CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 04-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8332 |
0.8365 |
0.0033 |
0.4% |
0.8409 |
| High |
0.8387 |
0.8381 |
-0.0006 |
-0.1% |
0.8441 |
| Low |
0.8326 |
0.8358 |
0.0032 |
0.4% |
0.8358 |
| Close |
0.8365 |
0.8363 |
-0.0002 |
0.0% |
0.8364 |
| Range |
0.0061 |
0.0023 |
-0.0038 |
-62.3% |
0.0083 |
| ATR |
0.0064 |
0.0061 |
-0.0003 |
-4.6% |
0.0000 |
| Volume |
3,359 |
4,616 |
1,257 |
37.4% |
5,663 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8436 |
0.8423 |
0.8376 |
|
| R3 |
0.8413 |
0.8400 |
0.8369 |
|
| R2 |
0.8390 |
0.8390 |
0.8367 |
|
| R1 |
0.8377 |
0.8377 |
0.8365 |
0.8372 |
| PP |
0.8367 |
0.8367 |
0.8367 |
0.8365 |
| S1 |
0.8354 |
0.8354 |
0.8361 |
0.8349 |
| S2 |
0.8344 |
0.8344 |
0.8359 |
|
| S3 |
0.8321 |
0.8331 |
0.8357 |
|
| S4 |
0.8298 |
0.8308 |
0.8350 |
|
|
| 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 |
0.8435 |
0.8326 |
0.0109 |
1.3% |
0.0045 |
0.5% |
34% |
False |
False |
2,996 |
| 10 |
0.8464 |
0.8326 |
0.0138 |
1.7% |
0.0047 |
0.6% |
27% |
False |
False |
1,717 |
| 20 |
0.8552 |
0.8315 |
0.0237 |
2.8% |
0.0062 |
0.7% |
20% |
False |
False |
1,132 |
| 40 |
0.8646 |
0.8315 |
0.0331 |
4.0% |
0.0073 |
0.9% |
15% |
False |
False |
793 |
| 60 |
0.8670 |
0.8229 |
0.0441 |
5.3% |
0.0077 |
0.9% |
30% |
False |
False |
596 |
| 80 |
0.8784 |
0.8229 |
0.0555 |
6.6% |
0.0068 |
0.8% |
24% |
False |
False |
452 |
| 100 |
0.9489 |
0.8229 |
0.1260 |
15.1% |
0.0061 |
0.7% |
11% |
False |
False |
362 |
| 120 |
0.9489 |
0.8229 |
0.1260 |
15.1% |
0.0053 |
0.6% |
11% |
False |
False |
302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8479 |
|
2.618 |
0.8441 |
|
1.618 |
0.8418 |
|
1.000 |
0.8404 |
|
0.618 |
0.8395 |
|
HIGH |
0.8381 |
|
0.618 |
0.8372 |
|
0.500 |
0.8370 |
|
0.382 |
0.8367 |
|
LOW |
0.8358 |
|
0.618 |
0.8344 |
|
1.000 |
0.8335 |
|
1.618 |
0.8321 |
|
2.618 |
0.8298 |
|
4.250 |
0.8260 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8370 |
0.8361 |
| PP |
0.8367 |
0.8359 |
| S1 |
0.8365 |
0.8357 |
|