Hedge with futures

For deriving the amount of futures contracts in techical articles author take current future price for Sep. future.
https://www.accaglobal.com/ubcs/en/student/exam-support-resources/professional-exams-study-resources/p4/technical-articles/exchange-derivatives.html

Whereas in past exam in both dedicated to futures questions examiner derrive future price in accordance with formula: Predicted futures rate = 1·0635 spot + [(1·0659 future – 1·0635spot) x 4 month to trans./6month to expiry] = 1·0651]

For example Q1 June 2014 answer
Using futures contract
Since a dollar payment needs to be made in four months’ time, CMC Co needs to hedge against Swiss Francs weakening.
Hence, the company should go short and the six-month futures contract is undertaken. It is assumed that the basis differential
will narrow in proportion to time.
Predicted futures rate = 1·0647 + [(1·0659 – 1·0647) x 1/3] = 1·0651
[Alternatively, can predict futures rate based on spot rate: 1·0635 + [(1·0659 – 1·0635) x 4/6] = 1·0651]
Expected payment = US$5,060,000/1·0651 = CHF4,750,728
No. of contracts sold = CHF4,750,728/CHF125,000 = approx. 38 contracts

Could you help me to understand in what case shoul I take current future price, and when predicted future price for calculation the number of contracts?

Thank you in advance