CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8259 |
0.8239 |
-0.0020 |
-0.2% |
0.8365 |
| High |
0.8283 |
0.8302 |
0.0019 |
0.2% |
0.8387 |
| Low |
0.8232 |
0.8229 |
-0.0003 |
0.0% |
0.8256 |
| Close |
0.8239 |
0.8250 |
0.0011 |
0.1% |
0.8296 |
| Range |
0.0051 |
0.0073 |
0.0022 |
43.1% |
0.0131 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.2% |
0.0000 |
| Volume |
87,118 |
80,707 |
-6,411 |
-7.4% |
31,914 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8479 |
0.8438 |
0.8290 |
|
| R3 |
0.8406 |
0.8365 |
0.8270 |
|
| R2 |
0.8333 |
0.8333 |
0.8263 |
|
| R1 |
0.8292 |
0.8292 |
0.8257 |
0.8313 |
| PP |
0.8260 |
0.8260 |
0.8260 |
0.8271 |
| S1 |
0.8219 |
0.8219 |
0.8243 |
0.8240 |
| S2 |
0.8187 |
0.8187 |
0.8237 |
|
| S3 |
0.8114 |
0.8146 |
0.8230 |
|
| S4 |
0.8041 |
0.8073 |
0.8210 |
|
|
| 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 |
0.8350 |
0.8205 |
0.0145 |
1.8% |
0.0069 |
0.8% |
31% |
False |
False |
57,128 |
| 10 |
0.8406 |
0.8205 |
0.0201 |
2.4% |
0.0058 |
0.7% |
22% |
False |
False |
30,611 |
| 20 |
0.8469 |
0.8205 |
0.0264 |
3.2% |
0.0060 |
0.7% |
17% |
False |
False |
15,746 |
| 40 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0072 |
0.9% |
10% |
False |
False |
8,080 |
| 60 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0072 |
0.9% |
10% |
False |
False |
5,489 |
| 80 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0069 |
0.8% |
10% |
False |
False |
4,129 |
| 100 |
0.9401 |
0.8205 |
0.1196 |
14.5% |
0.0063 |
0.8% |
4% |
False |
False |
3,304 |
| 120 |
0.9489 |
0.8205 |
0.1284 |
15.6% |
0.0056 |
0.7% |
4% |
False |
False |
2,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8612 |
|
2.618 |
0.8493 |
|
1.618 |
0.8420 |
|
1.000 |
0.8375 |
|
0.618 |
0.8347 |
|
HIGH |
0.8302 |
|
0.618 |
0.8274 |
|
0.500 |
0.8266 |
|
0.382 |
0.8257 |
|
LOW |
0.8229 |
|
0.618 |
0.8184 |
|
1.000 |
0.8156 |
|
1.618 |
0.8111 |
|
2.618 |
0.8038 |
|
4.250 |
0.7919 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8266 |
0.8254 |
| PP |
0.8260 |
0.8252 |
| S1 |
0.8255 |
0.8251 |
|