CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 12-Mar-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2025 |
12-Mar-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1357 |
1.1338 |
-0.0019 |
-0.2% |
1.1095 |
| High |
1.1407 |
1.1372 |
-0.0035 |
-0.3% |
1.1417 |
| Low |
1.1326 |
1.1303 |
-0.0023 |
-0.2% |
1.1090 |
| Close |
1.1342 |
1.1341 |
-0.0001 |
0.0% |
1.1375 |
| Range |
0.0081 |
0.0069 |
-0.0012 |
-14.8% |
0.0327 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
49,076 |
55,717 |
6,641 |
13.5% |
233,823 |
|
| Daily Pivots for day following 12-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1546 |
1.1512 |
1.1378 |
|
| R3 |
1.1477 |
1.1443 |
1.1359 |
|
| R2 |
1.1408 |
1.1408 |
1.1353 |
|
| R1 |
1.1374 |
1.1374 |
1.1347 |
1.1391 |
| PP |
1.1339 |
1.1339 |
1.1339 |
1.1347 |
| S1 |
1.1305 |
1.1305 |
1.1334 |
1.1322 |
| S2 |
1.1270 |
1.1270 |
1.1328 |
|
| S3 |
1.1201 |
1.1236 |
1.1322 |
|
| S4 |
1.1132 |
1.1167 |
1.1303 |
|
|
| Weekly Pivots for week ending 07-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2275 |
1.2152 |
1.1554 |
|
| R3 |
1.1948 |
1.1825 |
1.1464 |
|
| R2 |
1.1621 |
1.1621 |
1.1434 |
|
| R1 |
1.1498 |
1.1498 |
1.1404 |
1.1559 |
| PP |
1.1294 |
1.1294 |
1.1294 |
1.1325 |
| S1 |
1.1171 |
1.1171 |
1.1345 |
1.1232 |
| S2 |
1.0967 |
1.0967 |
1.1315 |
|
| S3 |
1.0640 |
1.0844 |
1.1285 |
|
| S4 |
1.0313 |
1.0517 |
1.1195 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1427 |
1.1215 |
0.0212 |
1.9% |
0.0090 |
0.8% |
59% |
False |
False |
51,226 |
| 10 |
1.1427 |
1.1085 |
0.0342 |
3.0% |
0.0089 |
0.8% |
75% |
False |
False |
43,823 |
| 20 |
1.1427 |
1.0962 |
0.0465 |
4.1% |
0.0081 |
0.7% |
81% |
False |
False |
35,473 |
| 40 |
1.1427 |
1.0923 |
0.0504 |
4.4% |
0.0077 |
0.7% |
83% |
False |
False |
33,282 |
| 60 |
1.1427 |
1.0923 |
0.0504 |
4.4% |
0.0076 |
0.7% |
83% |
False |
False |
30,882 |
| 80 |
1.1580 |
1.0923 |
0.0657 |
5.8% |
0.0076 |
0.7% |
64% |
False |
False |
25,101 |
| 100 |
1.1773 |
1.0923 |
0.0850 |
7.5% |
0.0068 |
0.6% |
49% |
False |
False |
20,084 |
| 120 |
1.2108 |
1.0923 |
0.1185 |
10.4% |
0.0064 |
0.6% |
35% |
False |
False |
16,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1665 |
|
2.618 |
1.1553 |
|
1.618 |
1.1484 |
|
1.000 |
1.1441 |
|
0.618 |
1.1415 |
|
HIGH |
1.1372 |
|
0.618 |
1.1346 |
|
0.500 |
1.1338 |
|
0.382 |
1.1329 |
|
LOW |
1.1303 |
|
0.618 |
1.1260 |
|
1.000 |
1.1234 |
|
1.618 |
1.1191 |
|
2.618 |
1.1122 |
|
4.250 |
1.1010 |
|
|
| Fisher Pivots for day following 12-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1340 |
1.1365 |
| PP |
1.1339 |
1.1357 |
| S1 |
1.1338 |
1.1349 |
|