CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 04-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8369 |
0.8382 |
0.0013 |
0.2% |
0.8426 |
| High |
0.8378 |
0.8382 |
0.0004 |
0.0% |
0.8438 |
| Low |
0.8366 |
0.8371 |
0.0005 |
0.1% |
0.8377 |
| Close |
0.8378 |
0.8377 |
-0.0001 |
0.0% |
0.8377 |
| Range |
0.0012 |
0.0011 |
-0.0001 |
-8.3% |
0.0061 |
| ATR |
0.0044 |
0.0041 |
-0.0002 |
-5.3% |
0.0000 |
| Volume |
53 |
9 |
-44 |
-83.0% |
16 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8410 |
0.8404 |
0.8383 |
|
| R3 |
0.8399 |
0.8393 |
0.8380 |
|
| R2 |
0.8388 |
0.8388 |
0.8379 |
|
| R1 |
0.8382 |
0.8382 |
0.8378 |
0.8380 |
| PP |
0.8377 |
0.8377 |
0.8377 |
0.8375 |
| S1 |
0.8371 |
0.8371 |
0.8376 |
0.8369 |
| S2 |
0.8366 |
0.8366 |
0.8375 |
|
| S3 |
0.8355 |
0.8360 |
0.8374 |
|
| S4 |
0.8344 |
0.8349 |
0.8371 |
|
|
| 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 |
0.8412 |
0.8339 |
0.0073 |
0.9% |
0.0014 |
0.2% |
52% |
False |
False |
17 |
| 10 |
0.8438 |
0.8339 |
0.0099 |
1.2% |
0.0013 |
0.2% |
38% |
False |
False |
9 |
| 20 |
0.8559 |
0.8336 |
0.0223 |
2.7% |
0.0027 |
0.3% |
18% |
False |
False |
32 |
| 40 |
0.8640 |
0.8336 |
0.0304 |
3.6% |
0.0033 |
0.4% |
13% |
False |
False |
18 |
| 60 |
0.8640 |
0.8258 |
0.0382 |
4.6% |
0.0031 |
0.4% |
31% |
False |
False |
13 |
| 80 |
0.8803 |
0.8258 |
0.0545 |
6.5% |
0.0028 |
0.3% |
22% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8429 |
|
2.618 |
0.8411 |
|
1.618 |
0.8400 |
|
1.000 |
0.8393 |
|
0.618 |
0.8389 |
|
HIGH |
0.8382 |
|
0.618 |
0.8378 |
|
0.500 |
0.8377 |
|
0.382 |
0.8375 |
|
LOW |
0.8371 |
|
0.618 |
0.8364 |
|
1.000 |
0.8360 |
|
1.618 |
0.8353 |
|
2.618 |
0.8342 |
|
4.250 |
0.8324 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8377 |
0.8372 |
| PP |
0.8377 |
0.8366 |
| S1 |
0.8377 |
0.8361 |
|