CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8278 |
0.8250 |
-0.0028 |
-0.3% |
0.8354 |
| High |
0.8291 |
0.8271 |
-0.0020 |
-0.2% |
0.8378 |
| Low |
0.8236 |
0.8195 |
-0.0041 |
-0.5% |
0.8245 |
| Close |
0.8251 |
0.8258 |
0.0007 |
0.1% |
0.8286 |
| Range |
0.0055 |
0.0076 |
0.0021 |
38.2% |
0.0133 |
| ATR |
0.0068 |
0.0068 |
0.0001 |
0.9% |
0.0000 |
| Volume |
133,046 |
207,455 |
74,409 |
55.9% |
610,765 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8469 |
0.8440 |
0.8300 |
|
| R3 |
0.8393 |
0.8364 |
0.8279 |
|
| R2 |
0.8317 |
0.8317 |
0.8272 |
|
| R1 |
0.8288 |
0.8288 |
0.8265 |
0.8303 |
| PP |
0.8241 |
0.8241 |
0.8241 |
0.8249 |
| S1 |
0.8212 |
0.8212 |
0.8251 |
0.8227 |
| S2 |
0.8165 |
0.8165 |
0.8244 |
|
| S3 |
0.8089 |
0.8136 |
0.8237 |
|
| S4 |
0.8013 |
0.8060 |
0.8216 |
|
|
| 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 |
0.8371 |
0.8195 |
0.0176 |
2.1% |
0.0063 |
0.8% |
36% |
False |
True |
151,562 |
| 10 |
0.8431 |
0.8195 |
0.0236 |
2.9% |
0.0055 |
0.7% |
27% |
False |
True |
125,495 |
| 20 |
0.8469 |
0.8195 |
0.0274 |
3.3% |
0.0065 |
0.8% |
23% |
False |
True |
131,331 |
| 40 |
0.8637 |
0.8195 |
0.0442 |
5.4% |
0.0080 |
1.0% |
14% |
False |
True |
160,725 |
| 60 |
0.8663 |
0.8195 |
0.0468 |
5.7% |
0.0082 |
1.0% |
13% |
False |
True |
160,627 |
| 80 |
0.8713 |
0.8195 |
0.0518 |
6.3% |
0.0083 |
1.0% |
12% |
False |
True |
124,729 |
| 100 |
0.9513 |
0.8195 |
0.1318 |
16.0% |
0.0084 |
1.0% |
5% |
False |
True |
99,872 |
| 120 |
0.9513 |
0.8195 |
0.1318 |
16.0% |
0.0080 |
1.0% |
5% |
False |
True |
83,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8594 |
|
2.618 |
0.8470 |
|
1.618 |
0.8394 |
|
1.000 |
0.8347 |
|
0.618 |
0.8318 |
|
HIGH |
0.8271 |
|
0.618 |
0.8242 |
|
0.500 |
0.8233 |
|
0.382 |
0.8224 |
|
LOW |
0.8195 |
|
0.618 |
0.8148 |
|
1.000 |
0.8119 |
|
1.618 |
0.8072 |
|
2.618 |
0.7996 |
|
4.250 |
0.7872 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8250 |
0.8269 |
| PP |
0.8241 |
0.8265 |
| S1 |
0.8233 |
0.8262 |
|