CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 18-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8263 |
0.8260 |
-0.0003 |
0.0% |
0.8280 |
| High |
0.8275 |
0.8400 |
0.0125 |
1.5% |
0.8286 |
| Low |
0.8255 |
0.8260 |
0.0005 |
0.1% |
0.8217 |
| Close |
0.8259 |
0.8309 |
0.0050 |
0.6% |
0.8265 |
| Range |
0.0020 |
0.0140 |
0.0120 |
600.0% |
0.0069 |
| ATR |
0.0038 |
0.0045 |
0.0007 |
19.7% |
0.0000 |
| Volume |
95 |
83 |
-12 |
-12.6% |
254 |
|
| Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8743 |
0.8666 |
0.8386 |
|
| R3 |
0.8603 |
0.8526 |
0.8348 |
|
| R2 |
0.8463 |
0.8463 |
0.8335 |
|
| R1 |
0.8386 |
0.8386 |
0.8322 |
0.8425 |
| PP |
0.8323 |
0.8323 |
0.8323 |
0.8342 |
| S1 |
0.8246 |
0.8246 |
0.8296 |
0.8285 |
| S2 |
0.8183 |
0.8183 |
0.8283 |
|
| S3 |
0.8043 |
0.8106 |
0.8271 |
|
| S4 |
0.7903 |
0.7966 |
0.8232 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8463 |
0.8433 |
0.8303 |
|
| R3 |
0.8394 |
0.8364 |
0.8284 |
|
| R2 |
0.8325 |
0.8325 |
0.8278 |
|
| R1 |
0.8295 |
0.8295 |
0.8271 |
0.8276 |
| PP |
0.8256 |
0.8256 |
0.8256 |
0.8246 |
| S1 |
0.8226 |
0.8226 |
0.8259 |
0.8207 |
| S2 |
0.8187 |
0.8187 |
0.8252 |
|
| S3 |
0.8118 |
0.8157 |
0.8246 |
|
| S4 |
0.8049 |
0.8088 |
0.8227 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8400 |
0.8239 |
0.0161 |
1.9% |
0.0044 |
0.5% |
43% |
True |
False |
68 |
| 10 |
0.8400 |
0.8217 |
0.0183 |
2.2% |
0.0040 |
0.5% |
50% |
True |
False |
55 |
| 20 |
0.8438 |
0.8217 |
0.0221 |
2.7% |
0.0027 |
0.3% |
42% |
False |
False |
32 |
| 40 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0029 |
0.3% |
27% |
False |
False |
31 |
| 60 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0031 |
0.4% |
22% |
False |
False |
22 |
| 80 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0029 |
0.4% |
22% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8995 |
|
2.618 |
0.8767 |
|
1.618 |
0.8627 |
|
1.000 |
0.8540 |
|
0.618 |
0.8487 |
|
HIGH |
0.8400 |
|
0.618 |
0.8347 |
|
0.500 |
0.8330 |
|
0.382 |
0.8313 |
|
LOW |
0.8260 |
|
0.618 |
0.8173 |
|
1.000 |
0.8120 |
|
1.618 |
0.8033 |
|
2.618 |
0.7893 |
|
4.250 |
0.7665 |
|
|
| Fisher Pivots for day following 18-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8330 |
0.8328 |
| PP |
0.8323 |
0.8321 |
| S1 |
0.8316 |
0.8315 |
|