CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 16-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
0.8263 |
0.8270 |
0.0007 |
0.1% |
0.8280 |
High |
0.8268 |
0.8270 |
0.0002 |
0.0% |
0.8286 |
Low |
0.8261 |
0.8257 |
-0.0004 |
0.0% |
0.8217 |
Close |
0.8265 |
0.8258 |
-0.0007 |
-0.1% |
0.8265 |
Range |
0.0007 |
0.0013 |
0.0006 |
85.7% |
0.0069 |
ATR |
0.0041 |
0.0039 |
-0.0002 |
-4.9% |
0.0000 |
Volume |
52 |
25 |
-27 |
-51.9% |
254 |
|
Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8301 |
0.8292 |
0.8265 |
|
R3 |
0.8288 |
0.8279 |
0.8262 |
|
R2 |
0.8275 |
0.8275 |
0.8260 |
|
R1 |
0.8266 |
0.8266 |
0.8259 |
0.8264 |
PP |
0.8262 |
0.8262 |
0.8262 |
0.8261 |
S1 |
0.8253 |
0.8253 |
0.8257 |
0.8251 |
S2 |
0.8249 |
0.8249 |
0.8256 |
|
S3 |
0.8236 |
0.8240 |
0.8254 |
|
S4 |
0.8223 |
0.8227 |
0.8251 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8463 |
0.8433 |
0.8303 |
|
R3 |
0.8394 |
0.8364 |
0.8284 |
|
R2 |
0.8325 |
0.8325 |
0.8278 |
|
R1 |
0.8295 |
0.8295 |
0.8271 |
0.8276 |
PP |
0.8256 |
0.8256 |
0.8256 |
0.8246 |
S1 |
0.8226 |
0.8226 |
0.8259 |
0.8207 |
S2 |
0.8187 |
0.8187 |
0.8252 |
|
S3 |
0.8118 |
0.8157 |
0.8246 |
|
S4 |
0.8049 |
0.8088 |
0.8227 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8286 |
0.8217 |
0.0069 |
0.8% |
0.0031 |
0.4% |
59% |
False |
False |
55 |
10 |
0.8382 |
0.8217 |
0.0165 |
2.0% |
0.0026 |
0.3% |
25% |
False |
False |
44 |
20 |
0.8470 |
0.8217 |
0.0253 |
3.1% |
0.0023 |
0.3% |
16% |
False |
False |
24 |
40 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0028 |
0.3% |
10% |
False |
False |
27 |
60 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0030 |
0.4% |
10% |
False |
False |
19 |
80 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0027 |
0.3% |
10% |
False |
False |
15 |
|
|
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 16-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8264 |
0.8260 |
PP |
0.8262 |
0.8259 |
S1 |
0.8260 |
0.8259 |
|