CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 04-Feb-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2025 |
04-Feb-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0992 |
1.1039 |
0.0047 |
0.4% |
1.1105 |
| High |
1.1051 |
1.1111 |
0.0061 |
0.5% |
1.1216 |
| Low |
1.0923 |
1.1002 |
0.0079 |
0.7% |
1.1023 |
| Close |
1.1006 |
1.1102 |
0.0096 |
0.9% |
1.1035 |
| Range |
0.0128 |
0.0109 |
-0.0019 |
-14.5% |
0.0193 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.8% |
0.0000 |
| Volume |
56,463 |
35,559 |
-20,904 |
-37.0% |
172,797 |
|
| Daily Pivots for day following 04-Feb-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1399 |
1.1359 |
1.1161 |
|
| R3 |
1.1290 |
1.1250 |
1.1131 |
|
| R2 |
1.1181 |
1.1181 |
1.1121 |
|
| R1 |
1.1141 |
1.1141 |
1.1111 |
1.1161 |
| PP |
1.1072 |
1.1072 |
1.1072 |
1.1081 |
| S1 |
1.1032 |
1.1032 |
1.1092 |
1.1052 |
| S2 |
1.0963 |
1.0963 |
1.1082 |
|
| S3 |
1.0854 |
1.0923 |
1.1072 |
|
| S4 |
1.0745 |
1.0814 |
1.1042 |
|
|
| 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 |
1.1131 |
1.0923 |
0.0208 |
1.9% |
0.0085 |
0.8% |
86% |
False |
False |
38,948 |
| 10 |
1.1216 |
1.0923 |
0.0293 |
2.6% |
0.0080 |
0.7% |
61% |
False |
False |
34,704 |
| 20 |
1.1216 |
1.0923 |
0.0293 |
2.6% |
0.0076 |
0.7% |
61% |
False |
False |
31,351 |
| 40 |
1.1580 |
1.0923 |
0.0657 |
5.9% |
0.0078 |
0.7% |
27% |
False |
False |
29,173 |
| 60 |
1.1655 |
1.0923 |
0.0732 |
6.6% |
0.0075 |
0.7% |
24% |
False |
False |
19,582 |
| 80 |
1.1881 |
1.0923 |
0.0958 |
8.6% |
0.0063 |
0.6% |
19% |
False |
False |
14,690 |
| 100 |
1.2130 |
1.0923 |
0.1207 |
10.9% |
0.0060 |
0.5% |
15% |
False |
False |
11,755 |
| 120 |
1.2180 |
1.0923 |
0.1257 |
11.3% |
0.0056 |
0.5% |
14% |
False |
False |
9,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1574 |
|
2.618 |
1.1396 |
|
1.618 |
1.1287 |
|
1.000 |
1.1220 |
|
0.618 |
1.1178 |
|
HIGH |
1.1111 |
|
0.618 |
1.1069 |
|
0.500 |
1.1057 |
|
0.382 |
1.1044 |
|
LOW |
1.1002 |
|
0.618 |
1.0935 |
|
1.000 |
1.0893 |
|
1.618 |
1.0826 |
|
2.618 |
1.0717 |
|
4.250 |
1.0539 |
|
|
| Fisher Pivots for day following 04-Feb-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1087 |
1.1073 |
| PP |
1.1072 |
1.1045 |
| S1 |
1.1057 |
1.1017 |
|