CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8246 |
0.8258 |
0.0012 |
0.1% |
0.8346 |
| High |
0.8286 |
0.8268 |
-0.0018 |
-0.2% |
0.8382 |
| Low |
0.8217 |
0.8241 |
0.0024 |
0.3% |
0.8309 |
| Close |
0.8281 |
0.8252 |
-0.0029 |
-0.4% |
0.8309 |
| Range |
0.0069 |
0.0027 |
-0.0042 |
-60.9% |
0.0073 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
23 |
87 |
64 |
278.3% |
176 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8335 |
0.8320 |
0.8267 |
|
| R3 |
0.8308 |
0.8293 |
0.8259 |
|
| R2 |
0.8281 |
0.8281 |
0.8257 |
|
| R1 |
0.8266 |
0.8266 |
0.8254 |
0.8260 |
| PP |
0.8254 |
0.8254 |
0.8254 |
0.8251 |
| S1 |
0.8239 |
0.8239 |
0.8250 |
0.8233 |
| S2 |
0.8227 |
0.8227 |
0.8247 |
|
| S3 |
0.8200 |
0.8212 |
0.8245 |
|
| S4 |
0.8173 |
0.8185 |
0.8237 |
|
|
| 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 |
0.8361 |
0.8217 |
0.0144 |
1.7% |
0.0036 |
0.4% |
24% |
False |
False |
42 |
| 10 |
0.8412 |
0.8217 |
0.0195 |
2.4% |
0.0025 |
0.3% |
18% |
False |
False |
29 |
| 20 |
0.8470 |
0.8217 |
0.0253 |
3.1% |
0.0030 |
0.4% |
14% |
False |
False |
17 |
| 40 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0033 |
0.4% |
8% |
False |
False |
23 |
| 60 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0031 |
0.4% |
8% |
False |
False |
16 |
| 80 |
0.8680 |
0.8217 |
0.0463 |
5.6% |
0.0027 |
0.3% |
8% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8383 |
|
2.618 |
0.8339 |
|
1.618 |
0.8312 |
|
1.000 |
0.8295 |
|
0.618 |
0.8285 |
|
HIGH |
0.8268 |
|
0.618 |
0.8258 |
|
0.500 |
0.8255 |
|
0.382 |
0.8251 |
|
LOW |
0.8241 |
|
0.618 |
0.8224 |
|
1.000 |
0.8214 |
|
1.618 |
0.8197 |
|
2.618 |
0.8170 |
|
4.250 |
0.8126 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8255 |
0.8252 |
| PP |
0.8254 |
0.8252 |
| S1 |
0.8253 |
0.8252 |
|