CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 09-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8349 |
0.8280 |
-0.0069 |
-0.8% |
0.8346 |
| High |
0.8361 |
0.8280 |
-0.0081 |
-1.0% |
0.8382 |
| Low |
0.8309 |
0.8262 |
-0.0047 |
-0.6% |
0.8309 |
| Close |
0.8309 |
0.8274 |
-0.0035 |
-0.4% |
0.8309 |
| Range |
0.0052 |
0.0018 |
-0.0034 |
-65.4% |
0.0073 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
0.9% |
0.0000 |
| Volume |
23 |
3 |
-20 |
-87.0% |
176 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8326 |
0.8318 |
0.8284 |
|
| R3 |
0.8308 |
0.8300 |
0.8279 |
|
| R2 |
0.8290 |
0.8290 |
0.8277 |
|
| R1 |
0.8282 |
0.8282 |
0.8276 |
0.8277 |
| PP |
0.8272 |
0.8272 |
0.8272 |
0.8270 |
| S1 |
0.8264 |
0.8264 |
0.8272 |
0.8259 |
| S2 |
0.8254 |
0.8254 |
0.8271 |
|
| S3 |
0.8236 |
0.8246 |
0.8269 |
|
| S4 |
0.8218 |
0.8228 |
0.8264 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8552 |
0.8504 |
0.8349 |
|
| R3 |
0.8479 |
0.8431 |
0.8329 |
|
| R2 |
0.8406 |
0.8406 |
0.8322 |
|
| R1 |
0.8358 |
0.8358 |
0.8316 |
0.8346 |
| PP |
0.8333 |
0.8333 |
0.8333 |
0.8327 |
| S1 |
0.8285 |
0.8285 |
0.8302 |
0.8273 |
| S2 |
0.8260 |
0.8260 |
0.8296 |
|
| S3 |
0.8187 |
0.8212 |
0.8289 |
|
| S4 |
0.8114 |
0.8139 |
0.8269 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8382 |
0.8262 |
0.0120 |
1.5% |
0.0021 |
0.3% |
10% |
False |
True |
33 |
| 10 |
0.8438 |
0.8262 |
0.0176 |
2.1% |
0.0019 |
0.2% |
7% |
False |
True |
19 |
| 20 |
0.8472 |
0.8262 |
0.0210 |
2.5% |
0.0027 |
0.3% |
6% |
False |
True |
37 |
| 40 |
0.8640 |
0.8262 |
0.0378 |
4.6% |
0.0033 |
0.4% |
3% |
False |
True |
20 |
| 60 |
0.8640 |
0.8262 |
0.0378 |
4.6% |
0.0031 |
0.4% |
3% |
False |
True |
14 |
| 80 |
0.8691 |
0.8258 |
0.0433 |
5.2% |
0.0026 |
0.3% |
4% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8357 |
|
2.618 |
0.8327 |
|
1.618 |
0.8309 |
|
1.000 |
0.8298 |
|
0.618 |
0.8291 |
|
HIGH |
0.8280 |
|
0.618 |
0.8273 |
|
0.500 |
0.8271 |
|
0.382 |
0.8269 |
|
LOW |
0.8262 |
|
0.618 |
0.8251 |
|
1.000 |
0.8244 |
|
1.618 |
0.8233 |
|
2.618 |
0.8215 |
|
4.250 |
0.8186 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8273 |
0.8312 |
| PP |
0.8272 |
0.8299 |
| S1 |
0.8271 |
0.8287 |
|