CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 30-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2025 |
30-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1118 |
1.1081 |
-0.0038 |
-0.3% |
1.1006 |
| High |
1.1131 |
1.1093 |
-0.0038 |
-0.3% |
1.1140 |
| Low |
1.1053 |
1.1039 |
-0.0014 |
-0.1% |
1.0994 |
| Close |
1.1080 |
1.1060 |
-0.0020 |
-0.2% |
1.1099 |
| Range |
0.0078 |
0.0055 |
-0.0024 |
-30.1% |
0.0146 |
| ATR |
0.0077 |
0.0076 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
30,542 |
31,273 |
731 |
2.4% |
135,830 |
|
| Daily Pivots for day following 30-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1227 |
1.1198 |
1.1090 |
|
| R3 |
1.1173 |
1.1144 |
1.1075 |
|
| R2 |
1.1118 |
1.1118 |
1.1070 |
|
| R1 |
1.1089 |
1.1089 |
1.1065 |
1.1077 |
| PP |
1.1064 |
1.1064 |
1.1064 |
1.1058 |
| S1 |
1.1035 |
1.1035 |
1.1055 |
1.1022 |
| S2 |
1.1009 |
1.1009 |
1.1050 |
|
| S3 |
1.0955 |
1.0980 |
1.1045 |
|
| S4 |
1.0900 |
1.0926 |
1.1030 |
|
|
| 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 |
1.1039 |
0.0177 |
1.6% |
0.0079 |
0.7% |
12% |
False |
True |
33,491 |
| 10 |
1.1216 |
1.0994 |
0.0222 |
2.0% |
0.0074 |
0.7% |
30% |
False |
False |
31,360 |
| 20 |
1.1216 |
1.0943 |
0.0273 |
2.5% |
0.0076 |
0.7% |
43% |
False |
False |
29,489 |
| 40 |
1.1580 |
1.0943 |
0.0637 |
5.8% |
0.0076 |
0.7% |
18% |
False |
False |
26,001 |
| 60 |
1.1757 |
1.0943 |
0.0814 |
7.4% |
0.0071 |
0.6% |
14% |
False |
False |
17,368 |
| 80 |
1.1921 |
1.0943 |
0.0978 |
8.8% |
0.0060 |
0.5% |
12% |
False |
False |
13,029 |
| 100 |
1.2130 |
1.0943 |
0.1187 |
10.7% |
0.0057 |
0.5% |
10% |
False |
False |
10,427 |
| 120 |
1.2180 |
1.0943 |
0.1237 |
11.2% |
0.0055 |
0.5% |
9% |
False |
False |
8,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1325 |
|
2.618 |
1.1236 |
|
1.618 |
1.1181 |
|
1.000 |
1.1148 |
|
0.618 |
1.1127 |
|
HIGH |
1.1093 |
|
0.618 |
1.1072 |
|
0.500 |
1.1066 |
|
0.382 |
1.1059 |
|
LOW |
1.1039 |
|
0.618 |
1.1005 |
|
1.000 |
1.0984 |
|
1.618 |
1.0950 |
|
2.618 |
1.0896 |
|
4.250 |
1.0807 |
|
|
| Fisher Pivots for day following 30-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1066 |
1.1094 |
| PP |
1.1064 |
1.1083 |
| S1 |
1.1062 |
1.1071 |
|