CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8376 |
0.8354 |
-0.0022 |
-0.3% |
0.8398 |
| High |
0.8396 |
0.8358 |
-0.0038 |
-0.5% |
0.8431 |
| Low |
0.8348 |
0.8320 |
-0.0028 |
-0.3% |
0.8345 |
| Close |
0.8354 |
0.8323 |
-0.0031 |
-0.4% |
0.8354 |
| Range |
0.0048 |
0.0038 |
-0.0010 |
-20.8% |
0.0086 |
| ATR |
0.0073 |
0.0071 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
105,091 |
83,869 |
-21,222 |
-20.2% |
531,401 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8448 |
0.8423 |
0.8344 |
|
| R3 |
0.8410 |
0.8385 |
0.8333 |
|
| R2 |
0.8372 |
0.8372 |
0.8330 |
|
| R1 |
0.8347 |
0.8347 |
0.8326 |
0.8341 |
| PP |
0.8334 |
0.8334 |
0.8334 |
0.8330 |
| S1 |
0.8309 |
0.8309 |
0.8320 |
0.8303 |
| S2 |
0.8296 |
0.8296 |
0.8316 |
|
| S3 |
0.8258 |
0.8271 |
0.8313 |
|
| S4 |
0.8220 |
0.8233 |
0.8302 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8635 |
0.8580 |
0.8401 |
|
| R3 |
0.8549 |
0.8494 |
0.8378 |
|
| R2 |
0.8463 |
0.8463 |
0.8370 |
|
| R1 |
0.8408 |
0.8408 |
0.8362 |
0.8393 |
| PP |
0.8377 |
0.8377 |
0.8377 |
0.8369 |
| S1 |
0.8322 |
0.8322 |
0.8346 |
0.8307 |
| S2 |
0.8291 |
0.8291 |
0.8338 |
|
| S3 |
0.8205 |
0.8236 |
0.8330 |
|
| S4 |
0.8119 |
0.8150 |
0.8307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8431 |
0.8320 |
0.0111 |
1.3% |
0.0051 |
0.6% |
3% |
False |
True |
108,125 |
| 10 |
0.8469 |
0.8320 |
0.0149 |
1.8% |
0.0057 |
0.7% |
2% |
False |
True |
111,866 |
| 20 |
0.8561 |
0.8302 |
0.0259 |
3.1% |
0.0068 |
0.8% |
8% |
False |
False |
133,075 |
| 40 |
0.8637 |
0.8286 |
0.0351 |
4.2% |
0.0083 |
1.0% |
11% |
False |
False |
167,354 |
| 60 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0088 |
1.1% |
23% |
False |
False |
151,263 |
| 80 |
0.8844 |
0.8219 |
0.0625 |
7.5% |
0.0085 |
1.0% |
17% |
False |
False |
113,949 |
| 100 |
0.9513 |
0.8219 |
0.1294 |
15.5% |
0.0083 |
1.0% |
8% |
False |
False |
91,207 |
| 120 |
0.9513 |
0.8219 |
0.1294 |
15.5% |
0.0078 |
0.9% |
8% |
False |
False |
76,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8520 |
|
2.618 |
0.8457 |
|
1.618 |
0.8419 |
|
1.000 |
0.8396 |
|
0.618 |
0.8381 |
|
HIGH |
0.8358 |
|
0.618 |
0.8343 |
|
0.500 |
0.8339 |
|
0.382 |
0.8335 |
|
LOW |
0.8320 |
|
0.618 |
0.8297 |
|
1.000 |
0.8282 |
|
1.618 |
0.8259 |
|
2.618 |
0.8221 |
|
4.250 |
0.8159 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8339 |
0.8374 |
| PP |
0.8334 |
0.8357 |
| S1 |
0.8328 |
0.8340 |
|