CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 31-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2025 |
31-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1081 |
1.1043 |
-0.0038 |
-0.3% |
1.1105 |
| High |
1.1093 |
1.1077 |
-0.0017 |
-0.1% |
1.1216 |
| Low |
1.1039 |
1.1023 |
-0.0016 |
-0.1% |
1.1023 |
| Close |
1.1060 |
1.1035 |
-0.0025 |
-0.2% |
1.1035 |
| Range |
0.0055 |
0.0054 |
-0.0001 |
-0.9% |
0.0193 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
31,273 |
40,903 |
9,630 |
30.8% |
172,797 |
|
| Daily Pivots for day following 31-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1207 |
1.1175 |
1.1065 |
|
| R3 |
1.1153 |
1.1121 |
1.1050 |
|
| R2 |
1.1099 |
1.1099 |
1.1045 |
|
| R1 |
1.1067 |
1.1067 |
1.1040 |
1.1056 |
| PP |
1.1045 |
1.1045 |
1.1045 |
1.1039 |
| S1 |
1.1013 |
1.1013 |
1.1030 |
1.1002 |
| S2 |
1.0991 |
1.0991 |
1.1025 |
|
| S3 |
1.0937 |
1.0959 |
1.1020 |
|
| S4 |
1.0883 |
1.0905 |
1.1005 |
|
|
| Weekly Pivots for week ending 31-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1670 |
1.1546 |
1.1141 |
|
| R3 |
1.1477 |
1.1353 |
1.1088 |
|
| R2 |
1.1284 |
1.1284 |
1.1070 |
|
| R1 |
1.1160 |
1.1160 |
1.1053 |
1.1125 |
| PP |
1.1091 |
1.1091 |
1.1091 |
1.1074 |
| S1 |
1.0967 |
1.0967 |
1.1017 |
1.0932 |
| S2 |
1.0898 |
1.0898 |
1.1000 |
|
| S3 |
1.0705 |
1.0774 |
1.0982 |
|
| S4 |
1.0512 |
1.0581 |
1.0929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1216 |
1.1023 |
0.0193 |
1.7% |
0.0077 |
0.7% |
6% |
False |
True |
34,559 |
| 10 |
1.1216 |
1.0994 |
0.0222 |
2.0% |
0.0075 |
0.7% |
19% |
False |
False |
33,094 |
| 20 |
1.1216 |
1.0943 |
0.0273 |
2.5% |
0.0072 |
0.7% |
34% |
False |
False |
29,888 |
| 40 |
1.1580 |
1.0943 |
0.0637 |
5.8% |
0.0076 |
0.7% |
14% |
False |
False |
26,986 |
| 60 |
1.1757 |
1.0943 |
0.0814 |
7.4% |
0.0072 |
0.7% |
11% |
False |
False |
18,050 |
| 80 |
1.1881 |
1.0943 |
0.0938 |
8.5% |
0.0060 |
0.5% |
10% |
False |
False |
13,540 |
| 100 |
1.2130 |
1.0943 |
0.1187 |
10.8% |
0.0058 |
0.5% |
8% |
False |
False |
10,836 |
| 120 |
1.2180 |
1.0943 |
0.1237 |
11.2% |
0.0055 |
0.5% |
7% |
False |
False |
9,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1306 |
|
2.618 |
1.1218 |
|
1.618 |
1.1164 |
|
1.000 |
1.1131 |
|
0.618 |
1.1110 |
|
HIGH |
1.1077 |
|
0.618 |
1.1056 |
|
0.500 |
1.1050 |
|
0.382 |
1.1043 |
|
LOW |
1.1023 |
|
0.618 |
1.0989 |
|
1.000 |
1.0969 |
|
1.618 |
1.0935 |
|
2.618 |
1.0881 |
|
4.250 |
1.0793 |
|
|
| Fisher Pivots for day following 31-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1050 |
1.1077 |
| PP |
1.1045 |
1.1063 |
| S1 |
1.1040 |
1.1049 |
|