CME Swiss Franc Future June 2025
| Trading Metrics calculated at close of trading on 11-Mar-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2025 |
11-Mar-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1502 |
1.1481 |
-0.0021 |
-0.2% |
1.1213 |
| High |
1.1548 |
1.1526 |
-0.0022 |
-0.2% |
1.1536 |
| Low |
1.1464 |
1.1449 |
-0.0016 |
-0.1% |
1.1213 |
| Close |
1.1477 |
1.1461 |
-0.0016 |
-0.1% |
1.1495 |
| Range |
0.0084 |
0.0078 |
-0.0006 |
-7.2% |
0.0323 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.3% |
0.0000 |
| Volume |
17,958 |
24,090 |
6,132 |
34.1% |
23,776 |
|
| Daily Pivots for day following 11-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1711 |
1.1663 |
1.1503 |
|
| R3 |
1.1633 |
1.1586 |
1.1482 |
|
| R2 |
1.1556 |
1.1556 |
1.1475 |
|
| R1 |
1.1508 |
1.1508 |
1.1468 |
1.1493 |
| PP |
1.1478 |
1.1478 |
1.1478 |
1.1471 |
| S1 |
1.1431 |
1.1431 |
1.1453 |
1.1416 |
| S2 |
1.1401 |
1.1401 |
1.1446 |
|
| S3 |
1.1323 |
1.1353 |
1.1439 |
|
| S4 |
1.1246 |
1.1276 |
1.1418 |
|
|
| Weekly Pivots for week ending 07-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2383 |
1.2262 |
1.1673 |
|
| R3 |
1.2060 |
1.1939 |
1.1584 |
|
| R2 |
1.1737 |
1.1737 |
1.1554 |
|
| R1 |
1.1616 |
1.1616 |
1.1525 |
1.1677 |
| PP |
1.1414 |
1.1414 |
1.1414 |
1.1445 |
| S1 |
1.1293 |
1.1293 |
1.1465 |
1.1354 |
| S2 |
1.1091 |
1.1091 |
1.1436 |
|
| S3 |
1.0768 |
1.0970 |
1.1406 |
|
| S4 |
1.0445 |
1.0647 |
1.1317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1548 |
1.1336 |
0.0212 |
1.8% |
0.0090 |
0.8% |
59% |
False |
False |
12,343 |
| 10 |
1.1548 |
1.1205 |
0.0343 |
3.0% |
0.0084 |
0.7% |
75% |
False |
False |
6,672 |
| 20 |
1.1548 |
1.1087 |
0.0461 |
4.0% |
0.0068 |
0.6% |
81% |
False |
False |
3,380 |
| 40 |
1.1548 |
1.1072 |
0.0476 |
4.2% |
0.0052 |
0.5% |
82% |
False |
False |
1,696 |
| 60 |
1.1548 |
1.1072 |
0.0476 |
4.2% |
0.0046 |
0.4% |
82% |
False |
False |
1,132 |
| 80 |
1.1690 |
1.1072 |
0.0619 |
5.4% |
0.0039 |
0.3% |
63% |
False |
False |
850 |
| 100 |
1.1873 |
1.1072 |
0.0801 |
7.0% |
0.0034 |
0.3% |
49% |
False |
False |
680 |
| 120 |
1.2200 |
1.1072 |
0.1128 |
9.8% |
0.0033 |
0.3% |
34% |
False |
False |
566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1855 |
|
2.618 |
1.1729 |
|
1.618 |
1.1651 |
|
1.000 |
1.1604 |
|
0.618 |
1.1574 |
|
HIGH |
1.1526 |
|
0.618 |
1.1496 |
|
0.500 |
1.1487 |
|
0.382 |
1.1478 |
|
LOW |
1.1449 |
|
0.618 |
1.1401 |
|
1.000 |
1.1371 |
|
1.618 |
1.1323 |
|
2.618 |
1.1246 |
|
4.250 |
1.1119 |
|
|
| Fisher Pivots for day following 11-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1487 |
1.1498 |
| PP |
1.1478 |
1.1485 |
| S1 |
1.1469 |
1.1473 |
|