CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 11-Mar-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2025 |
11-Mar-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1378 |
1.1357 |
-0.0021 |
-0.2% |
1.1095 |
| High |
1.1427 |
1.1407 |
-0.0020 |
-0.2% |
1.1417 |
| Low |
1.1344 |
1.1326 |
-0.0019 |
-0.2% |
1.1090 |
| Close |
1.1357 |
1.1342 |
-0.0015 |
-0.1% |
1.1375 |
| Range |
0.0083 |
0.0081 |
-0.0002 |
-1.8% |
0.0327 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
42,795 |
49,076 |
6,281 |
14.7% |
233,823 |
|
| Daily Pivots for day following 11-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1601 |
1.1552 |
1.1386 |
|
| R3 |
1.1520 |
1.1471 |
1.1364 |
|
| R2 |
1.1439 |
1.1439 |
1.1356 |
|
| R1 |
1.1390 |
1.1390 |
1.1349 |
1.1374 |
| PP |
1.1358 |
1.1358 |
1.1358 |
1.1350 |
| S1 |
1.1309 |
1.1309 |
1.1334 |
1.1293 |
| S2 |
1.1277 |
1.1277 |
1.1327 |
|
| S3 |
1.1196 |
1.1228 |
1.1319 |
|
| S4 |
1.1115 |
1.1147 |
1.1297 |
|
|
| Weekly Pivots for week ending 07-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2275 |
1.2152 |
1.1554 |
|
| R3 |
1.1948 |
1.1825 |
1.1464 |
|
| R2 |
1.1621 |
1.1621 |
1.1434 |
|
| R1 |
1.1498 |
1.1498 |
1.1404 |
1.1559 |
| PP |
1.1294 |
1.1294 |
1.1294 |
1.1325 |
| S1 |
1.1171 |
1.1171 |
1.1345 |
1.1232 |
| S2 |
1.0967 |
1.0967 |
1.1315 |
|
| S3 |
1.0640 |
1.0844 |
1.1285 |
|
| S4 |
1.0313 |
1.0517 |
1.1195 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1427 |
1.1215 |
0.0212 |
1.9% |
0.0091 |
0.8% |
60% |
False |
False |
49,362 |
| 10 |
1.1427 |
1.1085 |
0.0342 |
3.0% |
0.0088 |
0.8% |
75% |
False |
False |
40,461 |
| 20 |
1.1427 |
1.0962 |
0.0465 |
4.1% |
0.0079 |
0.7% |
82% |
False |
False |
33,614 |
| 40 |
1.1427 |
1.0923 |
0.0504 |
4.4% |
0.0077 |
0.7% |
83% |
False |
False |
32,503 |
| 60 |
1.1459 |
1.0923 |
0.0536 |
4.7% |
0.0078 |
0.7% |
78% |
False |
False |
30,639 |
| 80 |
1.1580 |
1.0923 |
0.0657 |
5.8% |
0.0076 |
0.7% |
64% |
False |
False |
24,405 |
| 100 |
1.1773 |
1.0923 |
0.0850 |
7.5% |
0.0067 |
0.6% |
49% |
False |
False |
19,527 |
| 120 |
1.2130 |
1.0923 |
0.1207 |
10.6% |
0.0064 |
0.6% |
35% |
False |
False |
16,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1751 |
|
2.618 |
1.1619 |
|
1.618 |
1.1538 |
|
1.000 |
1.1488 |
|
0.618 |
1.1457 |
|
HIGH |
1.1407 |
|
0.618 |
1.1376 |
|
0.500 |
1.1366 |
|
0.382 |
1.1356 |
|
LOW |
1.1326 |
|
0.618 |
1.1275 |
|
1.000 |
1.1245 |
|
1.618 |
1.1194 |
|
2.618 |
1.1113 |
|
4.250 |
1.0981 |
|
|
| Fisher Pivots for day following 11-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1366 |
1.1376 |
| PP |
1.1358 |
1.1365 |
| S1 |
1.1350 |
1.1353 |
|