CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8354 |
0.8325 |
-0.0029 |
-0.3% |
0.8354 |
| High |
0.8360 |
0.8342 |
-0.0018 |
-0.2% |
0.8378 |
| Low |
0.8296 |
0.8245 |
-0.0051 |
-0.6% |
0.8245 |
| Close |
0.8322 |
0.8286 |
-0.0036 |
-0.4% |
0.8286 |
| Range |
0.0064 |
0.0097 |
0.0033 |
51.6% |
0.0133 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
3.2% |
0.0000 |
| Volume |
125,869 |
199,202 |
73,333 |
58.3% |
610,765 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8582 |
0.8531 |
0.8339 |
|
| R3 |
0.8485 |
0.8434 |
0.8313 |
|
| R2 |
0.8388 |
0.8388 |
0.8304 |
|
| R1 |
0.8337 |
0.8337 |
0.8295 |
0.8314 |
| PP |
0.8291 |
0.8291 |
0.8291 |
0.8280 |
| S1 |
0.8240 |
0.8240 |
0.8277 |
0.8217 |
| S2 |
0.8194 |
0.8194 |
0.8268 |
|
| S3 |
0.8097 |
0.8143 |
0.8259 |
|
| S4 |
0.8000 |
0.8046 |
0.8233 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8702 |
0.8627 |
0.8359 |
|
| R3 |
0.8569 |
0.8494 |
0.8323 |
|
| R2 |
0.8436 |
0.8436 |
0.8310 |
|
| R1 |
0.8361 |
0.8361 |
0.8298 |
0.8332 |
| PP |
0.8303 |
0.8303 |
0.8303 |
0.8289 |
| S1 |
0.8228 |
0.8228 |
0.8274 |
0.8199 |
| S2 |
0.8170 |
0.8170 |
0.8262 |
|
| S3 |
0.8037 |
0.8095 |
0.8249 |
|
| S4 |
0.7904 |
0.7962 |
0.8213 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8378 |
0.8245 |
0.0133 |
1.6% |
0.0057 |
0.7% |
31% |
False |
True |
122,153 |
| 10 |
0.8431 |
0.8245 |
0.0186 |
2.2% |
0.0054 |
0.7% |
22% |
False |
True |
114,216 |
| 20 |
0.8538 |
0.8245 |
0.0293 |
3.5% |
0.0069 |
0.8% |
14% |
False |
True |
130,847 |
| 40 |
0.8637 |
0.8245 |
0.0392 |
4.7% |
0.0081 |
1.0% |
10% |
False |
True |
162,325 |
| 60 |
0.8663 |
0.8245 |
0.0418 |
5.0% |
0.0086 |
1.0% |
10% |
False |
True |
158,231 |
| 80 |
0.8788 |
0.8219 |
0.0569 |
6.9% |
0.0084 |
1.0% |
12% |
False |
False |
120,490 |
| 100 |
0.9513 |
0.8219 |
0.1294 |
15.6% |
0.0084 |
1.0% |
5% |
False |
False |
96,469 |
| 120 |
0.9513 |
0.8219 |
0.1294 |
15.6% |
0.0079 |
1.0% |
5% |
False |
False |
80,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8754 |
|
2.618 |
0.8596 |
|
1.618 |
0.8499 |
|
1.000 |
0.8439 |
|
0.618 |
0.8402 |
|
HIGH |
0.8342 |
|
0.618 |
0.8305 |
|
0.500 |
0.8294 |
|
0.382 |
0.8282 |
|
LOW |
0.8245 |
|
0.618 |
0.8185 |
|
1.000 |
0.8148 |
|
1.618 |
0.8088 |
|
2.618 |
0.7991 |
|
4.250 |
0.7833 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8294 |
0.8308 |
| PP |
0.8291 |
0.8301 |
| S1 |
0.8289 |
0.8293 |
|