CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8367 |
0.8335 |
-0.0032 |
-0.4% |
0.8365 |
| High |
0.8371 |
0.8350 |
-0.0021 |
-0.3% |
0.8387 |
| Low |
0.8310 |
0.8256 |
-0.0054 |
-0.6% |
0.8256 |
| Close |
0.8332 |
0.8296 |
-0.0036 |
-0.4% |
0.8296 |
| Range |
0.0061 |
0.0094 |
0.0033 |
54.1% |
0.0131 |
| ATR |
0.0061 |
0.0064 |
0.0002 |
3.8% |
0.0000 |
| Volume |
8,571 |
12,235 |
3,664 |
42.7% |
31,914 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8583 |
0.8533 |
0.8348 |
|
| R3 |
0.8489 |
0.8439 |
0.8322 |
|
| R2 |
0.8395 |
0.8395 |
0.8313 |
|
| R1 |
0.8345 |
0.8345 |
0.8305 |
0.8323 |
| PP |
0.8301 |
0.8301 |
0.8301 |
0.8290 |
| S1 |
0.8251 |
0.8251 |
0.8287 |
0.8229 |
| S2 |
0.8207 |
0.8207 |
0.8279 |
|
| S3 |
0.8113 |
0.8157 |
0.8270 |
|
| S4 |
0.8019 |
0.8063 |
0.8244 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8706 |
0.8632 |
0.8368 |
|
| R3 |
0.8575 |
0.8501 |
0.8332 |
|
| R2 |
0.8444 |
0.8444 |
0.8320 |
|
| R1 |
0.8370 |
0.8370 |
0.8308 |
0.8342 |
| PP |
0.8313 |
0.8313 |
0.8313 |
0.8299 |
| S1 |
0.8239 |
0.8239 |
0.8284 |
0.8211 |
| S2 |
0.8182 |
0.8182 |
0.8272 |
|
| S3 |
0.8051 |
0.8108 |
0.8260 |
|
| S4 |
0.7920 |
0.7977 |
0.8224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8387 |
0.8256 |
0.0131 |
1.6% |
0.0055 |
0.7% |
31% |
False |
True |
6,382 |
| 10 |
0.8441 |
0.8256 |
0.0185 |
2.2% |
0.0052 |
0.6% |
22% |
False |
True |
3,757 |
| 20 |
0.8545 |
0.8256 |
0.0289 |
3.5% |
0.0065 |
0.8% |
14% |
False |
True |
2,135 |
| 40 |
0.8646 |
0.8256 |
0.0390 |
4.7% |
0.0073 |
0.9% |
10% |
False |
True |
1,282 |
| 60 |
0.8670 |
0.8256 |
0.0414 |
5.0% |
0.0076 |
0.9% |
10% |
False |
True |
941 |
| 80 |
0.8784 |
0.8229 |
0.0555 |
6.7% |
0.0068 |
0.8% |
12% |
False |
False |
712 |
| 100 |
0.9489 |
0.8229 |
0.1260 |
15.2% |
0.0062 |
0.7% |
5% |
False |
False |
570 |
| 120 |
0.9489 |
0.8229 |
0.1260 |
15.2% |
0.0054 |
0.6% |
5% |
False |
False |
476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8750 |
|
2.618 |
0.8596 |
|
1.618 |
0.8502 |
|
1.000 |
0.8444 |
|
0.618 |
0.8408 |
|
HIGH |
0.8350 |
|
0.618 |
0.8314 |
|
0.500 |
0.8303 |
|
0.382 |
0.8292 |
|
LOW |
0.8256 |
|
0.618 |
0.8198 |
|
1.000 |
0.8162 |
|
1.618 |
0.8104 |
|
2.618 |
0.8010 |
|
4.250 |
0.7857 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8303 |
0.8319 |
| PP |
0.8301 |
0.8311 |
| S1 |
0.8298 |
0.8304 |
|