CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 07-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2025 |
07-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1081 |
1.1140 |
0.0059 |
0.5% |
1.1187 |
| High |
1.1187 |
1.1168 |
-0.0019 |
-0.2% |
1.1192 |
| Low |
1.1069 |
1.1076 |
0.0007 |
0.1% |
1.1032 |
| Close |
1.1142 |
1.1091 |
-0.0051 |
-0.5% |
1.1087 |
| Range |
0.0119 |
0.0093 |
-0.0026 |
-21.9% |
0.0160 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.2% |
0.0000 |
| Volume |
36,154 |
27,833 |
-8,321 |
-23.0% |
98,984 |
|
| Daily Pivots for day following 07-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1389 |
1.1333 |
1.1142 |
|
| R3 |
1.1297 |
1.1240 |
1.1116 |
|
| R2 |
1.1204 |
1.1204 |
1.1108 |
|
| R1 |
1.1148 |
1.1148 |
1.1099 |
1.1130 |
| PP |
1.1112 |
1.1112 |
1.1112 |
1.1103 |
| S1 |
1.1055 |
1.1055 |
1.1083 |
1.1037 |
| S2 |
1.1019 |
1.1019 |
1.1074 |
|
| S3 |
1.0927 |
1.0963 |
1.1066 |
|
| S4 |
1.0834 |
1.0870 |
1.1040 |
|
|
| Weekly Pivots for week ending 03-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1582 |
1.1494 |
1.1175 |
|
| R3 |
1.1423 |
1.1335 |
1.1131 |
|
| R2 |
1.1263 |
1.1263 |
1.1116 |
|
| R1 |
1.1175 |
1.1175 |
1.1102 |
1.1139 |
| PP |
1.1104 |
1.1104 |
1.1104 |
1.1086 |
| S1 |
1.1016 |
1.1016 |
1.1072 |
1.0980 |
| S2 |
1.0944 |
1.0944 |
1.1058 |
|
| S3 |
1.0785 |
1.0856 |
1.1043 |
|
| S4 |
1.0625 |
1.0697 |
1.0999 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1187 |
1.1032 |
0.0155 |
1.4% |
0.0091 |
0.8% |
38% |
False |
False |
28,416 |
| 10 |
1.1316 |
1.1032 |
0.0284 |
2.6% |
0.0076 |
0.7% |
21% |
False |
False |
21,243 |
| 20 |
1.1543 |
1.1032 |
0.0511 |
4.6% |
0.0080 |
0.7% |
12% |
False |
False |
28,188 |
| 40 |
1.1655 |
1.1032 |
0.0623 |
5.6% |
0.0075 |
0.7% |
9% |
False |
False |
14,393 |
| 60 |
1.1881 |
1.1032 |
0.0849 |
7.7% |
0.0060 |
0.5% |
7% |
False |
False |
9,600 |
| 80 |
1.2130 |
1.1032 |
0.1098 |
9.9% |
0.0057 |
0.5% |
5% |
False |
False |
7,204 |
| 100 |
1.2180 |
1.1032 |
0.1148 |
10.4% |
0.0053 |
0.5% |
5% |
False |
False |
5,765 |
| 120 |
1.2180 |
1.1032 |
0.1148 |
10.4% |
0.0050 |
0.5% |
5% |
False |
False |
4,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1561 |
|
2.618 |
1.1410 |
|
1.618 |
1.1318 |
|
1.000 |
1.1261 |
|
0.618 |
1.1225 |
|
HIGH |
1.1168 |
|
0.618 |
1.1133 |
|
0.500 |
1.1122 |
|
0.382 |
1.1111 |
|
LOW |
1.1076 |
|
0.618 |
1.1018 |
|
1.000 |
1.0983 |
|
1.618 |
1.0926 |
|
2.618 |
1.0833 |
|
4.250 |
1.0682 |
|
|
| Fisher Pivots for day following 07-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1122 |
1.1116 |
| PP |
1.1112 |
1.1108 |
| S1 |
1.1101 |
1.1099 |
|