CME Swiss Franc Future June 2025
| Trading Metrics calculated at close of trading on 27-Mar-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2025 |
27-Mar-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1444 |
1.1419 |
-0.0025 |
-0.2% |
1.1419 |
| High |
1.1444 |
1.1466 |
0.0022 |
0.2% |
1.1537 |
| Low |
1.1409 |
1.1407 |
-0.0002 |
0.0% |
1.1414 |
| Close |
1.1414 |
1.1439 |
0.0025 |
0.2% |
1.1439 |
| Range |
0.0036 |
0.0059 |
0.0024 |
66.2% |
0.0124 |
| ATR |
0.0069 |
0.0069 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
20,124 |
28,272 |
8,148 |
40.5% |
128,574 |
|
| Daily Pivots for day following 27-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1614 |
1.1585 |
1.1471 |
|
| R3 |
1.1555 |
1.1526 |
1.1455 |
|
| R2 |
1.1496 |
1.1496 |
1.1449 |
|
| R1 |
1.1467 |
1.1467 |
1.1444 |
1.1482 |
| PP |
1.1437 |
1.1437 |
1.1437 |
1.1444 |
| S1 |
1.1408 |
1.1408 |
1.1433 |
1.1423 |
| S2 |
1.1378 |
1.1378 |
1.1428 |
|
| S3 |
1.1319 |
1.1349 |
1.1422 |
|
| S4 |
1.1260 |
1.1290 |
1.1406 |
|
|
| 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 |
1.1483 |
1.1407 |
0.0076 |
0.7% |
0.0055 |
0.5% |
42% |
False |
True |
22,388 |
| 10 |
1.1537 |
1.1402 |
0.0136 |
1.2% |
0.0066 |
0.6% |
27% |
False |
False |
24,489 |
| 20 |
1.1548 |
1.1205 |
0.0343 |
3.0% |
0.0075 |
0.7% |
68% |
False |
False |
20,250 |
| 40 |
1.1548 |
1.1072 |
0.0476 |
4.2% |
0.0062 |
0.5% |
77% |
False |
False |
10,167 |
| 60 |
1.1548 |
1.1072 |
0.0476 |
4.2% |
0.0052 |
0.5% |
77% |
False |
False |
6,780 |
| 80 |
1.1690 |
1.1072 |
0.0619 |
5.4% |
0.0046 |
0.4% |
59% |
False |
False |
5,087 |
| 100 |
1.1873 |
1.1072 |
0.0801 |
7.0% |
0.0042 |
0.4% |
46% |
False |
False |
4,069 |
| 120 |
1.2063 |
1.1072 |
0.0992 |
8.7% |
0.0037 |
0.3% |
37% |
False |
False |
3,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1717 |
|
2.618 |
1.1620 |
|
1.618 |
1.1561 |
|
1.000 |
1.1525 |
|
0.618 |
1.1502 |
|
HIGH |
1.1466 |
|
0.618 |
1.1443 |
|
0.500 |
1.1437 |
|
0.382 |
1.1430 |
|
LOW |
1.1407 |
|
0.618 |
1.1371 |
|
1.000 |
1.1348 |
|
1.618 |
1.1312 |
|
2.618 |
1.1253 |
|
4.250 |
1.1156 |
|
|
| Fisher Pivots for day following 27-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1438 |
1.1441 |
| PP |
1.1437 |
1.1440 |
| S1 |
1.1437 |
1.1439 |
|