CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 04-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8323 |
0.8356 |
0.0033 |
0.4% |
0.8398 |
| High |
0.8378 |
0.8371 |
-0.0007 |
-0.1% |
0.8431 |
| Low |
0.8316 |
0.8347 |
0.0031 |
0.4% |
0.8345 |
| Close |
0.8355 |
0.8353 |
-0.0002 |
0.0% |
0.8354 |
| Range |
0.0062 |
0.0024 |
-0.0038 |
-61.3% |
0.0086 |
| ATR |
0.0070 |
0.0067 |
-0.0003 |
-4.7% |
0.0000 |
| Volume |
109,586 |
92,239 |
-17,347 |
-15.8% |
531,401 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8429 |
0.8415 |
0.8366 |
|
| R3 |
0.8405 |
0.8391 |
0.8360 |
|
| R2 |
0.8381 |
0.8381 |
0.8357 |
|
| R1 |
0.8367 |
0.8367 |
0.8355 |
0.8362 |
| PP |
0.8357 |
0.8357 |
0.8357 |
0.8355 |
| S1 |
0.8343 |
0.8343 |
0.8351 |
0.8338 |
| S2 |
0.8333 |
0.8333 |
0.8349 |
|
| S3 |
0.8309 |
0.8319 |
0.8346 |
|
| S4 |
0.8285 |
0.8295 |
0.8340 |
|
|
| 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 |
0.8428 |
0.8316 |
0.0112 |
1.3% |
0.0046 |
0.6% |
33% |
False |
False |
101,686 |
| 10 |
0.8455 |
0.8316 |
0.0139 |
1.7% |
0.0050 |
0.6% |
27% |
False |
False |
103,588 |
| 20 |
0.8549 |
0.8302 |
0.0247 |
3.0% |
0.0066 |
0.8% |
21% |
False |
False |
126,794 |
| 40 |
0.8637 |
0.8302 |
0.0335 |
4.0% |
0.0082 |
1.0% |
15% |
False |
False |
165,726 |
| 60 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0088 |
1.0% |
30% |
False |
False |
154,311 |
| 80 |
0.8788 |
0.8219 |
0.0569 |
6.8% |
0.0085 |
1.0% |
24% |
False |
False |
116,450 |
| 100 |
0.9513 |
0.8219 |
0.1294 |
15.5% |
0.0083 |
1.0% |
10% |
False |
False |
93,223 |
| 120 |
0.9513 |
0.8219 |
0.1294 |
15.5% |
0.0078 |
0.9% |
10% |
False |
False |
77,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8473 |
|
2.618 |
0.8434 |
|
1.618 |
0.8410 |
|
1.000 |
0.8395 |
|
0.618 |
0.8386 |
|
HIGH |
0.8371 |
|
0.618 |
0.8362 |
|
0.500 |
0.8359 |
|
0.382 |
0.8356 |
|
LOW |
0.8347 |
|
0.618 |
0.8332 |
|
1.000 |
0.8323 |
|
1.618 |
0.8308 |
|
2.618 |
0.8284 |
|
4.250 |
0.8245 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8359 |
0.8351 |
| PP |
0.8357 |
0.8349 |
| S1 |
0.8355 |
0.8347 |
|