CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 13-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2025 |
13-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1040 |
1.0991 |
-0.0050 |
-0.4% |
1.1081 |
| High |
1.1050 |
1.1000 |
-0.0050 |
-0.4% |
1.1187 |
| Low |
1.0960 |
1.0943 |
-0.0017 |
-0.2% |
1.0960 |
| Close |
1.0981 |
1.0958 |
-0.0024 |
-0.2% |
1.0981 |
| Range |
0.0090 |
0.0057 |
-0.0033 |
-36.3% |
0.0227 |
| ATR |
0.0077 |
0.0075 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
25,166 |
24,524 |
-642 |
-2.6% |
140,604 |
|
| Daily Pivots for day following 13-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1138 |
1.1105 |
1.0989 |
|
| R3 |
1.1081 |
1.1048 |
1.0973 |
|
| R2 |
1.1024 |
1.1024 |
1.0968 |
|
| R1 |
1.0991 |
1.0991 |
1.0963 |
1.0979 |
| PP |
1.0967 |
1.0967 |
1.0967 |
1.0961 |
| S1 |
1.0934 |
1.0934 |
1.0952 |
1.0922 |
| S2 |
1.0910 |
1.0910 |
1.0947 |
|
| S3 |
1.0853 |
1.0877 |
1.0942 |
|
| S4 |
1.0796 |
1.0820 |
1.0926 |
|
|
| Weekly Pivots for week ending 10-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1724 |
1.1579 |
1.1106 |
|
| R3 |
1.1497 |
1.1352 |
1.1043 |
|
| R2 |
1.1270 |
1.1270 |
1.1023 |
|
| R1 |
1.1125 |
1.1125 |
1.1002 |
1.1084 |
| PP |
1.1043 |
1.1043 |
1.1043 |
1.1022 |
| S1 |
1.0898 |
1.0898 |
1.0960 |
1.0857 |
| S2 |
1.0816 |
1.0816 |
1.0939 |
|
| S3 |
1.0589 |
1.0671 |
1.0919 |
|
| S4 |
1.0362 |
1.0444 |
1.0856 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1168 |
1.0943 |
0.0225 |
2.1% |
0.0066 |
0.6% |
6% |
False |
True |
25,794 |
| 10 |
1.1192 |
1.0943 |
0.0249 |
2.3% |
0.0077 |
0.7% |
6% |
False |
True |
26,410 |
| 20 |
1.1354 |
1.0943 |
0.0411 |
3.8% |
0.0075 |
0.7% |
4% |
False |
True |
26,080 |
| 40 |
1.1580 |
1.0943 |
0.0637 |
5.8% |
0.0075 |
0.7% |
2% |
False |
True |
16,920 |
| 60 |
1.1773 |
1.0943 |
0.0830 |
7.6% |
0.0062 |
0.6% |
2% |
False |
True |
11,285 |
| 80 |
1.2108 |
1.0943 |
0.1165 |
10.6% |
0.0058 |
0.5% |
1% |
False |
True |
8,467 |
| 100 |
1.2180 |
1.0943 |
0.1237 |
11.3% |
0.0054 |
0.5% |
1% |
False |
True |
6,776 |
| 120 |
1.2180 |
1.0943 |
0.1237 |
11.3% |
0.0052 |
0.5% |
1% |
False |
True |
5,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1242 |
|
2.618 |
1.1149 |
|
1.618 |
1.1092 |
|
1.000 |
1.1057 |
|
0.618 |
1.1035 |
|
HIGH |
1.1000 |
|
0.618 |
1.0978 |
|
0.500 |
1.0972 |
|
0.382 |
1.0965 |
|
LOW |
1.0943 |
|
0.618 |
1.0908 |
|
1.000 |
1.0886 |
|
1.618 |
1.0851 |
|
2.618 |
1.0794 |
|
4.250 |
1.0701 |
|
|
| Fisher Pivots for day following 13-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0972 |
1.1007 |
| PP |
1.0967 |
1.0991 |
| S1 |
1.0962 |
1.0974 |
|