CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 16-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2025 |
16-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1034 |
1.1033 |
-0.0002 |
0.0% |
1.1081 |
| High |
1.1091 |
1.1060 |
-0.0032 |
-0.3% |
1.1187 |
| Low |
1.1008 |
1.1016 |
0.0008 |
0.1% |
1.0960 |
| Close |
1.1032 |
1.1048 |
0.0017 |
0.1% |
1.0981 |
| Range |
0.0084 |
0.0044 |
-0.0040 |
-47.3% |
0.0227 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
25,632 |
23,566 |
-2,066 |
-8.1% |
140,604 |
|
| Daily Pivots for day following 16-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1173 |
1.1155 |
1.1072 |
|
| R3 |
1.1129 |
1.1111 |
1.1060 |
|
| R2 |
1.1085 |
1.1085 |
1.1056 |
|
| R1 |
1.1067 |
1.1067 |
1.1052 |
1.1076 |
| PP |
1.1041 |
1.1041 |
1.1041 |
1.1046 |
| S1 |
1.1023 |
1.1023 |
1.1044 |
1.1032 |
| S2 |
1.0997 |
1.0997 |
1.1040 |
|
| S3 |
1.0953 |
1.0979 |
1.1036 |
|
| S4 |
1.0909 |
1.0935 |
1.1024 |
|
|
| 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% |
71% |
False |
False |
24,958 |
| 10 |
1.1187 |
1.0943 |
0.0244 |
2.2% |
0.0069 |
0.6% |
43% |
False |
False |
26,682 |
| 20 |
1.1329 |
1.0943 |
0.0386 |
3.5% |
0.0075 |
0.7% |
27% |
False |
False |
25,323 |
| 40 |
1.1580 |
1.0943 |
0.0637 |
5.8% |
0.0075 |
0.7% |
16% |
False |
False |
18,793 |
| 60 |
1.1757 |
1.0943 |
0.0814 |
7.4% |
0.0064 |
0.6% |
13% |
False |
False |
12,536 |
| 80 |
1.2108 |
1.0943 |
0.1165 |
10.5% |
0.0059 |
0.5% |
9% |
False |
False |
9,406 |
| 100 |
1.2180 |
1.0943 |
0.1237 |
11.2% |
0.0054 |
0.5% |
8% |
False |
False |
7,527 |
| 120 |
1.2180 |
1.0943 |
0.1237 |
11.2% |
0.0052 |
0.5% |
8% |
False |
False |
6,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1247 |
|
2.618 |
1.1175 |
|
1.618 |
1.1131 |
|
1.000 |
1.1104 |
|
0.618 |
1.1087 |
|
HIGH |
1.1060 |
|
0.618 |
1.1043 |
|
0.500 |
1.1038 |
|
0.382 |
1.1032 |
|
LOW |
1.1016 |
|
0.618 |
1.0988 |
|
1.000 |
1.0972 |
|
1.618 |
1.0944 |
|
2.618 |
1.0900 |
|
4.250 |
1.0829 |
|
|
| Fisher Pivots for day following 16-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1045 |
1.1043 |
| PP |
1.1041 |
1.1039 |
| S1 |
1.1038 |
1.1034 |
|