CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 21-Jan-2025
Day Change Summary
Previous Current
17-Jan-2025 21-Jan-2025 Change Change % Previous Week
Open 1.1046 1.1006 -0.0040 -0.4% 1.0991
High 1.1064 1.1116 0.0052 0.5% 1.1091
Low 1.0994 1.0994 0.0000 0.0% 1.0943
Close 1.1000 1.1098 0.0099 0.9% 1.1000
Range 0.0070 0.0122 0.0052 74.8% 0.0148
ATR 0.0074 0.0077 0.0003 4.6% 0.0000
Volume 22,314 53,606 31,292 140.2% 121,939
Daily Pivots for day following 21-Jan-2025
Classic Woodie Camarilla DeMark
R4 1.1434 1.1387 1.1165
R3 1.1312 1.1266 1.1131
R2 1.1191 1.1191 1.1120
R1 1.1144 1.1144 1.1109 1.1168
PP 1.1069 1.1069 1.1069 1.1081
S1 1.1023 1.1023 1.1087 1.1046
S2 1.0948 1.0948 1.1076
S3 1.0826 1.0901 1.1065
S4 1.0705 1.0780 1.1031
Weekly Pivots for week ending 17-Jan-2025
Classic Woodie Camarilla DeMark
R4 1.1455 1.1375 1.1081
R3 1.1307 1.1227 1.1040
R2 1.1159 1.1159 1.1027
R1 1.1079 1.1079 1.1013 1.1119
PP 1.1011 1.1011 1.1011 1.1031
S1 1.0931 1.0931 1.0986 1.0971
S2 1.0863 1.0863 1.0972
S3 1.0715 1.0783 1.0959
S4 1.0567 1.0635 1.0918
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1116 1.0977 0.0139 1.3% 0.0076 0.7% 87% True False 30,204
10 1.1168 1.0943 0.0225 2.0% 0.0071 0.6% 69% False False 27,999
20 1.1328 1.0943 0.0385 3.5% 0.0074 0.7% 40% False False 25,082
40 1.1580 1.0943 0.0637 5.7% 0.0077 0.7% 24% False False 20,689
60 1.1757 1.0943 0.0814 7.3% 0.0067 0.6% 19% False False 13,801
80 1.2108 1.0943 0.1165 10.5% 0.0059 0.5% 13% False False 10,354
100 1.2180 1.0943 0.1237 11.1% 0.0056 0.5% 13% False False 8,286
120 1.2180 1.0943 0.1237 11.1% 0.0053 0.5% 13% False False 6,906
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.1632
2.618 1.1434
1.618 1.1312
1.000 1.1237
0.618 1.1191
HIGH 1.1116
0.618 1.1069
0.500 1.1055
0.382 1.1040
LOW 1.0994
0.618 1.0919
1.000 1.0873
1.618 1.0797
2.618 1.0676
4.250 1.0478
Fisher Pivots for day following 21-Jan-2025
Pivot 1 day 3 day
R1 1.1084 1.1084
PP 1.1069 1.1069
S1 1.1055 1.1055

These figures are updated between 7pm and 10pm EST after a trading day.

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