CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 24-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2025 |
24-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1097 |
1.1082 |
-0.0016 |
-0.1% |
1.1006 |
| High |
1.1105 |
1.1140 |
0.0035 |
0.3% |
1.1140 |
| Low |
1.1041 |
1.1079 |
0.0038 |
0.3% |
1.0994 |
| Close |
1.1091 |
1.1099 |
0.0008 |
0.1% |
1.1099 |
| Range |
0.0064 |
0.0061 |
-0.0003 |
-3.9% |
0.0146 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
25,378 |
35,564 |
10,186 |
40.1% |
135,830 |
|
| Daily Pivots for day following 24-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1289 |
1.1255 |
1.1133 |
|
| R3 |
1.1228 |
1.1194 |
1.1116 |
|
| R2 |
1.1167 |
1.1167 |
1.1110 |
|
| R1 |
1.1133 |
1.1133 |
1.1105 |
1.1150 |
| PP |
1.1106 |
1.1106 |
1.1106 |
1.1114 |
| S1 |
1.1072 |
1.1072 |
1.1093 |
1.1089 |
| S2 |
1.1045 |
1.1045 |
1.1088 |
|
| S3 |
1.0984 |
1.1011 |
1.1082 |
|
| S4 |
1.0923 |
1.0950 |
1.1065 |
|
|
| Weekly Pivots for week ending 24-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1514 |
1.1452 |
1.1179 |
|
| R3 |
1.1369 |
1.1307 |
1.1139 |
|
| R2 |
1.1223 |
1.1223 |
1.1126 |
|
| R1 |
1.1161 |
1.1161 |
1.1112 |
1.1192 |
| PP |
1.1078 |
1.1078 |
1.1078 |
1.1093 |
| S1 |
1.1016 |
1.1016 |
1.1086 |
1.1047 |
| S2 |
1.0932 |
1.0932 |
1.1072 |
|
| S3 |
1.0787 |
1.0870 |
1.1059 |
|
| S4 |
1.0641 |
1.0725 |
1.1019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1140 |
1.0994 |
0.0146 |
1.3% |
0.0074 |
0.7% |
72% |
True |
False |
31,628 |
| 10 |
1.1140 |
1.0943 |
0.0197 |
1.8% |
0.0070 |
0.6% |
79% |
True |
False |
28,293 |
| 20 |
1.1229 |
1.0943 |
0.0286 |
2.6% |
0.0071 |
0.6% |
55% |
False |
False |
25,976 |
| 40 |
1.1580 |
1.0943 |
0.0637 |
5.7% |
0.0075 |
0.7% |
24% |
False |
False |
22,731 |
| 60 |
1.1757 |
1.0943 |
0.0814 |
7.3% |
0.0068 |
0.6% |
19% |
False |
False |
15,171 |
| 80 |
1.2032 |
1.0943 |
0.1089 |
9.8% |
0.0059 |
0.5% |
14% |
False |
False |
11,381 |
| 100 |
1.2180 |
1.0943 |
0.1237 |
11.1% |
0.0056 |
0.5% |
13% |
False |
False |
9,108 |
| 120 |
1.2180 |
1.0943 |
0.1237 |
11.1% |
0.0052 |
0.5% |
13% |
False |
False |
7,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1399 |
|
2.618 |
1.1299 |
|
1.618 |
1.1238 |
|
1.000 |
1.1201 |
|
0.618 |
1.1177 |
|
HIGH |
1.1140 |
|
0.618 |
1.1116 |
|
0.500 |
1.1109 |
|
0.382 |
1.1102 |
|
LOW |
1.1079 |
|
0.618 |
1.1041 |
|
1.000 |
1.1018 |
|
1.618 |
1.0980 |
|
2.618 |
1.0919 |
|
4.250 |
1.0819 |
|
|
| Fisher Pivots for day following 24-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1109 |
1.1096 |
| PP |
1.1106 |
1.1093 |
| S1 |
1.1102 |
1.1090 |
|