CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 19-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8247 |
0.8328 |
0.0081 |
1.0% |
0.8285 |
| High |
0.8395 |
0.8365 |
-0.0030 |
-0.4% |
0.8302 |
| Low |
0.8246 |
0.8271 |
0.0025 |
0.3% |
0.8205 |
| Close |
0.8297 |
0.8277 |
-0.0020 |
-0.2% |
0.8252 |
| Range |
0.0149 |
0.0094 |
-0.0055 |
-36.9% |
0.0097 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
3.5% |
0.0000 |
| Volume |
168,022 |
145,751 |
-22,271 |
-13.3% |
387,274 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8586 |
0.8526 |
0.8329 |
|
| R3 |
0.8492 |
0.8432 |
0.8303 |
|
| R2 |
0.8398 |
0.8398 |
0.8294 |
|
| R1 |
0.8338 |
0.8338 |
0.8286 |
0.8321 |
| PP |
0.8304 |
0.8304 |
0.8304 |
0.8296 |
| S1 |
0.8244 |
0.8244 |
0.8268 |
0.8227 |
| S2 |
0.8210 |
0.8210 |
0.8260 |
|
| S3 |
0.8116 |
0.8150 |
0.8251 |
|
| S4 |
0.8022 |
0.8056 |
0.8225 |
|
|
| 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 |
0.8235 |
0.0160 |
1.9% |
0.0065 |
0.8% |
26% |
False |
False |
119,480 |
| 10 |
0.8395 |
0.8205 |
0.0190 |
2.3% |
0.0067 |
0.8% |
38% |
False |
False |
88,304 |
| 20 |
0.8464 |
0.8205 |
0.0259 |
3.1% |
0.0058 |
0.7% |
28% |
False |
False |
45,428 |
| 40 |
0.8562 |
0.8205 |
0.0357 |
4.3% |
0.0065 |
0.8% |
20% |
False |
False |
22,917 |
| 60 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0068 |
0.8% |
16% |
False |
False |
15,415 |
| 80 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0071 |
0.9% |
15% |
False |
False |
11,596 |
| 100 |
0.9310 |
0.8205 |
0.1105 |
13.4% |
0.0065 |
0.8% |
7% |
False |
False |
9,278 |
| 120 |
0.9489 |
0.8205 |
0.1284 |
15.5% |
0.0058 |
0.7% |
6% |
False |
False |
7,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8765 |
|
2.618 |
0.8611 |
|
1.618 |
0.8517 |
|
1.000 |
0.8459 |
|
0.618 |
0.8423 |
|
HIGH |
0.8365 |
|
0.618 |
0.8329 |
|
0.500 |
0.8318 |
|
0.382 |
0.8307 |
|
LOW |
0.8271 |
|
0.618 |
0.8213 |
|
1.000 |
0.8177 |
|
1.618 |
0.8119 |
|
2.618 |
0.8025 |
|
4.250 |
0.7872 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8318 |
0.8317 |
| PP |
0.8304 |
0.8303 |
| S1 |
0.8291 |
0.8290 |
|