CME Japanese Yen Future June 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 |
0.8365 |
0.8332 |
-0.0033 |
-0.4% |
0.8409 |
High |
0.8366 |
0.8387 |
0.0021 |
0.3% |
0.8441 |
Low |
0.8330 |
0.8326 |
-0.0004 |
0.0% |
0.8358 |
Close |
0.8333 |
0.8365 |
0.0032 |
0.4% |
0.8364 |
Range |
0.0036 |
0.0061 |
0.0025 |
69.4% |
0.0083 |
ATR |
0.0064 |
0.0064 |
0.0000 |
-0.4% |
0.0000 |
Volume |
3,133 |
3,359 |
226 |
7.2% |
5,663 |
|
Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8542 |
0.8515 |
0.8399 |
|
R3 |
0.8481 |
0.8454 |
0.8382 |
|
R2 |
0.8420 |
0.8420 |
0.8376 |
|
R1 |
0.8393 |
0.8393 |
0.8371 |
0.8407 |
PP |
0.8359 |
0.8359 |
0.8359 |
0.8366 |
S1 |
0.8332 |
0.8332 |
0.8359 |
0.8346 |
S2 |
0.8298 |
0.8298 |
0.8354 |
|
S3 |
0.8237 |
0.8271 |
0.8348 |
|
S4 |
0.8176 |
0.8210 |
0.8331 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8637 |
0.8583 |
0.8410 |
|
R3 |
0.8554 |
0.8500 |
0.8387 |
|
R2 |
0.8471 |
0.8471 |
0.8379 |
|
R1 |
0.8417 |
0.8417 |
0.8372 |
0.8403 |
PP |
0.8388 |
0.8388 |
0.8388 |
0.8380 |
S1 |
0.8334 |
0.8334 |
0.8356 |
0.8320 |
S2 |
0.8305 |
0.8305 |
0.8349 |
|
S3 |
0.8222 |
0.8251 |
0.8341 |
|
S4 |
0.8139 |
0.8168 |
0.8318 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8441 |
0.8326 |
0.0115 |
1.4% |
0.0046 |
0.6% |
34% |
False |
True |
2,271 |
10 |
0.8464 |
0.8326 |
0.0138 |
1.6% |
0.0051 |
0.6% |
28% |
False |
True |
1,328 |
20 |
0.8562 |
0.8315 |
0.0247 |
3.0% |
0.0063 |
0.8% |
20% |
False |
False |
911 |
40 |
0.8646 |
0.8304 |
0.0342 |
4.1% |
0.0075 |
0.9% |
18% |
False |
False |
679 |
60 |
0.8670 |
0.8229 |
0.0441 |
5.3% |
0.0077 |
0.9% |
31% |
False |
False |
520 |
80 |
0.8812 |
0.8229 |
0.0583 |
7.0% |
0.0068 |
0.8% |
23% |
False |
False |
394 |
100 |
0.9489 |
0.8229 |
0.1260 |
15.1% |
0.0061 |
0.7% |
11% |
False |
False |
316 |
120 |
0.9489 |
0.8229 |
0.1260 |
15.1% |
0.0053 |
0.6% |
11% |
False |
False |
264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8646 |
2.618 |
0.8547 |
1.618 |
0.8486 |
1.000 |
0.8448 |
0.618 |
0.8425 |
HIGH |
0.8387 |
0.618 |
0.8364 |
0.500 |
0.8357 |
0.382 |
0.8349 |
LOW |
0.8326 |
0.618 |
0.8288 |
1.000 |
0.8265 |
1.618 |
0.8227 |
2.618 |
0.8166 |
4.250 |
0.8067 |
|
|
Fisher Pivots for day following 03-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8362 |
0.8366 |
PP |
0.8359 |
0.8366 |
S1 |
0.8357 |
0.8365 |
|