CME Swiss Franc Future June 2025
| Trading Metrics calculated at close of trading on 18-Mar-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2025 |
18-Mar-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1419 |
1.1476 |
0.0057 |
0.5% |
1.1502 |
| High |
1.1487 |
1.1537 |
0.0051 |
0.4% |
1.1548 |
| Low |
1.1414 |
1.1459 |
0.0045 |
0.4% |
1.1402 |
| Close |
1.1478 |
1.1530 |
0.0052 |
0.5% |
1.1419 |
| Range |
0.0073 |
0.0079 |
0.0006 |
7.5% |
0.0146 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.6% |
0.0000 |
| Volume |
20,481 |
21,206 |
725 |
3.5% |
163,766 |
|
| Daily Pivots for day following 18-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1744 |
1.1715 |
1.1573 |
|
| R3 |
1.1665 |
1.1637 |
1.1551 |
|
| R2 |
1.1587 |
1.1587 |
1.1544 |
|
| R1 |
1.1558 |
1.1558 |
1.1537 |
1.1573 |
| PP |
1.1508 |
1.1508 |
1.1508 |
1.1516 |
| S1 |
1.1480 |
1.1480 |
1.1522 |
1.1494 |
| S2 |
1.1430 |
1.1430 |
1.1515 |
|
| S3 |
1.1351 |
1.1401 |
1.1508 |
|
| S4 |
1.1273 |
1.1323 |
1.1486 |
|
|
| Weekly Pivots for week ending 14-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1894 |
1.1802 |
1.1499 |
|
| R3 |
1.1748 |
1.1656 |
1.1459 |
|
| R2 |
1.1602 |
1.1602 |
1.1445 |
|
| R1 |
1.1510 |
1.1510 |
1.1432 |
1.1483 |
| PP |
1.1456 |
1.1456 |
1.1456 |
1.1442 |
| S1 |
1.1364 |
1.1364 |
1.1405 |
1.1337 |
| S2 |
1.1310 |
1.1310 |
1.1392 |
|
| S3 |
1.1164 |
1.1218 |
1.1378 |
|
| S4 |
1.1018 |
1.1072 |
1.1338 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1537 |
1.1402 |
0.0136 |
1.2% |
0.0070 |
0.6% |
94% |
True |
False |
32,681 |
| 10 |
1.1548 |
1.1336 |
0.0212 |
1.8% |
0.0080 |
0.7% |
92% |
False |
False |
22,512 |
| 20 |
1.1548 |
1.1200 |
0.0348 |
3.0% |
0.0072 |
0.6% |
95% |
False |
False |
11,536 |
| 40 |
1.1548 |
1.1072 |
0.0476 |
4.1% |
0.0057 |
0.5% |
96% |
False |
False |
5,781 |
| 60 |
1.1548 |
1.1072 |
0.0476 |
4.1% |
0.0048 |
0.4% |
96% |
False |
False |
3,855 |
| 80 |
1.1690 |
1.1072 |
0.0619 |
5.4% |
0.0043 |
0.4% |
74% |
False |
False |
2,892 |
| 100 |
1.1873 |
1.1072 |
0.0801 |
6.9% |
0.0038 |
0.3% |
57% |
False |
False |
2,314 |
| 120 |
1.2200 |
1.1072 |
0.1128 |
9.8% |
0.0035 |
0.3% |
41% |
False |
False |
1,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1871 |
|
2.618 |
1.1743 |
|
1.618 |
1.1664 |
|
1.000 |
1.1616 |
|
0.618 |
1.1586 |
|
HIGH |
1.1537 |
|
0.618 |
1.1507 |
|
0.500 |
1.1498 |
|
0.382 |
1.1488 |
|
LOW |
1.1459 |
|
0.618 |
1.1410 |
|
1.000 |
1.1380 |
|
1.618 |
1.1331 |
|
2.618 |
1.1253 |
|
4.250 |
1.1125 |
|
|
| Fisher Pivots for day following 18-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1519 |
1.1509 |
| PP |
1.1508 |
1.1489 |
| S1 |
1.1498 |
1.1469 |
|