CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 06-Feb-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2025 |
06-Feb-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1096 |
1.1143 |
0.0047 |
0.4% |
1.1105 |
| High |
1.1159 |
1.1147 |
-0.0012 |
-0.1% |
1.1216 |
| Low |
1.1089 |
1.1081 |
-0.0008 |
-0.1% |
1.1023 |
| Close |
1.1149 |
1.1095 |
-0.0054 |
-0.5% |
1.1035 |
| Range |
0.0071 |
0.0067 |
-0.0004 |
-5.7% |
0.0193 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
24,364 |
26,914 |
2,550 |
10.5% |
172,797 |
|
| Daily Pivots for day following 06-Feb-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1307 |
1.1267 |
1.1131 |
|
| R3 |
1.1240 |
1.1201 |
1.1113 |
|
| R2 |
1.1174 |
1.1174 |
1.1107 |
|
| R1 |
1.1134 |
1.1134 |
1.1101 |
1.1121 |
| PP |
1.1107 |
1.1107 |
1.1107 |
1.1101 |
| S1 |
1.1068 |
1.1068 |
1.1088 |
1.1054 |
| S2 |
1.1041 |
1.1041 |
1.1082 |
|
| S3 |
1.0974 |
1.1001 |
1.1076 |
|
| S4 |
1.0908 |
1.0935 |
1.1058 |
|
|
| 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% |
0.0086 |
0.8% |
73% |
False |
False |
36,840 |
| 10 |
1.1216 |
1.0923 |
0.0293 |
2.6% |
0.0082 |
0.7% |
59% |
False |
False |
35,166 |
| 20 |
1.1216 |
1.0923 |
0.0293 |
2.6% |
0.0075 |
0.7% |
59% |
False |
False |
31,282 |
| 40 |
1.1525 |
1.0923 |
0.0602 |
5.4% |
0.0078 |
0.7% |
28% |
False |
False |
29,456 |
| 60 |
1.1580 |
1.0923 |
0.0657 |
5.9% |
0.0074 |
0.7% |
26% |
False |
False |
20,436 |
| 80 |
1.1833 |
1.0923 |
0.0910 |
8.2% |
0.0064 |
0.6% |
19% |
False |
False |
15,331 |
| 100 |
1.2130 |
1.0923 |
0.1207 |
10.9% |
0.0061 |
0.5% |
14% |
False |
False |
12,268 |
| 120 |
1.2180 |
1.0923 |
0.1257 |
11.3% |
0.0057 |
0.5% |
14% |
False |
False |
10,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1430 |
|
2.618 |
1.1321 |
|
1.618 |
1.1255 |
|
1.000 |
1.1214 |
|
0.618 |
1.1188 |
|
HIGH |
1.1147 |
|
0.618 |
1.1122 |
|
0.500 |
1.1114 |
|
0.382 |
1.1106 |
|
LOW |
1.1081 |
|
0.618 |
1.1039 |
|
1.000 |
1.1014 |
|
1.618 |
1.0973 |
|
2.618 |
1.0906 |
|
4.250 |
1.0798 |
|
|
| Fisher Pivots for day following 06-Feb-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1114 |
1.1090 |
| PP |
1.1107 |
1.1085 |
| S1 |
1.1101 |
1.1081 |
|