CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8250 |
0.8233 |
-0.0017 |
-0.2% |
0.8354 |
| High |
0.8275 |
0.8288 |
0.0013 |
0.2% |
0.8378 |
| Low |
0.8222 |
0.8219 |
-0.0003 |
0.0% |
0.8245 |
| Close |
0.8230 |
0.8241 |
0.0011 |
0.1% |
0.8286 |
| Range |
0.0053 |
0.0069 |
0.0016 |
30.2% |
0.0133 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.2% |
0.0000 |
| Volume |
178,256 |
163,348 |
-14,908 |
-8.4% |
610,765 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8456 |
0.8418 |
0.8279 |
|
| R3 |
0.8387 |
0.8349 |
0.8260 |
|
| R2 |
0.8318 |
0.8318 |
0.8254 |
|
| R1 |
0.8280 |
0.8280 |
0.8247 |
0.8299 |
| PP |
0.8249 |
0.8249 |
0.8249 |
0.8259 |
| S1 |
0.8211 |
0.8211 |
0.8235 |
0.8230 |
| S2 |
0.8180 |
0.8180 |
0.8228 |
|
| S3 |
0.8111 |
0.8142 |
0.8222 |
|
| S4 |
0.8042 |
0.8073 |
0.8203 |
|
|
| 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 |
0.8342 |
0.8195 |
0.0147 |
1.8% |
0.0070 |
0.8% |
31% |
False |
False |
176,261 |
| 10 |
0.8396 |
0.8195 |
0.0201 |
2.4% |
0.0059 |
0.7% |
23% |
False |
False |
139,796 |
| 20 |
0.8469 |
0.8195 |
0.0274 |
3.3% |
0.0063 |
0.8% |
17% |
False |
False |
134,527 |
| 40 |
0.8637 |
0.8195 |
0.0442 |
5.4% |
0.0079 |
1.0% |
10% |
False |
False |
158,114 |
| 60 |
0.8663 |
0.8195 |
0.0468 |
5.7% |
0.0080 |
1.0% |
10% |
False |
False |
159,752 |
| 80 |
0.8670 |
0.8195 |
0.0475 |
5.8% |
0.0084 |
1.0% |
10% |
False |
False |
128,970 |
| 100 |
0.9428 |
0.8195 |
0.1233 |
15.0% |
0.0082 |
1.0% |
4% |
False |
False |
103,284 |
| 120 |
0.9513 |
0.8195 |
0.1318 |
16.0% |
0.0080 |
1.0% |
3% |
False |
False |
86,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8581 |
|
2.618 |
0.8469 |
|
1.618 |
0.8400 |
|
1.000 |
0.8357 |
|
0.618 |
0.8331 |
|
HIGH |
0.8288 |
|
0.618 |
0.8262 |
|
0.500 |
0.8254 |
|
0.382 |
0.8245 |
|
LOW |
0.8219 |
|
0.618 |
0.8176 |
|
1.000 |
0.8150 |
|
1.618 |
0.8107 |
|
2.618 |
0.8038 |
|
4.250 |
0.7926 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8254 |
0.8242 |
| PP |
0.8249 |
0.8241 |
| S1 |
0.8245 |
0.8241 |
|