CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8386 |
0.8365 |
-0.0021 |
-0.3% |
0.8409 |
| High |
0.8406 |
0.8366 |
-0.0040 |
-0.5% |
0.8441 |
| Low |
0.8359 |
0.8330 |
-0.0029 |
-0.3% |
0.8358 |
| Close |
0.8364 |
0.8333 |
-0.0031 |
-0.4% |
0.8364 |
| Range |
0.0047 |
0.0036 |
-0.0011 |
-23.4% |
0.0083 |
| ATR |
0.0067 |
0.0064 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
795 |
3,133 |
2,338 |
294.1% |
5,663 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8451 |
0.8428 |
0.8353 |
|
| R3 |
0.8415 |
0.8392 |
0.8343 |
|
| R2 |
0.8379 |
0.8379 |
0.8340 |
|
| R1 |
0.8356 |
0.8356 |
0.8336 |
0.8350 |
| PP |
0.8343 |
0.8343 |
0.8343 |
0.8340 |
| S1 |
0.8320 |
0.8320 |
0.8330 |
0.8314 |
| S2 |
0.8307 |
0.8307 |
0.8326 |
|
| S3 |
0.8271 |
0.8284 |
0.8323 |
|
| S4 |
0.8235 |
0.8248 |
0.8313 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8637 |
0.8583 |
0.8410 |
|
| R3 |
0.8554 |
0.8500 |
0.8387 |
|
| R2 |
0.8471 |
0.8471 |
0.8379 |
|
| R1 |
0.8417 |
0.8417 |
0.8372 |
0.8403 |
| PP |
0.8388 |
0.8388 |
0.8388 |
0.8380 |
| S1 |
0.8334 |
0.8334 |
0.8356 |
0.8320 |
| S2 |
0.8305 |
0.8305 |
0.8349 |
|
| S3 |
0.8222 |
0.8251 |
0.8341 |
|
| S4 |
0.8139 |
0.8168 |
0.8318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8441 |
0.8330 |
0.0111 |
1.3% |
0.0048 |
0.6% |
3% |
False |
True |
1,651 |
| 10 |
0.8469 |
0.8330 |
0.0139 |
1.7% |
0.0053 |
0.6% |
2% |
False |
True |
1,040 |
| 20 |
0.8562 |
0.8315 |
0.0247 |
3.0% |
0.0063 |
0.8% |
7% |
False |
False |
767 |
| 40 |
0.8646 |
0.8295 |
0.0351 |
4.2% |
0.0075 |
0.9% |
11% |
False |
False |
603 |
| 60 |
0.8670 |
0.8229 |
0.0441 |
5.3% |
0.0077 |
0.9% |
24% |
False |
False |
465 |
| 80 |
0.8861 |
0.8229 |
0.0632 |
7.6% |
0.0068 |
0.8% |
16% |
False |
False |
352 |
| 100 |
0.9489 |
0.8229 |
0.1260 |
15.1% |
0.0060 |
0.7% |
8% |
False |
False |
283 |
| 120 |
0.9489 |
0.8229 |
0.1260 |
15.1% |
0.0052 |
0.6% |
8% |
False |
False |
236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8519 |
|
2.618 |
0.8460 |
|
1.618 |
0.8424 |
|
1.000 |
0.8402 |
|
0.618 |
0.8388 |
|
HIGH |
0.8366 |
|
0.618 |
0.8352 |
|
0.500 |
0.8348 |
|
0.382 |
0.8344 |
|
LOW |
0.8330 |
|
0.618 |
0.8308 |
|
1.000 |
0.8294 |
|
1.618 |
0.8272 |
|
2.618 |
0.8236 |
|
4.250 |
0.8177 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8348 |
0.8383 |
| PP |
0.8343 |
0.8366 |
| S1 |
0.8338 |
0.8350 |
|