CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 02-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2015 |
02-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8338 |
0.8359 |
0.0021 |
0.3% |
0.8351 |
| High |
0.8383 |
0.8379 |
-0.0004 |
0.0% |
0.8460 |
| Low |
0.8319 |
0.8348 |
0.0029 |
0.3% |
0.8331 |
| Close |
0.8369 |
0.8362 |
-0.0007 |
-0.1% |
0.8405 |
| Range |
0.0064 |
0.0031 |
-0.0033 |
-51.6% |
0.0129 |
| ATR |
0.0064 |
0.0061 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
145,911 |
84,733 |
-61,178 |
-41.9% |
587,522 |
|
| Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8456 |
0.8440 |
0.8379 |
|
| R3 |
0.8425 |
0.8409 |
0.8371 |
|
| R2 |
0.8394 |
0.8394 |
0.8368 |
|
| R1 |
0.8378 |
0.8378 |
0.8365 |
0.8386 |
| PP |
0.8363 |
0.8363 |
0.8363 |
0.8367 |
| S1 |
0.8347 |
0.8347 |
0.8359 |
0.8355 |
| S2 |
0.8332 |
0.8332 |
0.8356 |
|
| S3 |
0.8301 |
0.8316 |
0.8353 |
|
| S4 |
0.8270 |
0.8285 |
0.8345 |
|
|
| 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 |
0.8418 |
0.8316 |
0.0102 |
1.2% |
0.0051 |
0.6% |
45% |
False |
False |
108,194 |
| 10 |
0.8460 |
0.8260 |
0.0200 |
2.4% |
0.0059 |
0.7% |
51% |
False |
False |
115,474 |
| 20 |
0.8460 |
0.8205 |
0.0255 |
3.0% |
0.0063 |
0.8% |
62% |
False |
False |
101,889 |
| 40 |
0.8550 |
0.8205 |
0.0345 |
4.1% |
0.0062 |
0.7% |
46% |
False |
False |
51,720 |
| 60 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0069 |
0.8% |
36% |
False |
False |
34,631 |
| 80 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0073 |
0.9% |
34% |
False |
False |
26,026 |
| 100 |
0.8784 |
0.8205 |
0.0579 |
6.9% |
0.0067 |
0.8% |
27% |
False |
False |
20,825 |
| 120 |
0.9489 |
0.8205 |
0.1284 |
15.4% |
0.0062 |
0.7% |
12% |
False |
False |
17,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8511 |
|
2.618 |
0.8460 |
|
1.618 |
0.8429 |
|
1.000 |
0.8410 |
|
0.618 |
0.8398 |
|
HIGH |
0.8379 |
|
0.618 |
0.8367 |
|
0.500 |
0.8364 |
|
0.382 |
0.8360 |
|
LOW |
0.8348 |
|
0.618 |
0.8329 |
|
1.000 |
0.8317 |
|
1.618 |
0.8298 |
|
2.618 |
0.8267 |
|
4.250 |
0.8216 |
|
|
| Fisher Pivots for day following 02-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8364 |
0.8358 |
| PP |
0.8363 |
0.8354 |
| S1 |
0.8363 |
0.8350 |
|