CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 03-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
03-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8382 |
0.8372 |
-0.0010 |
-0.1% |
0.8405 |
| High |
0.8385 |
0.8443 |
0.0058 |
0.7% |
0.8443 |
| Low |
0.8364 |
0.8360 |
-0.0004 |
0.0% |
0.8335 |
| Close |
0.8374 |
0.8430 |
0.0056 |
0.7% |
0.8430 |
| Range |
0.0021 |
0.0083 |
0.0062 |
295.2% |
0.0108 |
| ATR |
0.0049 |
0.0052 |
0.0002 |
4.9% |
0.0000 |
| Volume |
39 |
46 |
7 |
17.9% |
387 |
|
| Daily Pivots for day following 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8660 |
0.8628 |
0.8476 |
|
| R3 |
0.8577 |
0.8545 |
0.8453 |
|
| R2 |
0.8494 |
0.8494 |
0.8445 |
|
| R1 |
0.8462 |
0.8462 |
0.8438 |
0.8478 |
| PP |
0.8411 |
0.8411 |
0.8411 |
0.8419 |
| S1 |
0.8379 |
0.8379 |
0.8422 |
0.8395 |
| S2 |
0.8328 |
0.8328 |
0.8415 |
|
| S3 |
0.8245 |
0.8296 |
0.8407 |
|
| S4 |
0.8162 |
0.8213 |
0.8384 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8727 |
0.8686 |
0.8489 |
|
| R3 |
0.8619 |
0.8578 |
0.8460 |
|
| R2 |
0.8511 |
0.8511 |
0.8450 |
|
| R1 |
0.8470 |
0.8470 |
0.8440 |
0.8491 |
| PP |
0.8403 |
0.8403 |
0.8403 |
0.8413 |
| S1 |
0.8362 |
0.8362 |
0.8420 |
0.8383 |
| S2 |
0.8295 |
0.8295 |
0.8410 |
|
| S3 |
0.8187 |
0.8254 |
0.8400 |
|
| S4 |
0.8079 |
0.8146 |
0.8371 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8443 |
0.8335 |
0.0108 |
1.3% |
0.0053 |
0.6% |
88% |
True |
False |
77 |
| 10 |
0.8470 |
0.8335 |
0.0135 |
1.6% |
0.0050 |
0.6% |
70% |
False |
False |
83 |
| 20 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0050 |
0.6% |
84% |
False |
False |
77 |
| 40 |
0.8472 |
0.8217 |
0.0255 |
3.0% |
0.0039 |
0.5% |
84% |
False |
False |
57 |
| 60 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0038 |
0.5% |
50% |
False |
False |
39 |
| 80 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0035 |
0.4% |
50% |
False |
False |
30 |
| 100 |
0.8803 |
0.8217 |
0.0586 |
7.0% |
0.0031 |
0.4% |
36% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8796 |
|
2.618 |
0.8660 |
|
1.618 |
0.8577 |
|
1.000 |
0.8526 |
|
0.618 |
0.8494 |
|
HIGH |
0.8443 |
|
0.618 |
0.8411 |
|
0.500 |
0.8402 |
|
0.382 |
0.8392 |
|
LOW |
0.8360 |
|
0.618 |
0.8309 |
|
1.000 |
0.8277 |
|
1.618 |
0.8226 |
|
2.618 |
0.8143 |
|
4.250 |
0.8007 |
|
|
| Fisher Pivots for day following 03-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8421 |
0.8416 |
| PP |
0.8411 |
0.8403 |
| S1 |
0.8402 |
0.8389 |
|