CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 05-Feb-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2025 |
05-Feb-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1039 |
1.1096 |
0.0058 |
0.5% |
1.1105 |
| High |
1.1111 |
1.1159 |
0.0048 |
0.4% |
1.1216 |
| Low |
1.1002 |
1.1089 |
0.0087 |
0.8% |
1.1023 |
| Close |
1.1102 |
1.1149 |
0.0047 |
0.4% |
1.1035 |
| Range |
0.0109 |
0.0071 |
-0.0039 |
-35.3% |
0.0193 |
| ATR |
0.0080 |
0.0080 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
35,559 |
24,364 |
-11,195 |
-31.5% |
172,797 |
|
| Daily Pivots for day following 05-Feb-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1344 |
1.1317 |
1.1187 |
|
| R3 |
1.1273 |
1.1246 |
1.1168 |
|
| R2 |
1.1203 |
1.1203 |
1.1161 |
|
| R1 |
1.1176 |
1.1176 |
1.1155 |
1.1189 |
| PP |
1.1132 |
1.1132 |
1.1132 |
1.1139 |
| S1 |
1.1105 |
1.1105 |
1.1142 |
1.1119 |
| S2 |
1.1062 |
1.1062 |
1.1136 |
|
| S3 |
1.0991 |
1.1035 |
1.1129 |
|
| S4 |
1.0921 |
1.0964 |
1.1110 |
|
|
| 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 |
1.1159 |
1.0923 |
0.0236 |
2.1% |
0.0083 |
0.7% |
96% |
True |
False |
37,712 |
| 10 |
1.1216 |
1.0923 |
0.0293 |
2.6% |
0.0082 |
0.7% |
77% |
False |
False |
35,012 |
| 20 |
1.1216 |
1.0923 |
0.0293 |
2.6% |
0.0074 |
0.7% |
77% |
False |
False |
31,178 |
| 40 |
1.1543 |
1.0923 |
0.0620 |
5.6% |
0.0077 |
0.7% |
36% |
False |
False |
29,683 |
| 60 |
1.1655 |
1.0923 |
0.0732 |
6.6% |
0.0075 |
0.7% |
31% |
False |
False |
19,988 |
| 80 |
1.1881 |
1.0923 |
0.0958 |
8.6% |
0.0064 |
0.6% |
24% |
False |
False |
14,995 |
| 100 |
1.2130 |
1.0923 |
0.1207 |
10.8% |
0.0060 |
0.5% |
19% |
False |
False |
11,999 |
| 120 |
1.2180 |
1.0923 |
0.1257 |
11.3% |
0.0057 |
0.5% |
18% |
False |
False |
10,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1459 |
|
2.618 |
1.1344 |
|
1.618 |
1.1273 |
|
1.000 |
1.1230 |
|
0.618 |
1.1203 |
|
HIGH |
1.1159 |
|
0.618 |
1.1132 |
|
0.500 |
1.1124 |
|
0.382 |
1.1115 |
|
LOW |
1.1089 |
|
0.618 |
1.1045 |
|
1.000 |
1.1018 |
|
1.618 |
1.0974 |
|
2.618 |
1.0904 |
|
4.250 |
1.0789 |
|
|
| Fisher Pivots for day following 05-Feb-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1140 |
1.1113 |
| PP |
1.1132 |
1.1077 |
| S1 |
1.1124 |
1.1041 |
|