CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 05-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8365 |
0.8367 |
0.0002 |
0.0% |
0.8409 |
| High |
0.8381 |
0.8371 |
-0.0010 |
-0.1% |
0.8441 |
| Low |
0.8358 |
0.8310 |
-0.0048 |
-0.6% |
0.8358 |
| Close |
0.8363 |
0.8332 |
-0.0031 |
-0.4% |
0.8364 |
| Range |
0.0023 |
0.0061 |
0.0038 |
165.2% |
0.0083 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.0% |
0.0000 |
| Volume |
4,616 |
8,571 |
3,955 |
85.7% |
5,663 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8521 |
0.8487 |
0.8366 |
|
| R3 |
0.8460 |
0.8426 |
0.8349 |
|
| R2 |
0.8399 |
0.8399 |
0.8343 |
|
| R1 |
0.8365 |
0.8365 |
0.8338 |
0.8352 |
| PP |
0.8338 |
0.8338 |
0.8338 |
0.8331 |
| S1 |
0.8304 |
0.8304 |
0.8326 |
0.8291 |
| S2 |
0.8277 |
0.8277 |
0.8321 |
|
| S3 |
0.8216 |
0.8243 |
0.8315 |
|
| S4 |
0.8155 |
0.8182 |
0.8298 |
|
|
| 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 |
0.8406 |
0.8310 |
0.0096 |
1.2% |
0.0046 |
0.5% |
23% |
False |
True |
4,094 |
| 10 |
0.8464 |
0.8310 |
0.0154 |
1.8% |
0.0048 |
0.6% |
14% |
False |
True |
2,552 |
| 20 |
0.8550 |
0.8310 |
0.0240 |
2.9% |
0.0061 |
0.7% |
9% |
False |
True |
1,552 |
| 40 |
0.8646 |
0.8310 |
0.0336 |
4.0% |
0.0072 |
0.9% |
7% |
False |
True |
1,002 |
| 60 |
0.8670 |
0.8229 |
0.0441 |
5.3% |
0.0076 |
0.9% |
23% |
False |
False |
738 |
| 80 |
0.8784 |
0.8229 |
0.0555 |
6.7% |
0.0068 |
0.8% |
19% |
False |
False |
559 |
| 100 |
0.9489 |
0.8229 |
0.1260 |
15.1% |
0.0061 |
0.7% |
8% |
False |
False |
448 |
| 120 |
0.9489 |
0.8229 |
0.1260 |
15.1% |
0.0053 |
0.6% |
8% |
False |
False |
374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8630 |
|
2.618 |
0.8531 |
|
1.618 |
0.8470 |
|
1.000 |
0.8432 |
|
0.618 |
0.8409 |
|
HIGH |
0.8371 |
|
0.618 |
0.8348 |
|
0.500 |
0.8341 |
|
0.382 |
0.8333 |
|
LOW |
0.8310 |
|
0.618 |
0.8272 |
|
1.000 |
0.8249 |
|
1.618 |
0.8211 |
|
2.618 |
0.8150 |
|
4.250 |
0.8051 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8341 |
0.8349 |
| PP |
0.8338 |
0.8343 |
| S1 |
0.8335 |
0.8338 |
|