CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 30-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8406 |
0.8405 |
-0.0001 |
0.0% |
0.8356 |
| High |
0.8428 |
0.8409 |
-0.0019 |
-0.2% |
0.8470 |
| Low |
0.8389 |
0.8341 |
-0.0048 |
-0.6% |
0.8350 |
| Close |
0.8417 |
0.8341 |
-0.0076 |
-0.9% |
0.8417 |
| Range |
0.0039 |
0.0068 |
0.0029 |
74.4% |
0.0120 |
| ATR |
0.0050 |
0.0052 |
0.0002 |
3.6% |
0.0000 |
| Volume |
192 |
172 |
-20 |
-10.4% |
452 |
|
| Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8568 |
0.8522 |
0.8378 |
|
| R3 |
0.8500 |
0.8454 |
0.8360 |
|
| R2 |
0.8432 |
0.8432 |
0.8353 |
|
| R1 |
0.8386 |
0.8386 |
0.8347 |
0.8375 |
| PP |
0.8364 |
0.8364 |
0.8364 |
0.8358 |
| S1 |
0.8318 |
0.8318 |
0.8335 |
0.8307 |
| S2 |
0.8296 |
0.8296 |
0.8329 |
|
| S3 |
0.8228 |
0.8250 |
0.8322 |
|
| S4 |
0.8160 |
0.8182 |
0.8304 |
|
|
| 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 |
0.8341 |
0.0129 |
1.5% |
0.0055 |
0.7% |
0% |
False |
True |
101 |
| 10 |
0.8470 |
0.8255 |
0.0215 |
2.6% |
0.0063 |
0.8% |
40% |
False |
False |
105 |
| 20 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0045 |
0.5% |
49% |
False |
False |
74 |
| 40 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0036 |
0.4% |
36% |
False |
False |
52 |
| 60 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0037 |
0.4% |
29% |
False |
False |
36 |
| 80 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0034 |
0.4% |
29% |
False |
False |
27 |
| 100 |
0.8842 |
0.8217 |
0.0625 |
7.5% |
0.0031 |
0.4% |
20% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8698 |
|
2.618 |
0.8587 |
|
1.618 |
0.8519 |
|
1.000 |
0.8477 |
|
0.618 |
0.8451 |
|
HIGH |
0.8409 |
|
0.618 |
0.8383 |
|
0.500 |
0.8375 |
|
0.382 |
0.8367 |
|
LOW |
0.8341 |
|
0.618 |
0.8299 |
|
1.000 |
0.8273 |
|
1.618 |
0.8231 |
|
2.618 |
0.8163 |
|
4.250 |
0.8052 |
|
|
| Fisher Pivots for day following 30-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8375 |
0.8406 |
| PP |
0.8364 |
0.8384 |
| S1 |
0.8352 |
0.8363 |
|