CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 31-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8405 |
0.8336 |
-0.0069 |
-0.8% |
0.8356 |
| High |
0.8409 |
0.8370 |
-0.0039 |
-0.5% |
0.8470 |
| Low |
0.8341 |
0.8335 |
-0.0006 |
-0.1% |
0.8350 |
| Close |
0.8341 |
0.8358 |
0.0017 |
0.2% |
0.8417 |
| Range |
0.0068 |
0.0035 |
-0.0033 |
-48.5% |
0.0120 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
172 |
70 |
-102 |
-59.3% |
452 |
|
| Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8459 |
0.8444 |
0.8377 |
|
| R3 |
0.8424 |
0.8409 |
0.8368 |
|
| R2 |
0.8389 |
0.8389 |
0.8364 |
|
| R1 |
0.8374 |
0.8374 |
0.8361 |
0.8382 |
| PP |
0.8354 |
0.8354 |
0.8354 |
0.8358 |
| S1 |
0.8339 |
0.8339 |
0.8355 |
0.8347 |
| S2 |
0.8319 |
0.8319 |
0.8352 |
|
| S3 |
0.8284 |
0.8304 |
0.8348 |
|
| S4 |
0.8249 |
0.8269 |
0.8339 |
|
|
| 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 |
0.8335 |
0.0135 |
1.6% |
0.0054 |
0.6% |
17% |
False |
True |
101 |
| 10 |
0.8470 |
0.8260 |
0.0210 |
2.5% |
0.0064 |
0.8% |
47% |
False |
False |
102 |
| 20 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0046 |
0.5% |
56% |
False |
False |
75 |
| 40 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0037 |
0.4% |
41% |
False |
False |
54 |
| 60 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0037 |
0.4% |
33% |
False |
False |
37 |
| 80 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0035 |
0.4% |
33% |
False |
False |
28 |
| 100 |
0.8809 |
0.8217 |
0.0592 |
7.1% |
0.0032 |
0.4% |
24% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8519 |
|
2.618 |
0.8462 |
|
1.618 |
0.8427 |
|
1.000 |
0.8405 |
|
0.618 |
0.8392 |
|
HIGH |
0.8370 |
|
0.618 |
0.8357 |
|
0.500 |
0.8353 |
|
0.382 |
0.8348 |
|
LOW |
0.8335 |
|
0.618 |
0.8313 |
|
1.000 |
0.8300 |
|
1.618 |
0.8278 |
|
2.618 |
0.8243 |
|
4.250 |
0.8186 |
|
|
| Fisher Pivots for day following 31-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8356 |
0.8382 |
| PP |
0.8354 |
0.8374 |
| S1 |
0.8353 |
0.8366 |
|