CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 27-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2025 |
27-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1082 |
1.1105 |
0.0023 |
0.2% |
1.1006 |
| High |
1.1140 |
1.1216 |
0.0076 |
0.7% |
1.1140 |
| Low |
1.1079 |
1.1082 |
0.0003 |
0.0% |
1.0994 |
| Close |
1.1099 |
1.1155 |
0.0056 |
0.5% |
1.1099 |
| Range |
0.0061 |
0.0134 |
0.0073 |
119.7% |
0.0146 |
| ATR |
0.0073 |
0.0078 |
0.0004 |
5.9% |
0.0000 |
| Volume |
35,564 |
43,944 |
8,380 |
23.6% |
135,830 |
|
| Daily Pivots for day following 27-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1553 |
1.1488 |
1.1229 |
|
| R3 |
1.1419 |
1.1354 |
1.1192 |
|
| R2 |
1.1285 |
1.1285 |
1.1180 |
|
| R1 |
1.1220 |
1.1220 |
1.1167 |
1.1252 |
| PP |
1.1151 |
1.1151 |
1.1151 |
1.1167 |
| S1 |
1.1086 |
1.1086 |
1.1143 |
1.1118 |
| S2 |
1.1017 |
1.1017 |
1.1130 |
|
| S3 |
1.0883 |
1.0952 |
1.1118 |
|
| S4 |
1.0749 |
1.0818 |
1.1081 |
|
|
| 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 |
1.1216 |
1.0994 |
0.0222 |
2.0% |
0.0086 |
0.8% |
73% |
True |
False |
35,954 |
| 10 |
1.1216 |
1.0943 |
0.0273 |
2.4% |
0.0075 |
0.7% |
78% |
True |
False |
30,171 |
| 20 |
1.1229 |
1.0943 |
0.0286 |
2.6% |
0.0076 |
0.7% |
74% |
False |
False |
27,804 |
| 40 |
1.1580 |
1.0943 |
0.0637 |
5.7% |
0.0077 |
0.7% |
33% |
False |
False |
23,826 |
| 60 |
1.1757 |
1.0943 |
0.0814 |
7.3% |
0.0070 |
0.6% |
26% |
False |
False |
15,903 |
| 80 |
1.2012 |
1.0943 |
0.1069 |
9.6% |
0.0060 |
0.5% |
20% |
False |
False |
11,930 |
| 100 |
1.2180 |
1.0943 |
0.1237 |
11.1% |
0.0057 |
0.5% |
17% |
False |
False |
9,547 |
| 120 |
1.2180 |
1.0943 |
0.1237 |
11.1% |
0.0053 |
0.5% |
17% |
False |
False |
7,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1785 |
|
2.618 |
1.1566 |
|
1.618 |
1.1432 |
|
1.000 |
1.1350 |
|
0.618 |
1.1298 |
|
HIGH |
1.1216 |
|
0.618 |
1.1164 |
|
0.500 |
1.1149 |
|
0.382 |
1.1133 |
|
LOW |
1.1082 |
|
0.618 |
1.0999 |
|
1.000 |
1.0948 |
|
1.618 |
1.0865 |
|
2.618 |
1.0731 |
|
4.250 |
1.0512 |
|
|
| Fisher Pivots for day following 27-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1153 |
1.1146 |
| PP |
1.1151 |
1.1137 |
| S1 |
1.1149 |
1.1128 |
|