CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8328 |
0.8286 |
-0.0042 |
-0.5% |
0.8245 |
| High |
0.8365 |
0.8350 |
-0.0015 |
-0.2% |
0.8395 |
| Low |
0.8271 |
0.8260 |
-0.0011 |
-0.1% |
0.8238 |
| Close |
0.8277 |
0.8330 |
0.0053 |
0.6% |
0.8330 |
| Range |
0.0094 |
0.0090 |
-0.0004 |
-4.3% |
0.0157 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
2.7% |
0.0000 |
| Volume |
145,751 |
127,804 |
-17,947 |
-12.3% |
611,340 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8583 |
0.8547 |
0.8380 |
|
| R3 |
0.8493 |
0.8457 |
0.8355 |
|
| R2 |
0.8403 |
0.8403 |
0.8347 |
|
| R1 |
0.8367 |
0.8367 |
0.8338 |
0.8385 |
| PP |
0.8313 |
0.8313 |
0.8313 |
0.8323 |
| S1 |
0.8277 |
0.8277 |
0.8322 |
0.8295 |
| S2 |
0.8223 |
0.8223 |
0.8314 |
|
| S3 |
0.8133 |
0.8187 |
0.8305 |
|
| S4 |
0.8043 |
0.8097 |
0.8281 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8792 |
0.8718 |
0.8416 |
|
| R3 |
0.8635 |
0.8561 |
0.8373 |
|
| R2 |
0.8478 |
0.8478 |
0.8359 |
|
| R1 |
0.8404 |
0.8404 |
0.8344 |
0.8441 |
| PP |
0.8321 |
0.8321 |
0.8321 |
0.8340 |
| S1 |
0.8247 |
0.8247 |
0.8316 |
0.8284 |
| S2 |
0.8164 |
0.8164 |
0.8301 |
|
| S3 |
0.8007 |
0.8090 |
0.8287 |
|
| S4 |
0.7850 |
0.7933 |
0.8244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8395 |
0.8238 |
0.0157 |
1.9% |
0.0077 |
0.9% |
59% |
False |
False |
122,268 |
| 10 |
0.8395 |
0.8205 |
0.0190 |
2.3% |
0.0067 |
0.8% |
66% |
False |
False |
99,861 |
| 20 |
0.8441 |
0.8205 |
0.0236 |
2.8% |
0.0059 |
0.7% |
53% |
False |
False |
51,809 |
| 40 |
0.8562 |
0.8205 |
0.0357 |
4.3% |
0.0065 |
0.8% |
35% |
False |
False |
26,108 |
| 60 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0069 |
0.8% |
28% |
False |
False |
17,538 |
| 80 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0072 |
0.9% |
27% |
False |
False |
13,193 |
| 100 |
0.9310 |
0.8205 |
0.1105 |
13.3% |
0.0066 |
0.8% |
11% |
False |
False |
10,556 |
| 120 |
0.9489 |
0.8205 |
0.1284 |
15.4% |
0.0059 |
0.7% |
10% |
False |
False |
8,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8733 |
|
2.618 |
0.8586 |
|
1.618 |
0.8496 |
|
1.000 |
0.8440 |
|
0.618 |
0.8406 |
|
HIGH |
0.8350 |
|
0.618 |
0.8316 |
|
0.500 |
0.8305 |
|
0.382 |
0.8294 |
|
LOW |
0.8260 |
|
0.618 |
0.8204 |
|
1.000 |
0.8170 |
|
1.618 |
0.8114 |
|
2.618 |
0.8024 |
|
4.250 |
0.7878 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8322 |
0.8327 |
| PP |
0.8313 |
0.8324 |
| S1 |
0.8305 |
0.8321 |
|