CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 14-Mar-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2025 |
14-Mar-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1346 |
1.1341 |
-0.0005 |
0.0% |
1.1378 |
| High |
1.1362 |
1.1345 |
-0.0017 |
-0.1% |
1.1427 |
| Low |
1.1296 |
1.1284 |
-0.0013 |
-0.1% |
1.1284 |
| Close |
1.1326 |
1.1300 |
-0.0026 |
-0.2% |
1.1300 |
| Range |
0.0066 |
0.0061 |
-0.0005 |
-6.9% |
0.0143 |
| ATR |
0.0080 |
0.0078 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
62,824 |
9,047 |
-53,777 |
-85.6% |
219,459 |
|
| Daily Pivots for day following 14-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1492 |
1.1457 |
1.1334 |
|
| R3 |
1.1431 |
1.1396 |
1.1317 |
|
| R2 |
1.1370 |
1.1370 |
1.1311 |
|
| R1 |
1.1335 |
1.1335 |
1.1306 |
1.1322 |
| PP |
1.1309 |
1.1309 |
1.1309 |
1.1303 |
| S1 |
1.1274 |
1.1274 |
1.1294 |
1.1261 |
| S2 |
1.1248 |
1.1248 |
1.1289 |
|
| S3 |
1.1187 |
1.1213 |
1.1283 |
|
| S4 |
1.1126 |
1.1152 |
1.1266 |
|
|
| Weekly Pivots for week ending 14-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1766 |
1.1676 |
1.1379 |
|
| R3 |
1.1623 |
1.1533 |
1.1339 |
|
| R2 |
1.1480 |
1.1480 |
1.1326 |
|
| R1 |
1.1390 |
1.1390 |
1.1313 |
1.1363 |
| PP |
1.1337 |
1.1337 |
1.1337 |
1.1323 |
| S1 |
1.1247 |
1.1247 |
1.1287 |
1.1220 |
| S2 |
1.1194 |
1.1194 |
1.1274 |
|
| S3 |
1.1051 |
1.1104 |
1.1261 |
|
| S4 |
1.0908 |
1.0961 |
1.1221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1427 |
1.1284 |
0.0143 |
1.3% |
0.0072 |
0.6% |
12% |
False |
True |
43,891 |
| 10 |
1.1427 |
1.1090 |
0.0337 |
3.0% |
0.0086 |
0.8% |
62% |
False |
False |
45,328 |
| 20 |
1.1427 |
1.1077 |
0.0350 |
3.1% |
0.0077 |
0.7% |
64% |
False |
False |
35,473 |
| 40 |
1.1427 |
1.0923 |
0.0504 |
4.5% |
0.0076 |
0.7% |
75% |
False |
False |
33,791 |
| 60 |
1.1427 |
1.0923 |
0.0504 |
4.5% |
0.0077 |
0.7% |
75% |
False |
False |
31,149 |
| 80 |
1.1580 |
1.0923 |
0.0657 |
5.8% |
0.0076 |
0.7% |
57% |
False |
False |
25,997 |
| 100 |
1.1768 |
1.0923 |
0.0845 |
7.5% |
0.0069 |
0.6% |
45% |
False |
False |
20,803 |
| 120 |
1.2108 |
1.0923 |
0.1185 |
10.5% |
0.0064 |
0.6% |
32% |
False |
False |
17,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1604 |
|
2.618 |
1.1504 |
|
1.618 |
1.1443 |
|
1.000 |
1.1406 |
|
0.618 |
1.1382 |
|
HIGH |
1.1345 |
|
0.618 |
1.1321 |
|
0.500 |
1.1314 |
|
0.382 |
1.1307 |
|
LOW |
1.1284 |
|
0.618 |
1.1246 |
|
1.000 |
1.1223 |
|
1.618 |
1.1185 |
|
2.618 |
1.1124 |
|
4.250 |
1.1024 |
|
|
| Fisher Pivots for day following 14-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1314 |
1.1328 |
| PP |
1.1309 |
1.1319 |
| S1 |
1.1305 |
1.1309 |
|