CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8246 |
0.8257 |
0.0011 |
0.1% |
0.8378 |
| High |
0.8299 |
0.8270 |
-0.0029 |
-0.3% |
0.8396 |
| Low |
0.8246 |
0.8257 |
0.0011 |
0.1% |
0.8276 |
| Close |
0.8299 |
0.8270 |
-0.0029 |
-0.3% |
0.8328 |
| Range |
0.0053 |
0.0013 |
-0.0040 |
-75.5% |
0.0120 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
0.6% |
0.0000 |
| Volume |
19 |
2 |
-17 |
-89.5% |
9 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8305 |
0.8300 |
0.8277 |
|
| R3 |
0.8292 |
0.8287 |
0.8274 |
|
| R2 |
0.8279 |
0.8279 |
0.8272 |
|
| R1 |
0.8274 |
0.8274 |
0.8271 |
0.8277 |
| PP |
0.8266 |
0.8266 |
0.8266 |
0.8267 |
| S1 |
0.8261 |
0.8261 |
0.8269 |
0.8264 |
| S2 |
0.8253 |
0.8253 |
0.8268 |
|
| S3 |
0.8240 |
0.8248 |
0.8266 |
|
| S4 |
0.8227 |
0.8235 |
0.8263 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8693 |
0.8631 |
0.8394 |
|
| R3 |
0.8573 |
0.8511 |
0.8361 |
|
| R2 |
0.8453 |
0.8453 |
0.8350 |
|
| R1 |
0.8391 |
0.8391 |
0.8339 |
0.8362 |
| PP |
0.8333 |
0.8333 |
0.8333 |
0.8319 |
| S1 |
0.8271 |
0.8271 |
0.8317 |
0.8242 |
| S2 |
0.8213 |
0.8213 |
0.8306 |
|
| S3 |
0.8093 |
0.8151 |
0.8295 |
|
| S4 |
0.7973 |
0.8031 |
0.8262 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8325 |
|
2.618 |
0.8304 |
|
1.618 |
0.8291 |
|
1.000 |
0.8283 |
|
0.618 |
0.8278 |
|
HIGH |
0.8270 |
|
0.618 |
0.8265 |
|
0.500 |
0.8264 |
|
0.382 |
0.8262 |
|
LOW |
0.8257 |
|
0.618 |
0.8249 |
|
1.000 |
0.8244 |
|
1.618 |
0.8236 |
|
2.618 |
0.8223 |
|
4.250 |
0.8202 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8268 |
0.8273 |
| PP |
0.8266 |
0.8272 |
| S1 |
0.8264 |
0.8271 |
|