CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8233 |
0.8244 |
0.0011 |
0.1% |
0.8278 |
| High |
0.8288 |
0.8256 |
-0.0032 |
-0.4% |
0.8291 |
| Low |
0.8219 |
0.8226 |
0.0007 |
0.1% |
0.8195 |
| Close |
0.8241 |
0.8243 |
0.0002 |
0.0% |
0.8243 |
| Range |
0.0069 |
0.0030 |
-0.0039 |
-56.5% |
0.0096 |
| ATR |
0.0067 |
0.0065 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
163,348 |
35,824 |
-127,524 |
-78.1% |
717,929 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8332 |
0.8317 |
0.8260 |
|
| R3 |
0.8302 |
0.8287 |
0.8251 |
|
| R2 |
0.8272 |
0.8272 |
0.8249 |
|
| R1 |
0.8257 |
0.8257 |
0.8246 |
0.8250 |
| PP |
0.8242 |
0.8242 |
0.8242 |
0.8238 |
| S1 |
0.8227 |
0.8227 |
0.8240 |
0.8220 |
| S2 |
0.8212 |
0.8212 |
0.8238 |
|
| S3 |
0.8182 |
0.8197 |
0.8235 |
|
| S4 |
0.8152 |
0.8167 |
0.8227 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8531 |
0.8483 |
0.8296 |
|
| R3 |
0.8435 |
0.8387 |
0.8269 |
|
| R2 |
0.8339 |
0.8339 |
0.8261 |
|
| R1 |
0.8291 |
0.8291 |
0.8252 |
0.8267 |
| PP |
0.8243 |
0.8243 |
0.8243 |
0.8231 |
| S1 |
0.8195 |
0.8195 |
0.8234 |
0.8171 |
| S2 |
0.8147 |
0.8147 |
0.8225 |
|
| S3 |
0.8051 |
0.8099 |
0.8217 |
|
| S4 |
0.7955 |
0.8003 |
0.8190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8291 |
0.8195 |
0.0096 |
1.2% |
0.0057 |
0.7% |
50% |
False |
False |
143,585 |
| 10 |
0.8378 |
0.8195 |
0.0183 |
2.2% |
0.0057 |
0.7% |
26% |
False |
False |
132,869 |
| 20 |
0.8469 |
0.8195 |
0.0274 |
3.3% |
0.0058 |
0.7% |
18% |
False |
False |
123,676 |
| 40 |
0.8637 |
0.8195 |
0.0442 |
5.4% |
0.0076 |
0.9% |
11% |
False |
False |
150,953 |
| 60 |
0.8663 |
0.8195 |
0.0468 |
5.7% |
0.0079 |
1.0% |
10% |
False |
False |
155,747 |
| 80 |
0.8670 |
0.8195 |
0.0475 |
5.8% |
0.0083 |
1.0% |
10% |
False |
False |
129,412 |
| 100 |
0.9418 |
0.8195 |
0.1223 |
14.8% |
0.0082 |
1.0% |
4% |
False |
False |
103,637 |
| 120 |
0.9513 |
0.8195 |
0.1318 |
16.0% |
0.0080 |
1.0% |
4% |
False |
False |
86,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8384 |
|
2.618 |
0.8335 |
|
1.618 |
0.8305 |
|
1.000 |
0.8286 |
|
0.618 |
0.8275 |
|
HIGH |
0.8256 |
|
0.618 |
0.8245 |
|
0.500 |
0.8241 |
|
0.382 |
0.8237 |
|
LOW |
0.8226 |
|
0.618 |
0.8207 |
|
1.000 |
0.8196 |
|
1.618 |
0.8177 |
|
2.618 |
0.8147 |
|
4.250 |
0.8099 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8242 |
0.8254 |
| PP |
0.8242 |
0.8250 |
| S1 |
0.8241 |
0.8247 |
|