CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8262 |
0.8259 |
-0.0003 |
0.0% |
0.8365 |
| High |
0.8281 |
0.8283 |
0.0002 |
0.0% |
0.8387 |
| Low |
0.8205 |
0.8232 |
0.0027 |
0.3% |
0.8256 |
| Close |
0.8268 |
0.8239 |
-0.0029 |
-0.4% |
0.8296 |
| Range |
0.0076 |
0.0051 |
-0.0025 |
-32.9% |
0.0131 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
66,377 |
87,118 |
20,741 |
31.2% |
31,914 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8404 |
0.8373 |
0.8267 |
|
| R3 |
0.8353 |
0.8322 |
0.8253 |
|
| R2 |
0.8302 |
0.8302 |
0.8248 |
|
| R1 |
0.8271 |
0.8271 |
0.8244 |
0.8261 |
| PP |
0.8251 |
0.8251 |
0.8251 |
0.8247 |
| S1 |
0.8220 |
0.8220 |
0.8234 |
0.8210 |
| S2 |
0.8200 |
0.8200 |
0.8230 |
|
| S3 |
0.8149 |
0.8169 |
0.8225 |
|
| S4 |
0.8098 |
0.8118 |
0.8211 |
|
|
| 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 |
0.8371 |
0.8205 |
0.0166 |
2.0% |
0.0067 |
0.8% |
20% |
False |
False |
42,701 |
| 10 |
0.8435 |
0.8205 |
0.0230 |
2.8% |
0.0056 |
0.7% |
15% |
False |
False |
22,848 |
| 20 |
0.8469 |
0.8205 |
0.0264 |
3.2% |
0.0060 |
0.7% |
13% |
False |
False |
11,726 |
| 40 |
0.8646 |
0.8205 |
0.0441 |
5.4% |
0.0072 |
0.9% |
8% |
False |
False |
6,065 |
| 60 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0071 |
0.9% |
7% |
False |
False |
4,144 |
| 80 |
0.8671 |
0.8205 |
0.0466 |
5.7% |
0.0069 |
0.8% |
7% |
False |
False |
3,120 |
| 100 |
0.9489 |
0.8205 |
0.1284 |
15.6% |
0.0063 |
0.8% |
3% |
False |
False |
2,497 |
| 120 |
0.9489 |
0.8205 |
0.1284 |
15.6% |
0.0055 |
0.7% |
3% |
False |
False |
2,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8500 |
|
2.618 |
0.8417 |
|
1.618 |
0.8366 |
|
1.000 |
0.8334 |
|
0.618 |
0.8315 |
|
HIGH |
0.8283 |
|
0.618 |
0.8264 |
|
0.500 |
0.8258 |
|
0.382 |
0.8251 |
|
LOW |
0.8232 |
|
0.618 |
0.8200 |
|
1.000 |
0.8181 |
|
1.618 |
0.8149 |
|
2.618 |
0.8098 |
|
4.250 |
0.8015 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8258 |
0.8253 |
| PP |
0.8251 |
0.8248 |
| S1 |
0.8245 |
0.8244 |
|