CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 28-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2025 |
28-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1105 |
1.1147 |
0.0042 |
0.4% |
1.1006 |
| High |
1.1216 |
1.1150 |
-0.0066 |
-0.6% |
1.1140 |
| Low |
1.1082 |
1.1084 |
0.0002 |
0.0% |
1.0994 |
| Close |
1.1155 |
1.1122 |
-0.0033 |
-0.3% |
1.1099 |
| Range |
0.0134 |
0.0067 |
-0.0068 |
-50.4% |
0.0146 |
| ATR |
0.0078 |
0.0077 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
43,944 |
26,135 |
-17,809 |
-40.5% |
135,830 |
|
| Daily Pivots for day following 28-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1318 |
1.1287 |
1.1159 |
|
| R3 |
1.1252 |
1.1220 |
1.1140 |
|
| R2 |
1.1185 |
1.1185 |
1.1134 |
|
| R1 |
1.1154 |
1.1154 |
1.1128 |
1.1136 |
| PP |
1.1119 |
1.1119 |
1.1119 |
1.1110 |
| S1 |
1.1087 |
1.1087 |
1.1116 |
1.1070 |
| S2 |
1.1052 |
1.1052 |
1.1110 |
|
| S3 |
1.0986 |
1.1021 |
1.1104 |
|
| S4 |
1.0919 |
1.0954 |
1.1085 |
|
|
| 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 |
1.1041 |
0.0175 |
1.6% |
0.0075 |
0.7% |
46% |
False |
False |
30,460 |
| 10 |
1.1216 |
1.0977 |
0.0239 |
2.1% |
0.0076 |
0.7% |
61% |
False |
False |
30,332 |
| 20 |
1.1216 |
1.0943 |
0.0273 |
2.5% |
0.0077 |
0.7% |
66% |
False |
False |
28,371 |
| 40 |
1.1580 |
1.0943 |
0.0637 |
5.7% |
0.0077 |
0.7% |
28% |
False |
False |
24,473 |
| 60 |
1.1757 |
1.0943 |
0.0814 |
7.3% |
0.0071 |
0.6% |
22% |
False |
False |
16,339 |
| 80 |
1.1964 |
1.0943 |
0.1021 |
9.2% |
0.0061 |
0.5% |
18% |
False |
False |
12,257 |
| 100 |
1.2180 |
1.0943 |
0.1237 |
11.1% |
0.0058 |
0.5% |
14% |
False |
False |
9,809 |
| 120 |
1.2180 |
1.0943 |
0.1237 |
11.1% |
0.0054 |
0.5% |
14% |
False |
False |
8,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1433 |
|
2.618 |
1.1324 |
|
1.618 |
1.1258 |
|
1.000 |
1.1217 |
|
0.618 |
1.1191 |
|
HIGH |
1.1150 |
|
0.618 |
1.1125 |
|
0.500 |
1.1117 |
|
0.382 |
1.1109 |
|
LOW |
1.1084 |
|
0.618 |
1.1042 |
|
1.000 |
1.1017 |
|
1.618 |
1.0976 |
|
2.618 |
1.0909 |
|
4.250 |
1.0801 |
|
|
| Fisher Pivots for day following 28-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1120 |
1.1147 |
| PP |
1.1119 |
1.1139 |
| S1 |
1.1117 |
1.1130 |
|