CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 09-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8325 |
0.8278 |
-0.0047 |
-0.6% |
0.8354 |
| High |
0.8342 |
0.8291 |
-0.0051 |
-0.6% |
0.8378 |
| Low |
0.8245 |
0.8236 |
-0.0009 |
-0.1% |
0.8245 |
| Close |
0.8286 |
0.8251 |
-0.0035 |
-0.4% |
0.8286 |
| Range |
0.0097 |
0.0055 |
-0.0042 |
-43.3% |
0.0133 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
199,202 |
133,046 |
-66,156 |
-33.2% |
610,765 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8424 |
0.8393 |
0.8281 |
|
| R3 |
0.8369 |
0.8338 |
0.8266 |
|
| R2 |
0.8314 |
0.8314 |
0.8261 |
|
| R1 |
0.8283 |
0.8283 |
0.8256 |
0.8271 |
| PP |
0.8259 |
0.8259 |
0.8259 |
0.8254 |
| S1 |
0.8228 |
0.8228 |
0.8246 |
0.8216 |
| S2 |
0.8204 |
0.8204 |
0.8241 |
|
| S3 |
0.8149 |
0.8173 |
0.8236 |
|
| S4 |
0.8094 |
0.8118 |
0.8221 |
|
|
| 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 |
0.8236 |
0.0142 |
1.7% |
0.0060 |
0.7% |
11% |
False |
True |
131,988 |
| 10 |
0.8431 |
0.8236 |
0.0195 |
2.4% |
0.0056 |
0.7% |
8% |
False |
True |
120,056 |
| 20 |
0.8469 |
0.8236 |
0.0233 |
2.8% |
0.0064 |
0.8% |
6% |
False |
True |
127,306 |
| 40 |
0.8637 |
0.8236 |
0.0401 |
4.9% |
0.0081 |
1.0% |
4% |
False |
True |
162,019 |
| 60 |
0.8663 |
0.8236 |
0.0427 |
5.2% |
0.0084 |
1.0% |
4% |
False |
True |
158,794 |
| 80 |
0.8734 |
0.8219 |
0.0515 |
6.2% |
0.0084 |
1.0% |
6% |
False |
False |
122,141 |
| 100 |
0.9513 |
0.8219 |
0.1294 |
15.7% |
0.0083 |
1.0% |
2% |
False |
False |
97,799 |
| 120 |
0.9513 |
0.8219 |
0.1294 |
15.7% |
0.0079 |
1.0% |
2% |
False |
False |
81,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8525 |
|
2.618 |
0.8435 |
|
1.618 |
0.8380 |
|
1.000 |
0.8346 |
|
0.618 |
0.8325 |
|
HIGH |
0.8291 |
|
0.618 |
0.8270 |
|
0.500 |
0.8264 |
|
0.382 |
0.8257 |
|
LOW |
0.8236 |
|
0.618 |
0.8202 |
|
1.000 |
0.8181 |
|
1.618 |
0.8147 |
|
2.618 |
0.8092 |
|
4.250 |
0.8002 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8264 |
0.8298 |
| PP |
0.8259 |
0.8282 |
| S1 |
0.8255 |
0.8267 |
|