CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8285 |
0.8262 |
-0.0023 |
-0.3% |
0.8365 |
| High |
0.8300 |
0.8281 |
-0.0019 |
-0.2% |
0.8387 |
| Low |
0.8247 |
0.8205 |
-0.0042 |
-0.5% |
0.8256 |
| Close |
0.8261 |
0.8268 |
0.0007 |
0.1% |
0.8296 |
| Range |
0.0053 |
0.0076 |
0.0023 |
43.4% |
0.0131 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.5% |
0.0000 |
| Volume |
39,206 |
66,377 |
27,171 |
69.3% |
31,914 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8479 |
0.8450 |
0.8310 |
|
| R3 |
0.8403 |
0.8374 |
0.8289 |
|
| R2 |
0.8327 |
0.8327 |
0.8282 |
|
| R1 |
0.8298 |
0.8298 |
0.8275 |
0.8313 |
| PP |
0.8251 |
0.8251 |
0.8251 |
0.8259 |
| S1 |
0.8222 |
0.8222 |
0.8261 |
0.8237 |
| S2 |
0.8175 |
0.8175 |
0.8254 |
|
| S3 |
0.8099 |
0.8146 |
0.8247 |
|
| S4 |
0.8023 |
0.8070 |
0.8226 |
|
|
| 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 |
0.8381 |
0.8205 |
0.0176 |
2.1% |
0.0061 |
0.7% |
36% |
False |
True |
26,201 |
| 10 |
0.8441 |
0.8205 |
0.0236 |
2.9% |
0.0054 |
0.7% |
27% |
False |
True |
14,236 |
| 20 |
0.8469 |
0.8205 |
0.0264 |
3.2% |
0.0061 |
0.7% |
24% |
False |
True |
7,383 |
| 40 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0073 |
0.9% |
14% |
False |
True |
3,900 |
| 60 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0073 |
0.9% |
14% |
False |
True |
2,695 |
| 80 |
0.8719 |
0.8205 |
0.0514 |
6.2% |
0.0068 |
0.8% |
12% |
False |
True |
2,031 |
| 100 |
0.9489 |
0.8205 |
0.1284 |
15.5% |
0.0063 |
0.8% |
5% |
False |
True |
1,626 |
| 120 |
0.9489 |
0.8205 |
0.1284 |
15.5% |
0.0055 |
0.7% |
5% |
False |
True |
1,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8604 |
|
2.618 |
0.8480 |
|
1.618 |
0.8404 |
|
1.000 |
0.8357 |
|
0.618 |
0.8328 |
|
HIGH |
0.8281 |
|
0.618 |
0.8252 |
|
0.500 |
0.8243 |
|
0.382 |
0.8234 |
|
LOW |
0.8205 |
|
0.618 |
0.8158 |
|
1.000 |
0.8129 |
|
1.618 |
0.8082 |
|
2.618 |
0.8006 |
|
4.250 |
0.7882 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8260 |
0.8278 |
| PP |
0.8251 |
0.8274 |
| S1 |
0.8243 |
0.8271 |
|