CME Swiss Franc Future June 2025
| Trading Metrics calculated at close of trading on 24-Mar-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2025 |
24-Mar-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1457 |
1.1439 |
-0.0019 |
-0.2% |
1.1419 |
| High |
1.1483 |
1.1477 |
-0.0006 |
0.0% |
1.1537 |
| Low |
1.1426 |
1.1417 |
-0.0009 |
-0.1% |
1.1414 |
| Close |
1.1439 |
1.1435 |
-0.0004 |
0.0% |
1.1439 |
| Range |
0.0057 |
0.0060 |
0.0003 |
5.3% |
0.0124 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
23,250 |
19,248 |
-4,002 |
-17.2% |
128,574 |
|
| Daily Pivots for day following 24-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1623 |
1.1589 |
1.1468 |
|
| R3 |
1.1563 |
1.1529 |
1.1451 |
|
| R2 |
1.1503 |
1.1503 |
1.1446 |
|
| R1 |
1.1469 |
1.1469 |
1.1440 |
1.1456 |
| PP |
1.1443 |
1.1443 |
1.1443 |
1.1436 |
| S1 |
1.1409 |
1.1409 |
1.1429 |
1.1396 |
| S2 |
1.1383 |
1.1383 |
1.1424 |
|
| S3 |
1.1323 |
1.1349 |
1.1418 |
|
| S4 |
1.1263 |
1.1289 |
1.1402 |
|
|
| 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 |
1.1417 |
0.0120 |
1.0% |
0.0074 |
0.6% |
15% |
False |
True |
25,468 |
| 10 |
1.1537 |
1.1402 |
0.0136 |
1.2% |
0.0072 |
0.6% |
24% |
False |
False |
29,363 |
| 20 |
1.1548 |
1.1205 |
0.0343 |
3.0% |
0.0078 |
0.7% |
67% |
False |
False |
16,826 |
| 40 |
1.1548 |
1.1072 |
0.0476 |
4.2% |
0.0062 |
0.5% |
76% |
False |
False |
8,431 |
| 60 |
1.1548 |
1.1072 |
0.0476 |
4.2% |
0.0051 |
0.4% |
76% |
False |
False |
5,624 |
| 80 |
1.1690 |
1.1072 |
0.0619 |
5.4% |
0.0045 |
0.4% |
59% |
False |
False |
4,219 |
| 100 |
1.1873 |
1.1072 |
0.0801 |
7.0% |
0.0040 |
0.4% |
45% |
False |
False |
3,375 |
| 120 |
1.2115 |
1.1072 |
0.1044 |
9.1% |
0.0036 |
0.3% |
35% |
False |
False |
2,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1732 |
|
2.618 |
1.1634 |
|
1.618 |
1.1574 |
|
1.000 |
1.1537 |
|
0.618 |
1.1514 |
|
HIGH |
1.1477 |
|
0.618 |
1.1454 |
|
0.500 |
1.1447 |
|
0.382 |
1.1440 |
|
LOW |
1.1417 |
|
0.618 |
1.1380 |
|
1.000 |
1.1357 |
|
1.618 |
1.1320 |
|
2.618 |
1.1260 |
|
4.250 |
1.1162 |
|
|
| Fisher Pivots for day following 24-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1447 |
1.1476 |
| PP |
1.1443 |
1.1462 |
| S1 |
1.1439 |
1.1448 |
|