CME Swiss Franc Future June 2025
| Trading Metrics calculated at close of trading on 31-Mar-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2025 |
31-Mar-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1448 |
1.1458 |
0.0010 |
0.1% |
1.1439 |
| High |
1.1470 |
1.1493 |
0.0024 |
0.2% |
1.1477 |
| Low |
1.1423 |
1.1396 |
-0.0028 |
-0.2% |
1.1407 |
| Close |
1.1445 |
1.1407 |
-0.0038 |
-0.3% |
1.1445 |
| Range |
0.0047 |
0.0098 |
0.0051 |
109.7% |
0.0070 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
3.2% |
0.0000 |
| Volume |
21,073 |
28,979 |
7,906 |
37.5% |
109,764 |
|
| Daily Pivots for day following 31-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1724 |
1.1663 |
1.1461 |
|
| R3 |
1.1627 |
1.1566 |
1.1434 |
|
| R2 |
1.1529 |
1.1529 |
1.1425 |
|
| R1 |
1.1468 |
1.1468 |
1.1416 |
1.1450 |
| PP |
1.1432 |
1.1432 |
1.1432 |
1.1423 |
| S1 |
1.1371 |
1.1371 |
1.1398 |
1.1353 |
| S2 |
1.1334 |
1.1334 |
1.1389 |
|
| S3 |
1.1237 |
1.1273 |
1.1380 |
|
| S4 |
1.1139 |
1.1176 |
1.1353 |
|
|
| Weekly Pivots for week ending 28-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1653 |
1.1619 |
1.1483 |
|
| R3 |
1.1583 |
1.1549 |
1.1464 |
|
| R2 |
1.1513 |
1.1513 |
1.1457 |
|
| R1 |
1.1479 |
1.1479 |
1.1451 |
1.1496 |
| PP |
1.1443 |
1.1443 |
1.1443 |
1.1451 |
| S1 |
1.1409 |
1.1409 |
1.1438 |
1.1426 |
| S2 |
1.1373 |
1.1373 |
1.1432 |
|
| S3 |
1.1303 |
1.1339 |
1.1425 |
|
| S4 |
1.1233 |
1.1269 |
1.1406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1493 |
1.1396 |
0.0098 |
0.9% |
0.0060 |
0.5% |
12% |
True |
True |
23,899 |
| 10 |
1.1537 |
1.1396 |
0.0142 |
1.2% |
0.0067 |
0.6% |
8% |
False |
True |
24,683 |
| 20 |
1.1548 |
1.1289 |
0.0259 |
2.3% |
0.0075 |
0.7% |
46% |
False |
False |
22,698 |
| 40 |
1.1548 |
1.1072 |
0.0476 |
4.2% |
0.0064 |
0.6% |
70% |
False |
False |
11,418 |
| 60 |
1.1548 |
1.1072 |
0.0476 |
4.2% |
0.0053 |
0.5% |
70% |
False |
False |
7,614 |
| 80 |
1.1690 |
1.1072 |
0.0619 |
5.4% |
0.0047 |
0.4% |
54% |
False |
False |
5,712 |
| 100 |
1.1873 |
1.1072 |
0.0801 |
7.0% |
0.0042 |
0.4% |
42% |
False |
False |
4,570 |
| 120 |
1.2030 |
1.1072 |
0.0959 |
8.4% |
0.0037 |
0.3% |
35% |
False |
False |
3,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1907 |
|
2.618 |
1.1748 |
|
1.618 |
1.1651 |
|
1.000 |
1.1591 |
|
0.618 |
1.1553 |
|
HIGH |
1.1493 |
|
0.618 |
1.1456 |
|
0.500 |
1.1444 |
|
0.382 |
1.1433 |
|
LOW |
1.1396 |
|
0.618 |
1.1335 |
|
1.000 |
1.1298 |
|
1.618 |
1.1238 |
|
2.618 |
1.1140 |
|
4.250 |
1.0981 |
|
|
| Fisher Pivots for day following 31-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1444 |
1.1444 |
| PP |
1.1432 |
1.1432 |
| S1 |
1.1419 |
1.1419 |
|