CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 05-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8356 |
0.8354 |
-0.0002 |
0.0% |
0.8398 |
| High |
0.8371 |
0.8360 |
-0.0011 |
-0.1% |
0.8431 |
| Low |
0.8347 |
0.8296 |
-0.0051 |
-0.6% |
0.8345 |
| Close |
0.8353 |
0.8322 |
-0.0031 |
-0.4% |
0.8354 |
| Range |
0.0024 |
0.0064 |
0.0040 |
166.7% |
0.0086 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
92,239 |
125,869 |
33,630 |
36.5% |
531,401 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8518 |
0.8484 |
0.8357 |
|
| R3 |
0.8454 |
0.8420 |
0.8340 |
|
| R2 |
0.8390 |
0.8390 |
0.8334 |
|
| R1 |
0.8356 |
0.8356 |
0.8328 |
0.8341 |
| PP |
0.8326 |
0.8326 |
0.8326 |
0.8319 |
| S1 |
0.8292 |
0.8292 |
0.8316 |
0.8277 |
| S2 |
0.8262 |
0.8262 |
0.8310 |
|
| S3 |
0.8198 |
0.8228 |
0.8304 |
|
| S4 |
0.8134 |
0.8164 |
0.8287 |
|
|
| 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 |
0.8396 |
0.8296 |
0.0100 |
1.2% |
0.0047 |
0.6% |
26% |
False |
True |
103,330 |
| 10 |
0.8455 |
0.8296 |
0.0159 |
1.9% |
0.0051 |
0.6% |
16% |
False |
True |
106,338 |
| 20 |
0.8549 |
0.8296 |
0.0253 |
3.0% |
0.0066 |
0.8% |
10% |
False |
True |
126,278 |
| 40 |
0.8637 |
0.8296 |
0.0341 |
4.1% |
0.0081 |
1.0% |
8% |
False |
True |
162,186 |
| 60 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0086 |
1.0% |
23% |
False |
False |
155,941 |
| 80 |
0.8788 |
0.8219 |
0.0569 |
6.8% |
0.0084 |
1.0% |
18% |
False |
False |
118,013 |
| 100 |
0.9513 |
0.8219 |
0.1294 |
15.5% |
0.0083 |
1.0% |
8% |
False |
False |
94,481 |
| 120 |
0.9513 |
0.8219 |
0.1294 |
15.5% |
0.0079 |
0.9% |
8% |
False |
False |
78,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8632 |
|
2.618 |
0.8528 |
|
1.618 |
0.8464 |
|
1.000 |
0.8424 |
|
0.618 |
0.8400 |
|
HIGH |
0.8360 |
|
0.618 |
0.8336 |
|
0.500 |
0.8328 |
|
0.382 |
0.8320 |
|
LOW |
0.8296 |
|
0.618 |
0.8256 |
|
1.000 |
0.8232 |
|
1.618 |
0.8192 |
|
2.618 |
0.8128 |
|
4.250 |
0.8024 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8328 |
0.8337 |
| PP |
0.8326 |
0.8332 |
| S1 |
0.8324 |
0.8327 |
|