CME Japanese Yen Future December 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 |
0.8432 |
0.8393 |
-0.0039 |
-0.5% |
0.8390 |
High |
0.8446 |
0.8393 |
-0.0053 |
-0.6% |
0.8470 |
Low |
0.8432 |
0.8358 |
-0.0074 |
-0.9% |
0.8384 |
Close |
0.8433 |
0.8358 |
-0.0075 |
-0.9% |
0.8433 |
Range |
0.0014 |
0.0035 |
0.0021 |
150.0% |
0.0086 |
ATR |
0.0043 |
0.0045 |
0.0002 |
5.3% |
0.0000 |
Volume |
7 |
11 |
4 |
57.1% |
34 |
|
Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8475 |
0.8451 |
0.8377 |
|
R3 |
0.8440 |
0.8416 |
0.8368 |
|
R2 |
0.8405 |
0.8405 |
0.8364 |
|
R1 |
0.8381 |
0.8381 |
0.8361 |
0.8376 |
PP |
0.8370 |
0.8370 |
0.8370 |
0.8367 |
S1 |
0.8346 |
0.8346 |
0.8355 |
0.8341 |
S2 |
0.8335 |
0.8335 |
0.8352 |
|
S3 |
0.8300 |
0.8311 |
0.8348 |
|
S4 |
0.8265 |
0.8276 |
0.8339 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8687 |
0.8646 |
0.8480 |
|
R3 |
0.8601 |
0.8560 |
0.8457 |
|
R2 |
0.8515 |
0.8515 |
0.8449 |
|
R1 |
0.8474 |
0.8474 |
0.8441 |
0.8495 |
PP |
0.8429 |
0.8429 |
0.8429 |
0.8439 |
S1 |
0.8388 |
0.8388 |
0.8425 |
0.8409 |
S2 |
0.8343 |
0.8343 |
0.8417 |
|
S3 |
0.8257 |
0.8302 |
0.8409 |
|
S4 |
0.8171 |
0.8216 |
0.8386 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8542 |
2.618 |
0.8485 |
1.618 |
0.8450 |
1.000 |
0.8428 |
0.618 |
0.8415 |
HIGH |
0.8393 |
0.618 |
0.8380 |
0.500 |
0.8376 |
0.382 |
0.8371 |
LOW |
0.8358 |
0.618 |
0.8336 |
1.000 |
0.8323 |
1.618 |
0.8301 |
2.618 |
0.8266 |
4.250 |
0.8209 |
|
|
Fisher Pivots for day following 30-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8376 |
0.8414 |
PP |
0.8370 |
0.8395 |
S1 |
0.8364 |
0.8377 |
|