CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 22-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2025 |
22-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1006 |
1.1109 |
0.0104 |
0.9% |
1.0991 |
| High |
1.1116 |
1.1138 |
0.0022 |
0.2% |
1.1091 |
| Low |
1.0994 |
1.1086 |
0.0092 |
0.8% |
1.0943 |
| Close |
1.1098 |
1.1104 |
0.0006 |
0.0% |
1.1000 |
| Range |
0.0122 |
0.0052 |
-0.0070 |
-57.2% |
0.0148 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
53,606 |
21,282 |
-32,324 |
-60.3% |
121,939 |
|
| Daily Pivots for day following 22-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1265 |
1.1236 |
1.1132 |
|
| R3 |
1.1213 |
1.1184 |
1.1118 |
|
| R2 |
1.1161 |
1.1161 |
1.1113 |
|
| R1 |
1.1132 |
1.1132 |
1.1108 |
1.1121 |
| PP |
1.1109 |
1.1109 |
1.1109 |
1.1103 |
| S1 |
1.1080 |
1.1080 |
1.1099 |
1.1069 |
| S2 |
1.1057 |
1.1057 |
1.1094 |
|
| S3 |
1.1005 |
1.1028 |
1.1089 |
|
| S4 |
1.0953 |
1.0976 |
1.1075 |
|
|
| 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 |
1.1138 |
1.0994 |
0.0144 |
1.3% |
0.0074 |
0.7% |
76% |
True |
False |
29,280 |
| 10 |
1.1138 |
1.0943 |
0.0195 |
1.8% |
0.0067 |
0.6% |
83% |
True |
False |
27,344 |
| 20 |
1.1316 |
1.0943 |
0.0373 |
3.4% |
0.0072 |
0.6% |
43% |
False |
False |
24,294 |
| 40 |
1.1580 |
1.0943 |
0.0637 |
5.7% |
0.0077 |
0.7% |
25% |
False |
False |
21,219 |
| 60 |
1.1757 |
1.0943 |
0.0814 |
7.3% |
0.0067 |
0.6% |
20% |
False |
False |
14,156 |
| 80 |
1.2108 |
1.0943 |
0.1165 |
10.5% |
0.0059 |
0.5% |
14% |
False |
False |
10,620 |
| 100 |
1.2180 |
1.0943 |
0.1237 |
11.1% |
0.0056 |
0.5% |
13% |
False |
False |
8,499 |
| 120 |
1.2180 |
1.0943 |
0.1237 |
11.1% |
0.0053 |
0.5% |
13% |
False |
False |
7,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1359 |
|
2.618 |
1.1274 |
|
1.618 |
1.1222 |
|
1.000 |
1.1190 |
|
0.618 |
1.1170 |
|
HIGH |
1.1138 |
|
0.618 |
1.1118 |
|
0.500 |
1.1112 |
|
0.382 |
1.1105 |
|
LOW |
1.1086 |
|
0.618 |
1.1053 |
|
1.000 |
1.1034 |
|
1.618 |
1.1001 |
|
2.618 |
1.0949 |
|
4.250 |
1.0865 |
|
|
| Fisher Pivots for day following 22-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1112 |
1.1091 |
| PP |
1.1109 |
1.1078 |
| S1 |
1.1106 |
1.1066 |
|