CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 27-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
0.8387 |
0.8406 |
0.0019 |
0.2% |
0.8356 |
High |
0.8470 |
0.8428 |
-0.0042 |
-0.5% |
0.8470 |
Low |
0.8387 |
0.8389 |
0.0002 |
0.0% |
0.8350 |
Close |
0.8406 |
0.8417 |
0.0011 |
0.1% |
0.8417 |
Range |
0.0083 |
0.0039 |
-0.0044 |
-53.0% |
0.0120 |
ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
23 |
192 |
169 |
734.8% |
452 |
|
Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8528 |
0.8512 |
0.8438 |
|
R3 |
0.8489 |
0.8473 |
0.8428 |
|
R2 |
0.8450 |
0.8450 |
0.8424 |
|
R1 |
0.8434 |
0.8434 |
0.8421 |
0.8442 |
PP |
0.8411 |
0.8411 |
0.8411 |
0.8416 |
S1 |
0.8395 |
0.8395 |
0.8413 |
0.8403 |
S2 |
0.8372 |
0.8372 |
0.8410 |
|
S3 |
0.8333 |
0.8356 |
0.8406 |
|
S4 |
0.8294 |
0.8317 |
0.8396 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8772 |
0.8715 |
0.8483 |
|
R3 |
0.8652 |
0.8595 |
0.8450 |
|
R2 |
0.8532 |
0.8532 |
0.8439 |
|
R1 |
0.8475 |
0.8475 |
0.8428 |
0.8504 |
PP |
0.8412 |
0.8412 |
0.8412 |
0.8427 |
S1 |
0.8355 |
0.8355 |
0.8406 |
0.8384 |
S2 |
0.8292 |
0.8292 |
0.8395 |
|
S3 |
0.8172 |
0.8235 |
0.8384 |
|
S4 |
0.8052 |
0.8115 |
0.8351 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8470 |
0.8350 |
0.0120 |
1.4% |
0.0047 |
0.6% |
56% |
False |
False |
90 |
10 |
0.8470 |
0.8255 |
0.0215 |
2.6% |
0.0057 |
0.7% |
75% |
False |
False |
90 |
20 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0041 |
0.5% |
79% |
False |
False |
66 |
40 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0035 |
0.4% |
58% |
False |
False |
48 |
60 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0036 |
0.4% |
47% |
False |
False |
33 |
80 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0034 |
0.4% |
47% |
False |
False |
25 |
100 |
0.8883 |
0.8217 |
0.0666 |
7.9% |
0.0031 |
0.4% |
30% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8594 |
2.618 |
0.8530 |
1.618 |
0.8491 |
1.000 |
0.8467 |
0.618 |
0.8452 |
HIGH |
0.8428 |
0.618 |
0.8413 |
0.500 |
0.8409 |
0.382 |
0.8404 |
LOW |
0.8389 |
0.618 |
0.8365 |
1.000 |
0.8350 |
1.618 |
0.8326 |
2.618 |
0.8287 |
4.250 |
0.8223 |
|
|
Fisher Pivots for day following 27-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8414 |
0.8423 |
PP |
0.8411 |
0.8421 |
S1 |
0.8409 |
0.8419 |
|