CME Swiss Franc Future June 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 |
1.1481 |
1.1458 |
-0.0024 |
-0.2% |
1.1213 |
| High |
1.1526 |
1.1490 |
-0.0037 |
-0.3% |
1.1536 |
| Low |
1.1449 |
1.1422 |
-0.0027 |
-0.2% |
1.1213 |
| Close |
1.1461 |
1.1460 |
-0.0001 |
0.0% |
1.1495 |
| Range |
0.0078 |
0.0068 |
-0.0010 |
-12.9% |
0.0323 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
24,090 |
42,620 |
18,530 |
76.9% |
23,776 |
|
| Daily Pivots for day following 12-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1660 |
1.1627 |
1.1497 |
|
| R3 |
1.1592 |
1.1560 |
1.1479 |
|
| R2 |
1.1525 |
1.1525 |
1.1472 |
|
| R1 |
1.1492 |
1.1492 |
1.1466 |
1.1509 |
| PP |
1.1457 |
1.1457 |
1.1457 |
1.1465 |
| S1 |
1.1425 |
1.1425 |
1.1454 |
1.1441 |
| S2 |
1.1390 |
1.1390 |
1.1448 |
|
| S3 |
1.1322 |
1.1357 |
1.1441 |
|
| S4 |
1.1255 |
1.1290 |
1.1423 |
|
|
| 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% |
0.0089 |
0.8% |
59% |
False |
False |
19,967 |
| 10 |
1.1548 |
1.1205 |
0.0343 |
3.0% |
0.0086 |
0.7% |
74% |
False |
False |
10,876 |
| 20 |
1.1548 |
1.1087 |
0.0461 |
4.0% |
0.0070 |
0.6% |
81% |
False |
False |
5,510 |
| 40 |
1.1548 |
1.1072 |
0.0476 |
4.2% |
0.0053 |
0.5% |
82% |
False |
False |
2,761 |
| 60 |
1.1548 |
1.1072 |
0.0476 |
4.2% |
0.0047 |
0.4% |
82% |
False |
False |
1,842 |
| 80 |
1.1690 |
1.1072 |
0.0619 |
5.4% |
0.0040 |
0.4% |
63% |
False |
False |
1,382 |
| 100 |
1.1873 |
1.1072 |
0.0801 |
7.0% |
0.0035 |
0.3% |
49% |
False |
False |
1,106 |
| 120 |
1.2200 |
1.1072 |
0.1128 |
9.8% |
0.0033 |
0.3% |
34% |
False |
False |
921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1776 |
|
2.618 |
1.1666 |
|
1.618 |
1.1599 |
|
1.000 |
1.1557 |
|
0.618 |
1.1531 |
|
HIGH |
1.1490 |
|
0.618 |
1.1464 |
|
0.500 |
1.1456 |
|
0.382 |
1.1448 |
|
LOW |
1.1422 |
|
0.618 |
1.1380 |
|
1.000 |
1.1355 |
|
1.618 |
1.1313 |
|
2.618 |
1.1245 |
|
4.250 |
1.1135 |
|
|
| Fisher Pivots for day following 12-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1459 |
1.1485 |
| PP |
1.1457 |
1.1477 |
| S1 |
1.1456 |
1.1468 |
|