CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 03-Mar-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2025 |
03-Mar-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1131 |
1.1095 |
-0.0036 |
-0.3% |
1.1174 |
| High |
1.1151 |
1.1178 |
0.0027 |
0.2% |
1.1245 |
| Low |
1.1085 |
1.1090 |
0.0005 |
0.0% |
1.1085 |
| Close |
1.1087 |
1.1159 |
0.0073 |
0.7% |
1.1087 |
| Range |
0.0066 |
0.0088 |
0.0022 |
33.3% |
0.0160 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.9% |
0.0000 |
| Volume |
31,347 |
29,882 |
-1,465 |
-4.7% |
125,740 |
|
| Daily Pivots for day following 03-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1406 |
1.1371 |
1.1207 |
|
| R3 |
1.1318 |
1.1283 |
1.1183 |
|
| R2 |
1.1230 |
1.1230 |
1.1175 |
|
| R1 |
1.1195 |
1.1195 |
1.1167 |
1.1213 |
| PP |
1.1142 |
1.1142 |
1.1142 |
1.1151 |
| S1 |
1.1107 |
1.1107 |
1.1151 |
1.1125 |
| S2 |
1.1054 |
1.1054 |
1.1143 |
|
| S3 |
1.0966 |
1.1019 |
1.1135 |
|
| S4 |
1.0878 |
1.0931 |
1.1111 |
|
|
| Weekly Pivots for week ending 28-Feb-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1619 |
1.1513 |
1.1175 |
|
| R3 |
1.1459 |
1.1353 |
1.1131 |
|
| R2 |
1.1299 |
1.1299 |
1.1116 |
|
| R1 |
1.1193 |
1.1193 |
1.1101 |
1.1166 |
| PP |
1.1139 |
1.1139 |
1.1139 |
1.1125 |
| S1 |
1.1033 |
1.1033 |
1.1072 |
1.1006 |
| S2 |
1.0979 |
1.0979 |
1.1057 |
|
| S3 |
1.0819 |
1.0873 |
1.1043 |
|
| S4 |
1.0659 |
1.0713 |
1.0999 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1245 |
1.1085 |
0.0160 |
1.4% |
0.0076 |
0.7% |
46% |
False |
False |
27,085 |
| 10 |
1.1245 |
1.1077 |
0.0169 |
1.5% |
0.0067 |
0.6% |
49% |
False |
False |
25,829 |
| 20 |
1.1245 |
1.0923 |
0.0322 |
2.9% |
0.0074 |
0.7% |
73% |
False |
False |
28,687 |
| 40 |
1.1245 |
1.0923 |
0.0322 |
2.9% |
0.0073 |
0.7% |
73% |
False |
False |
29,287 |
| 60 |
1.1580 |
1.0923 |
0.0657 |
5.9% |
0.0075 |
0.7% |
36% |
False |
False |
27,553 |
| 80 |
1.1757 |
1.0923 |
0.0834 |
7.5% |
0.0073 |
0.7% |
28% |
False |
False |
20,709 |
| 100 |
1.1881 |
1.0923 |
0.0958 |
8.6% |
0.0063 |
0.6% |
25% |
False |
False |
16,569 |
| 120 |
1.2130 |
1.0923 |
0.1207 |
10.8% |
0.0061 |
0.5% |
20% |
False |
False |
13,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1552 |
|
2.618 |
1.1408 |
|
1.618 |
1.1320 |
|
1.000 |
1.1266 |
|
0.618 |
1.1232 |
|
HIGH |
1.1178 |
|
0.618 |
1.1144 |
|
0.500 |
1.1134 |
|
0.382 |
1.1124 |
|
LOW |
1.1090 |
|
0.618 |
1.1036 |
|
1.000 |
1.1002 |
|
1.618 |
1.0948 |
|
2.618 |
1.0860 |
|
4.250 |
1.0716 |
|
|
| Fisher Pivots for day following 03-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1151 |
1.1155 |
| PP |
1.1142 |
1.1150 |
| S1 |
1.1134 |
1.1146 |
|