Nested in the middle of the mountains, the thermal river that flows through Montanejos, which is about 1.5h drive from Valencia, offers one of the best swimming experiences I have ever had.
The water was fresh (around 20 degrees) and the view was breathtaking.
The beach, Banos (where the picture is taken), is small and intimate which makes it great for a swim and a picnic. The area also hosts a thermal center (balneario) and is popular for hikes.
The tourist office in the village centre can provide you with more details.
Trust me the drive through the serpent route is worth it!