CME Swiss Franc Future June 2025
| Trading Metrics calculated at close of trading on 21-Mar-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2025 |
21-Mar-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1510 |
1.1457 |
-0.0053 |
-0.5% |
1.1419 |
| High |
1.1536 |
1.1483 |
-0.0053 |
-0.5% |
1.1537 |
| Low |
1.1424 |
1.1426 |
0.0002 |
0.0% |
1.1414 |
| Close |
1.1454 |
1.1439 |
-0.0016 |
-0.1% |
1.1439 |
| Range |
0.0112 |
0.0057 |
-0.0055 |
-49.1% |
0.0124 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
38,738 |
23,250 |
-15,488 |
-40.0% |
128,574 |
|
| Daily Pivots for day following 21-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1620 |
1.1586 |
1.1470 |
|
| R3 |
1.1563 |
1.1529 |
1.1454 |
|
| R2 |
1.1506 |
1.1506 |
1.1449 |
|
| R1 |
1.1472 |
1.1472 |
1.1444 |
1.1461 |
| PP |
1.1449 |
1.1449 |
1.1449 |
1.1443 |
| S1 |
1.1415 |
1.1415 |
1.1433 |
1.1404 |
| S2 |
1.1392 |
1.1392 |
1.1428 |
|
| S3 |
1.1335 |
1.1358 |
1.1423 |
|
| S4 |
1.1278 |
1.1301 |
1.1407 |
|
|
| Weekly Pivots for week ending 21-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1834 |
1.1760 |
1.1506 |
|
| R3 |
1.1710 |
1.1636 |
1.1472 |
|
| R2 |
1.1587 |
1.1587 |
1.1461 |
|
| R1 |
1.1513 |
1.1513 |
1.1450 |
1.1550 |
| PP |
1.1463 |
1.1463 |
1.1463 |
1.1482 |
| S1 |
1.1389 |
1.1389 |
1.1427 |
1.1426 |
| S2 |
1.1340 |
1.1340 |
1.1416 |
|
| S3 |
1.1216 |
1.1266 |
1.1405 |
|
| S4 |
1.1093 |
1.1142 |
1.1371 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1537 |
1.1414 |
0.0124 |
1.1% |
0.0077 |
0.7% |
20% |
False |
False |
25,714 |
| 10 |
1.1548 |
1.1402 |
0.0146 |
1.3% |
0.0074 |
0.6% |
25% |
False |
False |
29,234 |
| 20 |
1.1548 |
1.1205 |
0.0343 |
3.0% |
0.0077 |
0.7% |
68% |
False |
False |
15,871 |
| 40 |
1.1548 |
1.1072 |
0.0476 |
4.2% |
0.0062 |
0.5% |
77% |
False |
False |
7,952 |
| 60 |
1.1548 |
1.1072 |
0.0476 |
4.2% |
0.0050 |
0.4% |
77% |
False |
False |
5,303 |
| 80 |
1.1690 |
1.1072 |
0.0619 |
5.4% |
0.0044 |
0.4% |
59% |
False |
False |
3,978 |
| 100 |
1.1873 |
1.1072 |
0.0801 |
7.0% |
0.0040 |
0.3% |
46% |
False |
False |
3,183 |
| 120 |
1.2115 |
1.1072 |
0.1044 |
9.1% |
0.0035 |
0.3% |
35% |
False |
False |
2,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1725 |
|
2.618 |
1.1632 |
|
1.618 |
1.1575 |
|
1.000 |
1.1540 |
|
0.618 |
1.1518 |
|
HIGH |
1.1483 |
|
0.618 |
1.1461 |
|
0.500 |
1.1454 |
|
0.382 |
1.1447 |
|
LOW |
1.1426 |
|
0.618 |
1.1390 |
|
1.000 |
1.1369 |
|
1.618 |
1.1333 |
|
2.618 |
1.1276 |
|
4.250 |
1.1183 |
|
|
| Fisher Pivots for day following 21-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1454 |
1.1480 |
| PP |
1.1449 |
1.1466 |
| S1 |
1.1444 |
1.1452 |
|