CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8245 |
0.8246 |
0.0001 |
0.0% |
0.8285 |
| High |
0.8268 |
0.8267 |
-0.0001 |
0.0% |
0.8302 |
| Low |
0.8243 |
0.8238 |
-0.0005 |
-0.1% |
0.8205 |
| Close |
0.8246 |
0.8247 |
0.0001 |
0.0% |
0.8252 |
| Range |
0.0025 |
0.0029 |
0.0004 |
16.0% |
0.0097 |
| ATR |
0.0059 |
0.0056 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
86,672 |
83,091 |
-3,581 |
-4.1% |
387,274 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8338 |
0.8321 |
0.8263 |
|
| R3 |
0.8309 |
0.8292 |
0.8255 |
|
| R2 |
0.8280 |
0.8280 |
0.8252 |
|
| R1 |
0.8263 |
0.8263 |
0.8250 |
0.8272 |
| PP |
0.8251 |
0.8251 |
0.8251 |
0.8255 |
| S1 |
0.8234 |
0.8234 |
0.8244 |
0.8243 |
| S2 |
0.8222 |
0.8222 |
0.8242 |
|
| S3 |
0.8193 |
0.8205 |
0.8239 |
|
| S4 |
0.8164 |
0.8176 |
0.8231 |
|
|
| 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 |
0.8229 |
0.0073 |
0.9% |
0.0042 |
0.5% |
25% |
False |
False |
90,290 |
| 10 |
0.8381 |
0.8205 |
0.0176 |
2.1% |
0.0052 |
0.6% |
24% |
False |
False |
58,245 |
| 20 |
0.8464 |
0.8205 |
0.0259 |
3.1% |
0.0051 |
0.6% |
16% |
False |
False |
29,787 |
| 40 |
0.8562 |
0.8205 |
0.0357 |
4.3% |
0.0065 |
0.8% |
12% |
False |
False |
15,137 |
| 60 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0066 |
0.8% |
10% |
False |
False |
10,206 |
| 80 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0070 |
0.8% |
9% |
False |
False |
7,674 |
| 100 |
0.9355 |
0.8205 |
0.1150 |
13.9% |
0.0064 |
0.8% |
4% |
False |
False |
6,141 |
| 120 |
0.9489 |
0.8205 |
0.1284 |
15.6% |
0.0057 |
0.7% |
3% |
False |
False |
5,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8390 |
|
2.618 |
0.8343 |
|
1.618 |
0.8314 |
|
1.000 |
0.8296 |
|
0.618 |
0.8285 |
|
HIGH |
0.8267 |
|
0.618 |
0.8256 |
|
0.500 |
0.8253 |
|
0.382 |
0.8249 |
|
LOW |
0.8238 |
|
0.618 |
0.8220 |
|
1.000 |
0.8209 |
|
1.618 |
0.8191 |
|
2.618 |
0.8162 |
|
4.250 |
0.8115 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8253 |
0.8252 |
| PP |
0.8251 |
0.8250 |
| S1 |
0.8249 |
0.8249 |
|