CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 26-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8362 |
0.8380 |
0.0018 |
0.2% |
0.8245 |
| High |
0.8414 |
0.8460 |
0.0046 |
0.5% |
0.8395 |
| Low |
0.8353 |
0.8372 |
0.0019 |
0.2% |
0.8238 |
| Close |
0.8368 |
0.8394 |
0.0026 |
0.3% |
0.8330 |
| Range |
0.0061 |
0.0088 |
0.0027 |
44.3% |
0.0157 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
3.1% |
0.0000 |
| Volume |
105,003 |
152,851 |
47,848 |
45.6% |
611,340 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8673 |
0.8621 |
0.8442 |
|
| R3 |
0.8585 |
0.8533 |
0.8418 |
|
| R2 |
0.8497 |
0.8497 |
0.8410 |
|
| R1 |
0.8445 |
0.8445 |
0.8402 |
0.8471 |
| PP |
0.8409 |
0.8409 |
0.8409 |
0.8422 |
| S1 |
0.8357 |
0.8357 |
0.8386 |
0.8383 |
| S2 |
0.8321 |
0.8321 |
0.8378 |
|
| S3 |
0.8233 |
0.8269 |
0.8370 |
|
| S4 |
0.8145 |
0.8181 |
0.8346 |
|
|
| 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 |
0.8460 |
0.8260 |
0.0200 |
2.4% |
0.0067 |
0.8% |
67% |
True |
False |
122,753 |
| 10 |
0.8460 |
0.8235 |
0.0225 |
2.7% |
0.0066 |
0.8% |
71% |
True |
False |
121,116 |
| 20 |
0.8460 |
0.8205 |
0.0255 |
3.0% |
0.0062 |
0.7% |
74% |
True |
False |
75,864 |
| 40 |
0.8562 |
0.8205 |
0.0357 |
4.3% |
0.0064 |
0.8% |
53% |
False |
False |
38,238 |
| 60 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0072 |
0.9% |
43% |
False |
False |
25,628 |
| 80 |
0.8670 |
0.8205 |
0.0465 |
5.5% |
0.0073 |
0.9% |
41% |
False |
False |
19,266 |
| 100 |
0.9026 |
0.8205 |
0.0821 |
9.8% |
0.0068 |
0.8% |
23% |
False |
False |
15,415 |
| 120 |
0.9489 |
0.8205 |
0.1284 |
15.3% |
0.0060 |
0.7% |
15% |
False |
False |
12,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8834 |
|
2.618 |
0.8690 |
|
1.618 |
0.8602 |
|
1.000 |
0.8548 |
|
0.618 |
0.8514 |
|
HIGH |
0.8460 |
|
0.618 |
0.8426 |
|
0.500 |
0.8416 |
|
0.382 |
0.8406 |
|
LOW |
0.8372 |
|
0.618 |
0.8318 |
|
1.000 |
0.8284 |
|
1.618 |
0.8230 |
|
2.618 |
0.8142 |
|
4.250 |
0.7998 |
|
|
| Fisher Pivots for day following 26-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8416 |
0.8401 |
| PP |
0.8409 |
0.8399 |
| S1 |
0.8401 |
0.8396 |
|