CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8402 |
0.8346 |
-0.0056 |
-0.7% |
0.8426 |
| High |
0.8412 |
0.8346 |
-0.0066 |
-0.8% |
0.8438 |
| Low |
0.8377 |
0.8339 |
-0.0038 |
-0.5% |
0.8377 |
| Close |
0.8377 |
0.8346 |
-0.0031 |
-0.4% |
0.8377 |
| Range |
0.0035 |
0.0007 |
-0.0028 |
-80.0% |
0.0061 |
| ATR |
0.0045 |
0.0044 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
6 |
14 |
8 |
133.3% |
16 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8365 |
0.8362 |
0.8350 |
|
| R3 |
0.8358 |
0.8355 |
0.8348 |
|
| R2 |
0.8351 |
0.8351 |
0.8347 |
|
| R1 |
0.8348 |
0.8348 |
0.8347 |
0.8350 |
| PP |
0.8344 |
0.8344 |
0.8344 |
0.8344 |
| S1 |
0.8341 |
0.8341 |
0.8345 |
0.8343 |
| S2 |
0.8337 |
0.8337 |
0.8345 |
|
| S3 |
0.8330 |
0.8334 |
0.8344 |
|
| S4 |
0.8323 |
0.8327 |
0.8342 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8580 |
0.8540 |
0.8411 |
|
| R3 |
0.8519 |
0.8479 |
0.8394 |
|
| R2 |
0.8458 |
0.8458 |
0.8388 |
|
| R1 |
0.8418 |
0.8418 |
0.8383 |
0.8408 |
| PP |
0.8397 |
0.8397 |
0.8397 |
0.8392 |
| S1 |
0.8357 |
0.8357 |
0.8371 |
0.8347 |
| S2 |
0.8336 |
0.8336 |
0.8366 |
|
| S3 |
0.8275 |
0.8296 |
0.8360 |
|
| S4 |
0.8214 |
0.8235 |
0.8343 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8438 |
0.8339 |
0.0099 |
1.2% |
0.0016 |
0.2% |
7% |
False |
True |
5 |
| 10 |
0.8470 |
0.8339 |
0.0131 |
1.6% |
0.0021 |
0.2% |
5% |
False |
True |
5 |
| 20 |
0.8559 |
0.8336 |
0.0223 |
2.7% |
0.0027 |
0.3% |
4% |
False |
False |
30 |
| 40 |
0.8640 |
0.8332 |
0.0308 |
3.7% |
0.0033 |
0.4% |
5% |
False |
False |
16 |
| 60 |
0.8640 |
0.8258 |
0.0382 |
4.6% |
0.0031 |
0.4% |
23% |
False |
False |
12 |
| 80 |
0.8842 |
0.8258 |
0.0584 |
7.0% |
0.0028 |
0.3% |
15% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8376 |
|
2.618 |
0.8364 |
|
1.618 |
0.8357 |
|
1.000 |
0.8353 |
|
0.618 |
0.8350 |
|
HIGH |
0.8346 |
|
0.618 |
0.8343 |
|
0.500 |
0.8343 |
|
0.382 |
0.8342 |
|
LOW |
0.8339 |
|
0.618 |
0.8335 |
|
1.000 |
0.8332 |
|
1.618 |
0.8328 |
|
2.618 |
0.8321 |
|
4.250 |
0.8309 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8345 |
0.8376 |
| PP |
0.8344 |
0.8366 |
| S1 |
0.8343 |
0.8356 |
|