CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 06-Mar-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2025 |
06-Mar-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1262 |
1.1241 |
-0.0021 |
-0.2% |
1.1174 |
| High |
1.1308 |
1.1343 |
0.0036 |
0.3% |
1.1245 |
| Low |
1.1233 |
1.1215 |
-0.0019 |
-0.2% |
1.1085 |
| Close |
1.1246 |
1.1341 |
0.0096 |
0.8% |
1.1087 |
| Range |
0.0075 |
0.0129 |
0.0054 |
72.5% |
0.0160 |
| ATR |
0.0078 |
0.0081 |
0.0004 |
4.7% |
0.0000 |
| Volume |
46,401 |
62,890 |
16,489 |
35.5% |
125,740 |
|
| Daily Pivots for day following 06-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1685 |
1.1642 |
1.1412 |
|
| R3 |
1.1557 |
1.1513 |
1.1376 |
|
| R2 |
1.1428 |
1.1428 |
1.1365 |
|
| R1 |
1.1385 |
1.1385 |
1.1353 |
1.1406 |
| PP |
1.1300 |
1.1300 |
1.1300 |
1.1310 |
| S1 |
1.1256 |
1.1256 |
1.1329 |
1.1278 |
| S2 |
1.1171 |
1.1171 |
1.1317 |
|
| S3 |
1.1043 |
1.1128 |
1.1306 |
|
| S4 |
1.0914 |
1.0999 |
1.1270 |
|
|
| 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 |
1.1343 |
1.1085 |
0.0258 |
2.3% |
0.0096 |
0.9% |
99% |
True |
False |
43,903 |
| 10 |
1.1343 |
1.1085 |
0.0258 |
2.3% |
0.0081 |
0.7% |
99% |
True |
False |
33,609 |
| 20 |
1.1343 |
1.0962 |
0.0381 |
3.4% |
0.0075 |
0.7% |
99% |
True |
False |
30,782 |
| 40 |
1.1343 |
1.0923 |
0.0420 |
3.7% |
0.0075 |
0.7% |
100% |
True |
False |
30,980 |
| 60 |
1.1543 |
1.0923 |
0.0620 |
5.5% |
0.0077 |
0.7% |
67% |
False |
False |
30,049 |
| 80 |
1.1655 |
1.0923 |
0.0732 |
6.5% |
0.0075 |
0.7% |
57% |
False |
False |
22,686 |
| 100 |
1.1881 |
1.0923 |
0.0958 |
8.4% |
0.0066 |
0.6% |
44% |
False |
False |
18,152 |
| 120 |
1.2130 |
1.0923 |
0.1207 |
10.6% |
0.0063 |
0.6% |
35% |
False |
False |
15,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1889 |
|
2.618 |
1.1679 |
|
1.618 |
1.1551 |
|
1.000 |
1.1472 |
|
0.618 |
1.1422 |
|
HIGH |
1.1343 |
|
0.618 |
1.1294 |
|
0.500 |
1.1279 |
|
0.382 |
1.1264 |
|
LOW |
1.1215 |
|
0.618 |
1.1135 |
|
1.000 |
1.1086 |
|
1.618 |
1.1007 |
|
2.618 |
1.0878 |
|
4.250 |
1.0668 |
|
|
| Fisher Pivots for day following 06-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1320 |
1.1312 |
| PP |
1.1300 |
1.1282 |
| S1 |
1.1279 |
1.1253 |
|