CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 27-Feb-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2025 |
27-Feb-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1228 |
1.1202 |
-0.0026 |
-0.2% |
1.1151 |
| High |
1.1239 |
1.1207 |
-0.0032 |
-0.3% |
1.1178 |
| Low |
1.1178 |
1.1124 |
-0.0054 |
-0.5% |
1.1077 |
| Close |
1.1213 |
1.1136 |
-0.0077 |
-0.7% |
1.1173 |
| Range |
0.0061 |
0.0083 |
0.0023 |
37.2% |
0.0102 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.6% |
0.0000 |
| Volume |
22,099 |
25,475 |
3,376 |
15.3% |
102,668 |
|
| Daily Pivots for day following 27-Feb-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1405 |
1.1353 |
1.1182 |
|
| R3 |
1.1322 |
1.1270 |
1.1159 |
|
| R2 |
1.1239 |
1.1239 |
1.1151 |
|
| R1 |
1.1187 |
1.1187 |
1.1144 |
1.1172 |
| PP |
1.1156 |
1.1156 |
1.1156 |
1.1148 |
| S1 |
1.1104 |
1.1104 |
1.1128 |
1.1089 |
| S2 |
1.1073 |
1.1073 |
1.1121 |
|
| S3 |
1.0990 |
1.1021 |
1.1113 |
|
| S4 |
1.0907 |
1.0938 |
1.1090 |
|
|
| Weekly Pivots for week ending 21-Feb-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1447 |
1.1412 |
1.1229 |
|
| R3 |
1.1346 |
1.1310 |
1.1201 |
|
| R2 |
1.1244 |
1.1244 |
1.1192 |
|
| R1 |
1.1209 |
1.1209 |
1.1182 |
1.1226 |
| PP |
1.1143 |
1.1143 |
1.1143 |
1.1151 |
| S1 |
1.1107 |
1.1107 |
1.1164 |
1.1125 |
| S2 |
1.1041 |
1.1041 |
1.1154 |
|
| S3 |
1.0940 |
1.1006 |
1.1145 |
|
| S4 |
1.0838 |
1.0904 |
1.1117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1245 |
1.1124 |
0.0121 |
1.1% |
0.0065 |
0.6% |
10% |
False |
True |
23,316 |
| 10 |
1.1245 |
1.0976 |
0.0269 |
2.4% |
0.0075 |
0.7% |
59% |
False |
False |
26,362 |
| 20 |
1.1245 |
1.0923 |
0.0322 |
2.9% |
0.0072 |
0.6% |
66% |
False |
False |
29,234 |
| 40 |
1.1245 |
1.0923 |
0.0322 |
2.9% |
0.0074 |
0.7% |
66% |
False |
False |
29,044 |
| 60 |
1.1580 |
1.0923 |
0.0657 |
5.9% |
0.0076 |
0.7% |
32% |
False |
False |
26,567 |
| 80 |
1.1757 |
1.0923 |
0.0834 |
7.5% |
0.0072 |
0.6% |
26% |
False |
False |
19,944 |
| 100 |
1.1964 |
1.0923 |
0.1041 |
9.3% |
0.0064 |
0.6% |
20% |
False |
False |
15,957 |
| 120 |
1.2180 |
1.0923 |
0.1257 |
11.3% |
0.0061 |
0.5% |
17% |
False |
False |
13,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1560 |
|
2.618 |
1.1424 |
|
1.618 |
1.1341 |
|
1.000 |
1.1290 |
|
0.618 |
1.1258 |
|
HIGH |
1.1207 |
|
0.618 |
1.1175 |
|
0.500 |
1.1166 |
|
0.382 |
1.1156 |
|
LOW |
1.1124 |
|
0.618 |
1.1073 |
|
1.000 |
1.1041 |
|
1.618 |
1.0990 |
|
2.618 |
1.0907 |
|
4.250 |
1.0771 |
|
|
| Fisher Pivots for day following 27-Feb-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1166 |
1.1185 |
| PP |
1.1156 |
1.1168 |
| S1 |
1.1146 |
1.1152 |
|