CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 27-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
0.8380 |
0.8397 |
0.0017 |
0.2% |
0.8351 |
High |
0.8460 |
0.8418 |
-0.0042 |
-0.5% |
0.8460 |
Low |
0.8372 |
0.8377 |
0.0005 |
0.1% |
0.8331 |
Close |
0.8394 |
0.8405 |
0.0011 |
0.1% |
0.8405 |
Range |
0.0088 |
0.0041 |
-0.0047 |
-53.4% |
0.0129 |
ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
152,851 |
101,560 |
-51,291 |
-33.6% |
587,522 |
|
Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8523 |
0.8505 |
0.8428 |
|
R3 |
0.8482 |
0.8464 |
0.8416 |
|
R2 |
0.8441 |
0.8441 |
0.8413 |
|
R1 |
0.8423 |
0.8423 |
0.8409 |
0.8432 |
PP |
0.8400 |
0.8400 |
0.8400 |
0.8405 |
S1 |
0.8382 |
0.8382 |
0.8401 |
0.8391 |
S2 |
0.8359 |
0.8359 |
0.8397 |
|
S3 |
0.8318 |
0.8341 |
0.8394 |
|
S4 |
0.8277 |
0.8300 |
0.8382 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8786 |
0.8724 |
0.8476 |
|
R3 |
0.8657 |
0.8595 |
0.8440 |
|
R2 |
0.8528 |
0.8528 |
0.8429 |
|
R1 |
0.8466 |
0.8466 |
0.8417 |
0.8497 |
PP |
0.8399 |
0.8399 |
0.8399 |
0.8414 |
S1 |
0.8337 |
0.8337 |
0.8393 |
0.8368 |
S2 |
0.8270 |
0.8270 |
0.8381 |
|
S3 |
0.8141 |
0.8208 |
0.8370 |
|
S4 |
0.8012 |
0.8079 |
0.8334 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8460 |
0.8331 |
0.0129 |
1.5% |
0.0057 |
0.7% |
57% |
False |
False |
117,504 |
10 |
0.8460 |
0.8238 |
0.0222 |
2.6% |
0.0067 |
0.8% |
75% |
False |
False |
119,886 |
20 |
0.8460 |
0.8205 |
0.0255 |
3.0% |
0.0061 |
0.7% |
78% |
False |
False |
80,902 |
40 |
0.8562 |
0.8205 |
0.0357 |
4.2% |
0.0063 |
0.7% |
56% |
False |
False |
40,770 |
60 |
0.8646 |
0.8205 |
0.0441 |
5.2% |
0.0070 |
0.8% |
45% |
False |
False |
27,319 |
80 |
0.8670 |
0.8205 |
0.0465 |
5.5% |
0.0073 |
0.9% |
43% |
False |
False |
20,535 |
100 |
0.8866 |
0.8205 |
0.0661 |
7.9% |
0.0067 |
0.8% |
30% |
False |
False |
16,431 |
120 |
0.9489 |
0.8205 |
0.1284 |
15.3% |
0.0060 |
0.7% |
16% |
False |
False |
13,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8592 |
2.618 |
0.8525 |
1.618 |
0.8484 |
1.000 |
0.8459 |
0.618 |
0.8443 |
HIGH |
0.8418 |
0.618 |
0.8402 |
0.500 |
0.8398 |
0.382 |
0.8393 |
LOW |
0.8377 |
0.618 |
0.8352 |
1.000 |
0.8336 |
1.618 |
0.8311 |
2.618 |
0.8270 |
4.250 |
0.8203 |
|
|
Fisher Pivots for day following 27-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8403 |
0.8407 |
PP |
0.8400 |
0.8406 |
S1 |
0.8398 |
0.8406 |
|