CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 24-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8351 |
0.8361 |
0.0010 |
0.1% |
0.8245 |
| High |
0.8371 |
0.8396 |
0.0025 |
0.3% |
0.8395 |
| Low |
0.8331 |
0.8342 |
0.0011 |
0.1% |
0.8238 |
| Close |
0.8356 |
0.8364 |
0.0008 |
0.1% |
0.8330 |
| Range |
0.0040 |
0.0054 |
0.0014 |
35.0% |
0.0157 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
101,569 |
126,539 |
24,970 |
24.6% |
611,340 |
|
| Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8529 |
0.8501 |
0.8394 |
|
| R3 |
0.8475 |
0.8447 |
0.8379 |
|
| R2 |
0.8421 |
0.8421 |
0.8374 |
|
| R1 |
0.8393 |
0.8393 |
0.8369 |
0.8407 |
| PP |
0.8367 |
0.8367 |
0.8367 |
0.8375 |
| S1 |
0.8339 |
0.8339 |
0.8359 |
0.8353 |
| S2 |
0.8313 |
0.8313 |
0.8354 |
|
| S3 |
0.8259 |
0.8285 |
0.8349 |
|
| S4 |
0.8205 |
0.8231 |
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 |
0.8396 |
0.8246 |
0.0150 |
1.8% |
0.0085 |
1.0% |
79% |
True |
False |
133,937 |
| 10 |
0.8396 |
0.8229 |
0.0167 |
2.0% |
0.0064 |
0.8% |
81% |
True |
False |
112,113 |
| 20 |
0.8441 |
0.8205 |
0.0236 |
2.8% |
0.0059 |
0.7% |
67% |
False |
False |
63,175 |
| 40 |
0.8562 |
0.8205 |
0.0357 |
4.3% |
0.0064 |
0.8% |
45% |
False |
False |
31,802 |
| 60 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0070 |
0.8% |
36% |
False |
False |
21,331 |
| 80 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0073 |
0.9% |
34% |
False |
False |
16,044 |
| 100 |
0.9246 |
0.8205 |
0.1041 |
12.4% |
0.0067 |
0.8% |
15% |
False |
False |
12,837 |
| 120 |
0.9489 |
0.8205 |
0.1284 |
15.4% |
0.0059 |
0.7% |
12% |
False |
False |
10,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8626 |
|
2.618 |
0.8537 |
|
1.618 |
0.8483 |
|
1.000 |
0.8450 |
|
0.618 |
0.8429 |
|
HIGH |
0.8396 |
|
0.618 |
0.8375 |
|
0.500 |
0.8369 |
|
0.382 |
0.8363 |
|
LOW |
0.8342 |
|
0.618 |
0.8309 |
|
1.000 |
0.8288 |
|
1.618 |
0.8255 |
|
2.618 |
0.8201 |
|
4.250 |
0.8113 |
|
|
| Fisher Pivots for day following 24-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8369 |
0.8352 |
| PP |
0.8367 |
0.8340 |
| S1 |
0.8366 |
0.8328 |
|