CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8258 |
0.8255 |
-0.0003 |
0.0% |
0.8346 |
| High |
0.8268 |
0.8280 |
0.0012 |
0.1% |
0.8382 |
| Low |
0.8241 |
0.8239 |
-0.0002 |
0.0% |
0.8309 |
| Close |
0.8252 |
0.8263 |
0.0011 |
0.1% |
0.8309 |
| Range |
0.0027 |
0.0041 |
0.0014 |
51.9% |
0.0073 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
87 |
89 |
2 |
2.3% |
176 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8384 |
0.8364 |
0.8286 |
|
| R3 |
0.8343 |
0.8323 |
0.8274 |
|
| R2 |
0.8302 |
0.8302 |
0.8271 |
|
| R1 |
0.8282 |
0.8282 |
0.8267 |
0.8292 |
| PP |
0.8261 |
0.8261 |
0.8261 |
0.8266 |
| S1 |
0.8241 |
0.8241 |
0.8259 |
0.8251 |
| S2 |
0.8220 |
0.8220 |
0.8255 |
|
| S3 |
0.8179 |
0.8200 |
0.8252 |
|
| S4 |
0.8138 |
0.8159 |
0.8240 |
|
|
| 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% |
0.0041 |
0.5% |
32% |
False |
False |
45 |
| 10 |
0.8412 |
0.8217 |
0.0195 |
2.4% |
0.0029 |
0.3% |
24% |
False |
False |
38 |
| 20 |
0.8470 |
0.8217 |
0.0253 |
3.1% |
0.0029 |
0.4% |
18% |
False |
False |
21 |
| 40 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0033 |
0.4% |
11% |
False |
False |
25 |
| 60 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0031 |
0.4% |
11% |
False |
False |
18 |
| 80 |
0.8648 |
0.8217 |
0.0431 |
5.2% |
0.0028 |
0.3% |
11% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8454 |
|
2.618 |
0.8387 |
|
1.618 |
0.8346 |
|
1.000 |
0.8321 |
|
0.618 |
0.8305 |
|
HIGH |
0.8280 |
|
0.618 |
0.8264 |
|
0.500 |
0.8260 |
|
0.382 |
0.8255 |
|
LOW |
0.8239 |
|
0.618 |
0.8214 |
|
1.000 |
0.8198 |
|
1.618 |
0.8173 |
|
2.618 |
0.8132 |
|
4.250 |
0.8065 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8262 |
0.8259 |
| PP |
0.8261 |
0.8255 |
| S1 |
0.8260 |
0.8252 |
|