CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8344 |
0.8297 |
-0.0047 |
-0.6% |
0.8270 |
| High |
0.8365 |
0.8359 |
-0.0006 |
-0.1% |
0.8400 |
| Low |
0.8283 |
0.8278 |
-0.0005 |
-0.1% |
0.8255 |
| Close |
0.8289 |
0.8341 |
0.0052 |
0.6% |
0.8341 |
| Range |
0.0082 |
0.0081 |
-0.0001 |
-1.2% |
0.0145 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
5.0% |
0.0000 |
| Volume |
91 |
161 |
70 |
76.9% |
455 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8569 |
0.8536 |
0.8386 |
|
| R3 |
0.8488 |
0.8455 |
0.8363 |
|
| R2 |
0.8407 |
0.8407 |
0.8356 |
|
| R1 |
0.8374 |
0.8374 |
0.8348 |
0.8391 |
| PP |
0.8326 |
0.8326 |
0.8326 |
0.8334 |
| S1 |
0.8293 |
0.8293 |
0.8334 |
0.8310 |
| S2 |
0.8245 |
0.8245 |
0.8326 |
|
| S3 |
0.8164 |
0.8212 |
0.8319 |
|
| S4 |
0.8083 |
0.8131 |
0.8296 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8767 |
0.8699 |
0.8421 |
|
| R3 |
0.8622 |
0.8554 |
0.8381 |
|
| R2 |
0.8477 |
0.8477 |
0.8368 |
|
| R1 |
0.8409 |
0.8409 |
0.8354 |
0.8443 |
| PP |
0.8332 |
0.8332 |
0.8332 |
0.8349 |
| S1 |
0.8264 |
0.8264 |
0.8328 |
0.8298 |
| S2 |
0.8187 |
0.8187 |
0.8314 |
|
| S3 |
0.8042 |
0.8119 |
0.8301 |
|
| S4 |
0.7897 |
0.7974 |
0.8261 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8400 |
0.8255 |
0.0145 |
1.7% |
0.0067 |
0.8% |
59% |
False |
False |
91 |
| 10 |
0.8400 |
0.8217 |
0.0183 |
2.2% |
0.0050 |
0.6% |
68% |
False |
False |
70 |
| 20 |
0.8438 |
0.8217 |
0.0221 |
2.6% |
0.0035 |
0.4% |
56% |
False |
False |
45 |
| 40 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0031 |
0.4% |
36% |
False |
False |
37 |
| 60 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0033 |
0.4% |
29% |
False |
False |
26 |
| 80 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0031 |
0.4% |
29% |
False |
False |
20 |
| 100 |
0.9322 |
0.8217 |
0.1105 |
13.2% |
0.0029 |
0.4% |
11% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8703 |
|
2.618 |
0.8571 |
|
1.618 |
0.8490 |
|
1.000 |
0.8440 |
|
0.618 |
0.8409 |
|
HIGH |
0.8359 |
|
0.618 |
0.8328 |
|
0.500 |
0.8319 |
|
0.382 |
0.8309 |
|
LOW |
0.8278 |
|
0.618 |
0.8228 |
|
1.000 |
0.8197 |
|
1.618 |
0.8147 |
|
2.618 |
0.8066 |
|
4.250 |
0.7934 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8334 |
0.8337 |
| PP |
0.8326 |
0.8334 |
| S1 |
0.8319 |
0.8330 |
|