CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 03-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8354 |
0.8323 |
-0.0031 |
-0.4% |
0.8398 |
| High |
0.8358 |
0.8378 |
0.0020 |
0.2% |
0.8431 |
| Low |
0.8320 |
0.8316 |
-0.0004 |
0.0% |
0.8345 |
| Close |
0.8323 |
0.8355 |
0.0032 |
0.4% |
0.8354 |
| Range |
0.0038 |
0.0062 |
0.0024 |
63.2% |
0.0086 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
83,869 |
109,586 |
25,717 |
30.7% |
531,401 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8536 |
0.8507 |
0.8389 |
|
| R3 |
0.8474 |
0.8445 |
0.8372 |
|
| R2 |
0.8412 |
0.8412 |
0.8366 |
|
| R1 |
0.8383 |
0.8383 |
0.8361 |
0.8398 |
| PP |
0.8350 |
0.8350 |
0.8350 |
0.8357 |
| S1 |
0.8321 |
0.8321 |
0.8349 |
0.8336 |
| S2 |
0.8288 |
0.8288 |
0.8344 |
|
| S3 |
0.8226 |
0.8259 |
0.8338 |
|
| S4 |
0.8164 |
0.8197 |
0.8321 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8635 |
0.8580 |
0.8401 |
|
| R3 |
0.8549 |
0.8494 |
0.8378 |
|
| R2 |
0.8463 |
0.8463 |
0.8370 |
|
| R1 |
0.8408 |
0.8408 |
0.8362 |
0.8393 |
| PP |
0.8377 |
0.8377 |
0.8377 |
0.8369 |
| S1 |
0.8322 |
0.8322 |
0.8346 |
0.8307 |
| S2 |
0.8291 |
0.8291 |
0.8338 |
|
| S3 |
0.8205 |
0.8236 |
0.8330 |
|
| S4 |
0.8119 |
0.8150 |
0.8307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8431 |
0.8316 |
0.0115 |
1.4% |
0.0048 |
0.6% |
34% |
False |
True |
99,427 |
| 10 |
0.8455 |
0.8316 |
0.0139 |
1.7% |
0.0054 |
0.6% |
28% |
False |
True |
107,566 |
| 20 |
0.8561 |
0.8302 |
0.0259 |
3.1% |
0.0068 |
0.8% |
20% |
False |
False |
131,081 |
| 40 |
0.8637 |
0.8293 |
0.0344 |
4.1% |
0.0083 |
1.0% |
18% |
False |
False |
167,558 |
| 60 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0088 |
1.1% |
31% |
False |
False |
152,964 |
| 80 |
0.8829 |
0.8219 |
0.0610 |
7.3% |
0.0086 |
1.0% |
22% |
False |
False |
115,309 |
| 100 |
0.9513 |
0.8219 |
0.1294 |
15.5% |
0.0083 |
1.0% |
11% |
False |
False |
92,302 |
| 120 |
0.9513 |
0.8219 |
0.1294 |
15.5% |
0.0078 |
0.9% |
11% |
False |
False |
76,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8642 |
|
2.618 |
0.8540 |
|
1.618 |
0.8478 |
|
1.000 |
0.8440 |
|
0.618 |
0.8416 |
|
HIGH |
0.8378 |
|
0.618 |
0.8354 |
|
0.500 |
0.8347 |
|
0.382 |
0.8340 |
|
LOW |
0.8316 |
|
0.618 |
0.8278 |
|
1.000 |
0.8254 |
|
1.618 |
0.8216 |
|
2.618 |
0.8154 |
|
4.250 |
0.8053 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8352 |
0.8356 |
| PP |
0.8350 |
0.8356 |
| S1 |
0.8347 |
0.8355 |
|