CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 09-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8335 |
0.8285 |
-0.0050 |
-0.6% |
0.8365 |
| High |
0.8350 |
0.8300 |
-0.0050 |
-0.6% |
0.8387 |
| Low |
0.8256 |
0.8247 |
-0.0009 |
-0.1% |
0.8256 |
| Close |
0.8296 |
0.8261 |
-0.0035 |
-0.4% |
0.8296 |
| Range |
0.0094 |
0.0053 |
-0.0041 |
-43.6% |
0.0131 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
12,235 |
39,206 |
26,971 |
220.4% |
31,914 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8428 |
0.8398 |
0.8290 |
|
| R3 |
0.8375 |
0.8345 |
0.8276 |
|
| R2 |
0.8322 |
0.8322 |
0.8271 |
|
| R1 |
0.8292 |
0.8292 |
0.8266 |
0.8281 |
| PP |
0.8269 |
0.8269 |
0.8269 |
0.8264 |
| S1 |
0.8239 |
0.8239 |
0.8256 |
0.8228 |
| S2 |
0.8216 |
0.8216 |
0.8251 |
|
| S3 |
0.8163 |
0.8186 |
0.8246 |
|
| S4 |
0.8110 |
0.8133 |
0.8232 |
|
|
| 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 |
0.8247 |
0.0140 |
1.7% |
0.0058 |
0.7% |
10% |
False |
True |
13,597 |
| 10 |
0.8441 |
0.8247 |
0.0194 |
2.3% |
0.0053 |
0.6% |
7% |
False |
True |
7,624 |
| 20 |
0.8469 |
0.8247 |
0.0222 |
2.7% |
0.0060 |
0.7% |
6% |
False |
True |
4,080 |
| 40 |
0.8646 |
0.8247 |
0.0399 |
4.8% |
0.0073 |
0.9% |
4% |
False |
True |
2,244 |
| 60 |
0.8670 |
0.8247 |
0.0423 |
5.1% |
0.0073 |
0.9% |
3% |
False |
True |
1,591 |
| 80 |
0.8719 |
0.8229 |
0.0490 |
5.9% |
0.0068 |
0.8% |
7% |
False |
False |
1,202 |
| 100 |
0.9489 |
0.8229 |
0.1260 |
15.3% |
0.0063 |
0.8% |
3% |
False |
False |
962 |
| 120 |
0.9489 |
0.8229 |
0.1260 |
15.3% |
0.0054 |
0.7% |
3% |
False |
False |
802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8525 |
|
2.618 |
0.8439 |
|
1.618 |
0.8386 |
|
1.000 |
0.8353 |
|
0.618 |
0.8333 |
|
HIGH |
0.8300 |
|
0.618 |
0.8280 |
|
0.500 |
0.8274 |
|
0.382 |
0.8267 |
|
LOW |
0.8247 |
|
0.618 |
0.8214 |
|
1.000 |
0.8194 |
|
1.618 |
0.8161 |
|
2.618 |
0.8108 |
|
4.250 |
0.8022 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8274 |
0.8309 |
| PP |
0.8269 |
0.8293 |
| S1 |
0.8265 |
0.8277 |
|