CME Japanese Yen Future March 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 |
0.8250 |
0.8250 |
0.0000 |
0.0% |
0.8354 |
| High |
0.8271 |
0.8275 |
0.0004 |
0.0% |
0.8378 |
| Low |
0.8195 |
0.8222 |
0.0027 |
0.3% |
0.8245 |
| Close |
0.8258 |
0.8230 |
-0.0028 |
-0.3% |
0.8286 |
| Range |
0.0076 |
0.0053 |
-0.0023 |
-30.3% |
0.0133 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
207,455 |
178,256 |
-29,199 |
-14.1% |
610,765 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8401 |
0.8369 |
0.8259 |
|
| R3 |
0.8348 |
0.8316 |
0.8245 |
|
| R2 |
0.8295 |
0.8295 |
0.8240 |
|
| R1 |
0.8263 |
0.8263 |
0.8235 |
0.8253 |
| PP |
0.8242 |
0.8242 |
0.8242 |
0.8237 |
| S1 |
0.8210 |
0.8210 |
0.8225 |
0.8200 |
| S2 |
0.8189 |
0.8189 |
0.8220 |
|
| S3 |
0.8136 |
0.8157 |
0.8215 |
|
| S4 |
0.8083 |
0.8104 |
0.8201 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8702 |
0.8627 |
0.8359 |
|
| R3 |
0.8569 |
0.8494 |
0.8323 |
|
| R2 |
0.8436 |
0.8436 |
0.8310 |
|
| R1 |
0.8361 |
0.8361 |
0.8298 |
0.8332 |
| PP |
0.8303 |
0.8303 |
0.8303 |
0.8289 |
| S1 |
0.8228 |
0.8228 |
0.8274 |
0.8199 |
| S2 |
0.8170 |
0.8170 |
0.8262 |
|
| S3 |
0.8037 |
0.8095 |
0.8249 |
|
| S4 |
0.7904 |
0.7962 |
0.8213 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8360 |
0.8195 |
0.0165 |
2.0% |
0.0069 |
0.8% |
21% |
False |
False |
168,765 |
| 10 |
0.8428 |
0.8195 |
0.0233 |
2.8% |
0.0058 |
0.7% |
15% |
False |
False |
135,226 |
| 20 |
0.8469 |
0.8195 |
0.0274 |
3.3% |
0.0064 |
0.8% |
13% |
False |
False |
133,097 |
| 40 |
0.8637 |
0.8195 |
0.0442 |
5.4% |
0.0080 |
1.0% |
8% |
False |
False |
160,446 |
| 60 |
0.8663 |
0.8195 |
0.0468 |
5.7% |
0.0081 |
1.0% |
7% |
False |
False |
161,053 |
| 80 |
0.8676 |
0.8195 |
0.0481 |
5.8% |
0.0083 |
1.0% |
7% |
False |
False |
126,938 |
| 100 |
0.9489 |
0.8195 |
0.1294 |
15.7% |
0.0082 |
1.0% |
3% |
False |
False |
101,654 |
| 120 |
0.9513 |
0.8195 |
0.1318 |
16.0% |
0.0080 |
1.0% |
3% |
False |
False |
84,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8500 |
|
2.618 |
0.8414 |
|
1.618 |
0.8361 |
|
1.000 |
0.8328 |
|
0.618 |
0.8308 |
|
HIGH |
0.8275 |
|
0.618 |
0.8255 |
|
0.500 |
0.8249 |
|
0.382 |
0.8242 |
|
LOW |
0.8222 |
|
0.618 |
0.8189 |
|
1.000 |
0.8169 |
|
1.618 |
0.8136 |
|
2.618 |
0.8083 |
|
4.250 |
0.7997 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8249 |
0.8243 |
| PP |
0.8242 |
0.8239 |
| S1 |
0.8236 |
0.8234 |
|