CME Swiss Franc Future June 2025
| Trading Metrics calculated at close of trading on 20-Mar-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2025 |
20-Mar-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1529 |
1.1510 |
-0.0019 |
-0.2% |
1.1502 |
| High |
1.1532 |
1.1536 |
0.0004 |
0.0% |
1.1548 |
| Low |
1.1470 |
1.1424 |
-0.0046 |
-0.4% |
1.1402 |
| Close |
1.1513 |
1.1454 |
-0.0059 |
-0.5% |
1.1419 |
| Range |
0.0062 |
0.0112 |
0.0050 |
80.6% |
0.0146 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
3.9% |
0.0000 |
| Volume |
24,899 |
38,738 |
13,839 |
55.6% |
163,766 |
|
| Daily Pivots for day following 20-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1807 |
1.1743 |
1.1516 |
|
| R3 |
1.1695 |
1.1631 |
1.1485 |
|
| R2 |
1.1583 |
1.1583 |
1.1475 |
|
| R1 |
1.1519 |
1.1519 |
1.1464 |
1.1495 |
| PP |
1.1471 |
1.1471 |
1.1471 |
1.1459 |
| S1 |
1.1407 |
1.1407 |
1.1444 |
1.1383 |
| S2 |
1.1359 |
1.1359 |
1.1433 |
|
| S3 |
1.1247 |
1.1295 |
1.1423 |
|
| S4 |
1.1135 |
1.1183 |
1.1392 |
|
|
| 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% |
0.0078 |
0.7% |
39% |
False |
False |
26,591 |
| 10 |
1.1548 |
1.1402 |
0.0146 |
1.3% |
0.0077 |
0.7% |
36% |
False |
False |
27,298 |
| 20 |
1.1548 |
1.1205 |
0.0343 |
3.0% |
0.0077 |
0.7% |
73% |
False |
False |
14,714 |
| 40 |
1.1548 |
1.1072 |
0.0476 |
4.2% |
0.0061 |
0.5% |
80% |
False |
False |
7,371 |
| 60 |
1.1548 |
1.1072 |
0.0476 |
4.2% |
0.0050 |
0.4% |
80% |
False |
False |
4,915 |
| 80 |
1.1690 |
1.1072 |
0.0619 |
5.4% |
0.0045 |
0.4% |
62% |
False |
False |
3,688 |
| 100 |
1.1873 |
1.1072 |
0.0801 |
7.0% |
0.0039 |
0.3% |
48% |
False |
False |
2,950 |
| 120 |
1.2200 |
1.1072 |
0.1128 |
9.8% |
0.0036 |
0.3% |
34% |
False |
False |
2,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2012 |
|
2.618 |
1.1829 |
|
1.618 |
1.1717 |
|
1.000 |
1.1648 |
|
0.618 |
1.1605 |
|
HIGH |
1.1536 |
|
0.618 |
1.1493 |
|
0.500 |
1.1480 |
|
0.382 |
1.1466 |
|
LOW |
1.1424 |
|
0.618 |
1.1354 |
|
1.000 |
1.1312 |
|
1.618 |
1.1242 |
|
2.618 |
1.1130 |
|
4.250 |
1.0948 |
|
|
| Fisher Pivots for day following 20-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1480 |
1.1480 |
| PP |
1.1471 |
1.1472 |
| S1 |
1.1463 |
1.1463 |
|