CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 03-Feb-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2025 |
03-Feb-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1043 |
1.0992 |
-0.0052 |
-0.5% |
1.1105 |
| High |
1.1077 |
1.1051 |
-0.0026 |
-0.2% |
1.1216 |
| Low |
1.1023 |
1.0923 |
-0.0100 |
-0.9% |
1.1023 |
| Close |
1.1035 |
1.1006 |
-0.0029 |
-0.3% |
1.1035 |
| Range |
0.0054 |
0.0128 |
0.0074 |
136.1% |
0.0193 |
| ATR |
0.0074 |
0.0078 |
0.0004 |
5.1% |
0.0000 |
| Volume |
40,903 |
56,463 |
15,560 |
38.0% |
172,797 |
|
| Daily Pivots for day following 03-Feb-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1376 |
1.1318 |
1.1076 |
|
| R3 |
1.1248 |
1.1191 |
1.1041 |
|
| R2 |
1.1121 |
1.1121 |
1.1029 |
|
| R1 |
1.1063 |
1.1063 |
1.1018 |
1.1092 |
| PP |
1.0993 |
1.0993 |
1.0993 |
1.1008 |
| S1 |
1.0936 |
1.0936 |
1.0994 |
1.0965 |
| S2 |
1.0866 |
1.0866 |
1.0983 |
|
| S3 |
1.0738 |
1.0808 |
1.0971 |
|
| S4 |
1.0611 |
1.0681 |
1.0936 |
|
|
| 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 |
1.1150 |
1.0923 |
0.0227 |
2.1% |
0.0076 |
0.7% |
37% |
False |
True |
37,063 |
| 10 |
1.1216 |
1.0923 |
0.0293 |
2.7% |
0.0081 |
0.7% |
28% |
False |
True |
36,509 |
| 20 |
1.1216 |
1.0923 |
0.0293 |
2.7% |
0.0076 |
0.7% |
28% |
False |
True |
31,381 |
| 40 |
1.1580 |
1.0923 |
0.0657 |
6.0% |
0.0077 |
0.7% |
13% |
False |
True |
28,334 |
| 60 |
1.1655 |
1.0923 |
0.0732 |
6.6% |
0.0074 |
0.7% |
11% |
False |
True |
18,991 |
| 80 |
1.1881 |
1.0923 |
0.0958 |
8.7% |
0.0062 |
0.6% |
9% |
False |
True |
14,246 |
| 100 |
1.2130 |
1.0923 |
0.1207 |
11.0% |
0.0059 |
0.5% |
7% |
False |
True |
11,400 |
| 120 |
1.2180 |
1.0923 |
0.1257 |
11.4% |
0.0055 |
0.5% |
7% |
False |
True |
9,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1592 |
|
2.618 |
1.1384 |
|
1.618 |
1.1257 |
|
1.000 |
1.1178 |
|
0.618 |
1.1129 |
|
HIGH |
1.1051 |
|
0.618 |
1.1002 |
|
0.500 |
1.0987 |
|
0.382 |
1.0972 |
|
LOW |
1.0923 |
|
0.618 |
1.0844 |
|
1.000 |
1.0796 |
|
1.618 |
1.0717 |
|
2.618 |
1.0589 |
|
4.250 |
1.0381 |
|
|
| Fisher Pivots for day following 03-Feb-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1000 |
1.1008 |
| PP |
1.0993 |
1.1007 |
| S1 |
1.0987 |
1.1007 |
|