CME Swiss Franc Future June 2025
| Trading Metrics calculated at close of trading on 28-Mar-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2025 |
28-Mar-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1419 |
1.1448 |
0.0029 |
0.3% |
1.1439 |
| High |
1.1466 |
1.1470 |
0.0004 |
0.0% |
1.1477 |
| Low |
1.1407 |
1.1423 |
0.0016 |
0.1% |
1.1407 |
| Close |
1.1439 |
1.1445 |
0.0006 |
0.1% |
1.1445 |
| Range |
0.0059 |
0.0047 |
-0.0013 |
-21.2% |
0.0070 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
28,272 |
20,909 |
-7,363 |
-26.0% |
109,600 |
|
| Daily Pivots for day following 28-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1585 |
1.1561 |
1.1470 |
|
| R3 |
1.1539 |
1.1515 |
1.1457 |
|
| R2 |
1.1492 |
1.1492 |
1.1453 |
|
| R1 |
1.1468 |
1.1468 |
1.1449 |
1.1457 |
| PP |
1.1446 |
1.1446 |
1.1446 |
1.1440 |
| S1 |
1.1422 |
1.1422 |
1.1440 |
1.1411 |
| S2 |
1.1399 |
1.1399 |
1.1436 |
|
| S3 |
1.1353 |
1.1375 |
1.1432 |
|
| S4 |
1.1306 |
1.1329 |
1.1419 |
|
|
| Weekly Pivots for week ending 28-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1653 |
1.1619 |
1.1483 |
|
| R3 |
1.1583 |
1.1549 |
1.1464 |
|
| R2 |
1.1513 |
1.1513 |
1.1457 |
|
| R1 |
1.1479 |
1.1479 |
1.1451 |
1.1496 |
| PP |
1.1443 |
1.1443 |
1.1443 |
1.1451 |
| S1 |
1.1409 |
1.1409 |
1.1438 |
1.1426 |
| S2 |
1.1373 |
1.1373 |
1.1432 |
|
| S3 |
1.1303 |
1.1339 |
1.1425 |
|
| S4 |
1.1233 |
1.1269 |
1.1406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1477 |
1.1407 |
0.0070 |
0.6% |
0.0053 |
0.5% |
54% |
False |
False |
21,920 |
| 10 |
1.1537 |
1.1407 |
0.0130 |
1.1% |
0.0065 |
0.6% |
29% |
False |
False |
23,817 |
| 20 |
1.1548 |
1.1213 |
0.0335 |
2.9% |
0.0074 |
0.7% |
69% |
False |
False |
21,285 |
| 40 |
1.1548 |
1.1072 |
0.0476 |
4.2% |
0.0063 |
0.6% |
78% |
False |
False |
10,689 |
| 60 |
1.1548 |
1.1072 |
0.0476 |
4.2% |
0.0052 |
0.5% |
78% |
False |
False |
7,129 |
| 80 |
1.1690 |
1.1072 |
0.0619 |
5.4% |
0.0046 |
0.4% |
60% |
False |
False |
5,348 |
| 100 |
1.1873 |
1.1072 |
0.0801 |
7.0% |
0.0041 |
0.4% |
47% |
False |
False |
4,279 |
| 120 |
1.2030 |
1.1072 |
0.0959 |
8.4% |
0.0036 |
0.3% |
39% |
False |
False |
3,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1667 |
|
2.618 |
1.1591 |
|
1.618 |
1.1545 |
|
1.000 |
1.1516 |
|
0.618 |
1.1498 |
|
HIGH |
1.1470 |
|
0.618 |
1.1452 |
|
0.500 |
1.1446 |
|
0.382 |
1.1441 |
|
LOW |
1.1423 |
|
0.618 |
1.1394 |
|
1.000 |
1.1377 |
|
1.618 |
1.1348 |
|
2.618 |
1.1301 |
|
4.250 |
1.1225 |
|
|
| Fisher Pivots for day following 28-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1446 |
1.1442 |
| PP |
1.1446 |
1.1440 |
| S1 |
1.1445 |
1.1438 |
|