CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 13-Mar-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2025 |
13-Mar-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1338 |
1.1346 |
0.0008 |
0.1% |
1.1095 |
| High |
1.1372 |
1.1362 |
-0.0011 |
-0.1% |
1.1417 |
| Low |
1.1303 |
1.1296 |
-0.0007 |
-0.1% |
1.1090 |
| Close |
1.1341 |
1.1326 |
-0.0015 |
-0.1% |
1.1375 |
| Range |
0.0069 |
0.0066 |
-0.0004 |
-5.1% |
0.0327 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
55,717 |
62,824 |
7,107 |
12.8% |
233,823 |
|
| Daily Pivots for day following 13-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1524 |
1.1491 |
1.1362 |
|
| R3 |
1.1459 |
1.1425 |
1.1344 |
|
| R2 |
1.1393 |
1.1393 |
1.1338 |
|
| R1 |
1.1360 |
1.1360 |
1.1332 |
1.1344 |
| PP |
1.1328 |
1.1328 |
1.1328 |
1.1320 |
| S1 |
1.1294 |
1.1294 |
1.1320 |
1.1278 |
| S2 |
1.1262 |
1.1262 |
1.1314 |
|
| S3 |
1.1197 |
1.1229 |
1.1308 |
|
| S4 |
1.1131 |
1.1163 |
1.1290 |
|
|
| 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 |
1.1296 |
0.0131 |
1.2% |
0.0078 |
0.7% |
23% |
False |
True |
51,212 |
| 10 |
1.1427 |
1.1085 |
0.0342 |
3.0% |
0.0087 |
0.8% |
71% |
False |
False |
47,558 |
| 20 |
1.1427 |
1.0976 |
0.0451 |
4.0% |
0.0081 |
0.7% |
78% |
False |
False |
36,960 |
| 40 |
1.1427 |
1.0923 |
0.0504 |
4.4% |
0.0077 |
0.7% |
80% |
False |
False |
34,205 |
| 60 |
1.1427 |
1.0923 |
0.0504 |
4.4% |
0.0077 |
0.7% |
80% |
False |
False |
31,450 |
| 80 |
1.1580 |
1.0923 |
0.0657 |
5.8% |
0.0076 |
0.7% |
61% |
False |
False |
25,885 |
| 100 |
1.1768 |
1.0923 |
0.0845 |
7.5% |
0.0068 |
0.6% |
48% |
False |
False |
20,712 |
| 120 |
1.2108 |
1.0923 |
0.1185 |
10.5% |
0.0065 |
0.6% |
34% |
False |
False |
17,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1640 |
|
2.618 |
1.1533 |
|
1.618 |
1.1467 |
|
1.000 |
1.1427 |
|
0.618 |
1.1402 |
|
HIGH |
1.1362 |
|
0.618 |
1.1336 |
|
0.500 |
1.1329 |
|
0.382 |
1.1321 |
|
LOW |
1.1296 |
|
0.618 |
1.1256 |
|
1.000 |
1.1231 |
|
1.618 |
1.1190 |
|
2.618 |
1.1125 |
|
4.250 |
1.1018 |
|
|
| Fisher Pivots for day following 13-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1329 |
1.1351 |
| PP |
1.1328 |
1.1343 |
| S1 |
1.1327 |
1.1334 |
|