CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 18-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8246 |
0.8247 |
0.0001 |
0.0% |
0.8285 |
| High |
0.8267 |
0.8395 |
0.0128 |
1.5% |
0.8302 |
| Low |
0.8238 |
0.8246 |
0.0008 |
0.1% |
0.8205 |
| Close |
0.8247 |
0.8297 |
0.0050 |
0.6% |
0.8252 |
| Range |
0.0029 |
0.0149 |
0.0120 |
413.8% |
0.0097 |
| ATR |
0.0056 |
0.0063 |
0.0007 |
11.7% |
0.0000 |
| Volume |
83,091 |
168,022 |
84,931 |
102.2% |
387,274 |
|
| Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8760 |
0.8677 |
0.8379 |
|
| R3 |
0.8611 |
0.8528 |
0.8338 |
|
| R2 |
0.8462 |
0.8462 |
0.8324 |
|
| R1 |
0.8379 |
0.8379 |
0.8311 |
0.8421 |
| PP |
0.8313 |
0.8313 |
0.8313 |
0.8333 |
| S1 |
0.8230 |
0.8230 |
0.8283 |
0.8272 |
| S2 |
0.8164 |
0.8164 |
0.8270 |
|
| S3 |
0.8015 |
0.8081 |
0.8256 |
|
| S4 |
0.7866 |
0.7932 |
0.8215 |
|
|
| 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 |
0.8395 |
0.8229 |
0.0166 |
2.0% |
0.0061 |
0.7% |
41% |
True |
False |
106,471 |
| 10 |
0.8395 |
0.8205 |
0.0190 |
2.3% |
0.0064 |
0.8% |
48% |
True |
False |
74,586 |
| 20 |
0.8464 |
0.8205 |
0.0259 |
3.1% |
0.0056 |
0.7% |
36% |
False |
False |
38,152 |
| 40 |
0.8562 |
0.8205 |
0.0357 |
4.3% |
0.0065 |
0.8% |
26% |
False |
False |
19,315 |
| 60 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0068 |
0.8% |
21% |
False |
False |
12,986 |
| 80 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0071 |
0.9% |
20% |
False |
False |
9,774 |
| 100 |
0.9335 |
0.8205 |
0.1130 |
13.6% |
0.0065 |
0.8% |
8% |
False |
False |
7,821 |
| 120 |
0.9489 |
0.8205 |
0.1284 |
15.5% |
0.0058 |
0.7% |
7% |
False |
False |
6,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9028 |
|
2.618 |
0.8785 |
|
1.618 |
0.8636 |
|
1.000 |
0.8544 |
|
0.618 |
0.8487 |
|
HIGH |
0.8395 |
|
0.618 |
0.8338 |
|
0.500 |
0.8321 |
|
0.382 |
0.8303 |
|
LOW |
0.8246 |
|
0.618 |
0.8154 |
|
1.000 |
0.8097 |
|
1.618 |
0.8005 |
|
2.618 |
0.7856 |
|
4.250 |
0.7613 |
|
|
| Fisher Pivots for day following 18-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8321 |
0.8317 |
| PP |
0.8313 |
0.8310 |
| S1 |
0.8305 |
0.8304 |
|