CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8239 |
0.8250 |
0.0011 |
0.1% |
0.8285 |
| High |
0.8302 |
0.8265 |
-0.0037 |
-0.4% |
0.8302 |
| Low |
0.8229 |
0.8235 |
0.0006 |
0.1% |
0.8205 |
| Close |
0.8250 |
0.8252 |
0.0002 |
0.0% |
0.8252 |
| Range |
0.0073 |
0.0030 |
-0.0043 |
-58.9% |
0.0097 |
| ATR |
0.0064 |
0.0061 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
80,707 |
113,866 |
33,159 |
41.1% |
387,274 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8341 |
0.8326 |
0.8269 |
|
| R3 |
0.8311 |
0.8296 |
0.8260 |
|
| R2 |
0.8281 |
0.8281 |
0.8258 |
|
| R1 |
0.8266 |
0.8266 |
0.8255 |
0.8274 |
| PP |
0.8251 |
0.8251 |
0.8251 |
0.8254 |
| S1 |
0.8236 |
0.8236 |
0.8249 |
0.8244 |
| S2 |
0.8221 |
0.8221 |
0.8247 |
|
| S3 |
0.8191 |
0.8206 |
0.8244 |
|
| S4 |
0.8161 |
0.8176 |
0.8236 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8544 |
0.8495 |
0.8305 |
|
| R3 |
0.8447 |
0.8398 |
0.8279 |
|
| R2 |
0.8350 |
0.8350 |
0.8270 |
|
| R1 |
0.8301 |
0.8301 |
0.8261 |
0.8277 |
| PP |
0.8253 |
0.8253 |
0.8253 |
0.8241 |
| S1 |
0.8204 |
0.8204 |
0.8243 |
0.8180 |
| S2 |
0.8156 |
0.8156 |
0.8234 |
|
| S3 |
0.8059 |
0.8107 |
0.8225 |
|
| S4 |
0.7962 |
0.8010 |
0.8199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8302 |
0.8205 |
0.0097 |
1.2% |
0.0057 |
0.7% |
48% |
False |
False |
77,454 |
| 10 |
0.8387 |
0.8205 |
0.0182 |
2.2% |
0.0056 |
0.7% |
26% |
False |
False |
41,918 |
| 20 |
0.8469 |
0.8205 |
0.0264 |
3.2% |
0.0055 |
0.7% |
18% |
False |
False |
21,375 |
| 40 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0070 |
0.8% |
11% |
False |
False |
10,921 |
| 60 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0071 |
0.9% |
10% |
False |
False |
7,386 |
| 80 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0070 |
0.8% |
10% |
False |
False |
5,552 |
| 100 |
0.9401 |
0.8205 |
0.1196 |
14.5% |
0.0063 |
0.8% |
4% |
False |
False |
4,443 |
| 120 |
0.9489 |
0.8205 |
0.1284 |
15.6% |
0.0056 |
0.7% |
4% |
False |
False |
3,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8393 |
|
2.618 |
0.8344 |
|
1.618 |
0.8314 |
|
1.000 |
0.8295 |
|
0.618 |
0.8284 |
|
HIGH |
0.8265 |
|
0.618 |
0.8254 |
|
0.500 |
0.8250 |
|
0.382 |
0.8246 |
|
LOW |
0.8235 |
|
0.618 |
0.8216 |
|
1.000 |
0.8205 |
|
1.618 |
0.8186 |
|
2.618 |
0.8156 |
|
4.250 |
0.8108 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8251 |
0.8266 |
| PP |
0.8251 |
0.8261 |
| S1 |
0.8250 |
0.8257 |
|