CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 31-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8398 |
0.8336 |
-0.0062 |
-0.7% |
0.8351 |
| High |
0.8403 |
0.8358 |
-0.0045 |
-0.5% |
0.8460 |
| Low |
0.8326 |
0.8316 |
-0.0010 |
-0.1% |
0.8331 |
| Close |
0.8329 |
0.8346 |
0.0017 |
0.2% |
0.8405 |
| Range |
0.0077 |
0.0042 |
-0.0035 |
-45.5% |
0.0129 |
| ATR |
0.0065 |
0.0064 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
102,154 |
106,616 |
4,462 |
4.4% |
587,522 |
|
| Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8466 |
0.8448 |
0.8369 |
|
| R3 |
0.8424 |
0.8406 |
0.8358 |
|
| R2 |
0.8382 |
0.8382 |
0.8354 |
|
| R1 |
0.8364 |
0.8364 |
0.8350 |
0.8373 |
| PP |
0.8340 |
0.8340 |
0.8340 |
0.8345 |
| S1 |
0.8322 |
0.8322 |
0.8342 |
0.8331 |
| S2 |
0.8298 |
0.8298 |
0.8338 |
|
| S3 |
0.8256 |
0.8280 |
0.8334 |
|
| S4 |
0.8214 |
0.8238 |
0.8323 |
|
|
| 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 |
0.8316 |
0.0144 |
1.7% |
0.0062 |
0.7% |
21% |
False |
True |
113,636 |
| 10 |
0.8460 |
0.8246 |
0.0214 |
2.6% |
0.0074 |
0.9% |
47% |
False |
False |
123,786 |
| 20 |
0.8460 |
0.8205 |
0.0255 |
3.1% |
0.0063 |
0.7% |
55% |
False |
False |
91,016 |
| 40 |
0.8562 |
0.8205 |
0.0357 |
4.3% |
0.0063 |
0.8% |
39% |
False |
False |
45,963 |
| 60 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0071 |
0.8% |
32% |
False |
False |
30,791 |
| 80 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0074 |
0.9% |
30% |
False |
False |
23,144 |
| 100 |
0.8812 |
0.8205 |
0.0607 |
7.3% |
0.0067 |
0.8% |
23% |
False |
False |
18,518 |
| 120 |
0.9489 |
0.8205 |
0.1284 |
15.4% |
0.0061 |
0.7% |
11% |
False |
False |
15,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8537 |
|
2.618 |
0.8468 |
|
1.618 |
0.8426 |
|
1.000 |
0.8400 |
|
0.618 |
0.8384 |
|
HIGH |
0.8358 |
|
0.618 |
0.8342 |
|
0.500 |
0.8337 |
|
0.382 |
0.8332 |
|
LOW |
0.8316 |
|
0.618 |
0.8290 |
|
1.000 |
0.8274 |
|
1.618 |
0.8248 |
|
2.618 |
0.8206 |
|
4.250 |
0.8138 |
|
|
| Fisher Pivots for day following 31-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8343 |
0.8367 |
| PP |
0.8340 |
0.8360 |
| S1 |
0.8337 |
0.8353 |
|