|
0.618 |
1.1006 |
|
1.000 |
1.0991 |
|
1.618 |
1.0966 |
|
2.618 |
1.0926 |
|
4.250 |
1.0861 |
|
|
| Fisher Pivots for day following 09-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1051 |
1.1100 |
| PP |
1.1046 |
1.1078 |
| S1 |
1.1041 |
1.1057 |
|