CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 23-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8286 |
0.8351 |
0.0065 |
0.8% |
0.8245 |
| High |
0.8350 |
0.8371 |
0.0021 |
0.3% |
0.8395 |
| Low |
0.8260 |
0.8331 |
0.0071 |
0.9% |
0.8238 |
| Close |
0.8330 |
0.8356 |
0.0026 |
0.3% |
0.8330 |
| Range |
0.0090 |
0.0040 |
-0.0050 |
-55.6% |
0.0157 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
127,804 |
101,569 |
-26,235 |
-20.5% |
611,340 |
|
| Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8473 |
0.8454 |
0.8378 |
|
| R3 |
0.8433 |
0.8414 |
0.8367 |
|
| R2 |
0.8393 |
0.8393 |
0.8363 |
|
| R1 |
0.8374 |
0.8374 |
0.8360 |
0.8384 |
| PP |
0.8353 |
0.8353 |
0.8353 |
0.8357 |
| S1 |
0.8334 |
0.8334 |
0.8352 |
0.8344 |
| S2 |
0.8313 |
0.8313 |
0.8349 |
|
| S3 |
0.8273 |
0.8294 |
0.8345 |
|
| S4 |
0.8233 |
0.8254 |
0.8334 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8792 |
0.8718 |
0.8416 |
|
| R3 |
0.8635 |
0.8561 |
0.8373 |
|
| R2 |
0.8478 |
0.8478 |
0.8359 |
|
| R1 |
0.8404 |
0.8404 |
0.8344 |
0.8441 |
| PP |
0.8321 |
0.8321 |
0.8321 |
0.8340 |
| S1 |
0.8247 |
0.8247 |
0.8316 |
0.8284 |
| S2 |
0.8164 |
0.8164 |
0.8301 |
|
| S3 |
0.8007 |
0.8090 |
0.8287 |
|
| S4 |
0.7850 |
0.7933 |
0.8244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8395 |
0.8238 |
0.0157 |
1.9% |
0.0080 |
1.0% |
75% |
False |
False |
125,247 |
| 10 |
0.8395 |
0.8205 |
0.0190 |
2.3% |
0.0066 |
0.8% |
79% |
False |
False |
106,097 |
| 20 |
0.8441 |
0.8205 |
0.0236 |
2.8% |
0.0060 |
0.7% |
64% |
False |
False |
56,861 |
| 40 |
0.8562 |
0.8205 |
0.0357 |
4.3% |
0.0064 |
0.8% |
42% |
False |
False |
28,644 |
| 60 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0069 |
0.8% |
34% |
False |
False |
19,229 |
| 80 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0072 |
0.9% |
32% |
False |
False |
14,462 |
| 100 |
0.9277 |
0.8205 |
0.1072 |
12.8% |
0.0066 |
0.8% |
14% |
False |
False |
11,572 |
| 120 |
0.9489 |
0.8205 |
0.1284 |
15.4% |
0.0059 |
0.7% |
12% |
False |
False |
9,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8541 |
|
2.618 |
0.8476 |
|
1.618 |
0.8436 |
|
1.000 |
0.8411 |
|
0.618 |
0.8396 |
|
HIGH |
0.8371 |
|
0.618 |
0.8356 |
|
0.500 |
0.8351 |
|
0.382 |
0.8346 |
|
LOW |
0.8331 |
|
0.618 |
0.8306 |
|
1.000 |
0.8291 |
|
1.618 |
0.8266 |
|
2.618 |
0.8226 |
|
4.250 |
0.8161 |
|
|
| Fisher Pivots for day following 23-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8354 |
0.8343 |
| PP |
0.8353 |
0.8329 |
| S1 |
0.8351 |
0.8316 |
|