CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 15-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2025 |
15-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0988 |
1.1034 |
0.0046 |
0.4% |
1.1081 |
| High |
1.1040 |
1.1091 |
0.0052 |
0.5% |
1.1187 |
| Low |
1.0977 |
1.1008 |
0.0031 |
0.3% |
1.0960 |
| Close |
1.1033 |
1.1032 |
-0.0001 |
0.0% |
1.0981 |
| Range |
0.0063 |
0.0084 |
0.0021 |
32.5% |
0.0227 |
| ATR |
0.0076 |
0.0076 |
0.0001 |
0.7% |
0.0000 |
| Volume |
25,903 |
25,632 |
-271 |
-1.0% |
140,604 |
|
| Daily Pivots for day following 15-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1294 |
1.1246 |
1.1077 |
|
| R3 |
1.1210 |
1.1163 |
1.1054 |
|
| R2 |
1.1127 |
1.1127 |
1.1047 |
|
| R1 |
1.1079 |
1.1079 |
1.1039 |
1.1061 |
| PP |
1.1043 |
1.1043 |
1.1043 |
1.1034 |
| S1 |
1.0996 |
1.0996 |
1.1024 |
1.0978 |
| S2 |
1.0960 |
1.0960 |
1.1016 |
|
| S3 |
1.0876 |
1.0912 |
1.1009 |
|
| S4 |
1.0793 |
1.0829 |
1.0986 |
|
|
| Weekly Pivots for week ending 10-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1724 |
1.1579 |
1.1106 |
|
| R3 |
1.1497 |
1.1352 |
1.1043 |
|
| R2 |
1.1270 |
1.1270 |
1.1023 |
|
| R1 |
1.1125 |
1.1125 |
1.1002 |
1.1084 |
| PP |
1.1043 |
1.1043 |
1.1043 |
1.1022 |
| S1 |
1.0898 |
1.0898 |
1.0960 |
1.0857 |
| S2 |
1.0816 |
1.0816 |
1.0939 |
|
| S3 |
1.0589 |
1.0671 |
1.0919 |
|
| S4 |
1.0362 |
1.0444 |
1.0856 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1091 |
1.0943 |
0.0148 |
1.3% |
0.0067 |
0.6% |
60% |
True |
False |
25,567 |
| 10 |
1.1187 |
1.0943 |
0.0244 |
2.2% |
0.0077 |
0.7% |
36% |
False |
False |
27,618 |
| 20 |
1.1333 |
1.0943 |
0.0390 |
3.5% |
0.0077 |
0.7% |
23% |
False |
False |
25,867 |
| 40 |
1.1580 |
1.0943 |
0.0637 |
5.8% |
0.0075 |
0.7% |
14% |
False |
False |
18,204 |
| 60 |
1.1768 |
1.0943 |
0.0825 |
7.5% |
0.0063 |
0.6% |
11% |
False |
False |
12,144 |
| 80 |
1.2108 |
1.0943 |
0.1165 |
10.6% |
0.0059 |
0.5% |
8% |
False |
False |
9,111 |
| 100 |
1.2180 |
1.0943 |
0.1237 |
11.2% |
0.0055 |
0.5% |
7% |
False |
False |
7,291 |
| 120 |
1.2180 |
1.0943 |
0.1237 |
11.2% |
0.0052 |
0.5% |
7% |
False |
False |
6,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1446 |
|
2.618 |
1.1310 |
|
1.618 |
1.1226 |
|
1.000 |
1.1175 |
|
0.618 |
1.1143 |
|
HIGH |
1.1091 |
|
0.618 |
1.1059 |
|
0.500 |
1.1049 |
|
0.382 |
1.1039 |
|
LOW |
1.1008 |
|
0.618 |
1.0956 |
|
1.000 |
1.0924 |
|
1.618 |
1.0872 |
|
2.618 |
1.0789 |
|
4.250 |
1.0653 |
|
|
| Fisher Pivots for day following 15-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1049 |
1.1027 |
| PP |
1.1043 |
1.1022 |
| S1 |
1.1037 |
1.1017 |
|