CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8250 |
0.8245 |
-0.0005 |
-0.1% |
0.8285 |
| High |
0.8265 |
0.8268 |
0.0003 |
0.0% |
0.8302 |
| Low |
0.8235 |
0.8243 |
0.0008 |
0.1% |
0.8205 |
| Close |
0.8252 |
0.8246 |
-0.0006 |
-0.1% |
0.8252 |
| Range |
0.0030 |
0.0025 |
-0.0005 |
-16.7% |
0.0097 |
| ATR |
0.0061 |
0.0059 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
113,866 |
86,672 |
-27,194 |
-23.9% |
387,274 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8327 |
0.8312 |
0.8260 |
|
| R3 |
0.8302 |
0.8287 |
0.8253 |
|
| R2 |
0.8277 |
0.8277 |
0.8251 |
|
| R1 |
0.8262 |
0.8262 |
0.8248 |
0.8270 |
| PP |
0.8252 |
0.8252 |
0.8252 |
0.8256 |
| S1 |
0.8237 |
0.8237 |
0.8244 |
0.8245 |
| S2 |
0.8227 |
0.8227 |
0.8241 |
|
| S3 |
0.8202 |
0.8212 |
0.8239 |
|
| S4 |
0.8177 |
0.8187 |
0.8232 |
|
|
| 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% |
0.0051 |
0.6% |
42% |
False |
False |
86,948 |
| 10 |
0.8387 |
0.8205 |
0.0182 |
2.2% |
0.0055 |
0.7% |
23% |
False |
False |
50,272 |
| 20 |
0.8469 |
0.8205 |
0.0264 |
3.2% |
0.0054 |
0.7% |
16% |
False |
False |
25,656 |
| 40 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0068 |
0.8% |
9% |
False |
False |
13,080 |
| 60 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0068 |
0.8% |
9% |
False |
False |
8,829 |
| 80 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0070 |
0.8% |
9% |
False |
False |
6,635 |
| 100 |
0.9401 |
0.8205 |
0.1196 |
14.5% |
0.0064 |
0.8% |
3% |
False |
False |
5,310 |
| 120 |
0.9489 |
0.8205 |
0.1284 |
15.6% |
0.0056 |
0.7% |
3% |
False |
False |
4,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8374 |
|
2.618 |
0.8333 |
|
1.618 |
0.8308 |
|
1.000 |
0.8293 |
|
0.618 |
0.8283 |
|
HIGH |
0.8268 |
|
0.618 |
0.8258 |
|
0.500 |
0.8256 |
|
0.382 |
0.8253 |
|
LOW |
0.8243 |
|
0.618 |
0.8228 |
|
1.000 |
0.8218 |
|
1.618 |
0.8203 |
|
2.618 |
0.8178 |
|
4.250 |
0.8137 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8256 |
0.8266 |
| PP |
0.8252 |
0.8259 |
| S1 |
0.8249 |
0.8253 |
|