CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 25-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8361 |
0.8362 |
0.0001 |
0.0% |
0.8245 |
| High |
0.8396 |
0.8414 |
0.0018 |
0.2% |
0.8395 |
| Low |
0.8342 |
0.8353 |
0.0011 |
0.1% |
0.8238 |
| Close |
0.8364 |
0.8368 |
0.0004 |
0.0% |
0.8330 |
| Range |
0.0054 |
0.0061 |
0.0007 |
13.0% |
0.0157 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
126,539 |
105,003 |
-21,536 |
-17.0% |
611,340 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8561 |
0.8526 |
0.8402 |
|
| R3 |
0.8500 |
0.8465 |
0.8385 |
|
| R2 |
0.8439 |
0.8439 |
0.8379 |
|
| R1 |
0.8404 |
0.8404 |
0.8374 |
0.8422 |
| PP |
0.8378 |
0.8378 |
0.8378 |
0.8387 |
| S1 |
0.8343 |
0.8343 |
0.8362 |
0.8361 |
| S2 |
0.8317 |
0.8317 |
0.8357 |
|
| S3 |
0.8256 |
0.8282 |
0.8351 |
|
| S4 |
0.8195 |
0.8221 |
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 |
0.8414 |
0.8260 |
0.0154 |
1.8% |
0.0068 |
0.8% |
70% |
True |
False |
121,333 |
| 10 |
0.8414 |
0.8229 |
0.0185 |
2.2% |
0.0065 |
0.8% |
75% |
True |
False |
113,902 |
| 20 |
0.8435 |
0.8205 |
0.0230 |
2.7% |
0.0060 |
0.7% |
71% |
False |
False |
68,375 |
| 40 |
0.8562 |
0.8205 |
0.0357 |
4.3% |
0.0063 |
0.8% |
46% |
False |
False |
34,422 |
| 60 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0071 |
0.8% |
37% |
False |
False |
23,081 |
| 80 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0073 |
0.9% |
35% |
False |
False |
17,356 |
| 100 |
0.9190 |
0.8205 |
0.0985 |
11.8% |
0.0067 |
0.8% |
17% |
False |
False |
13,887 |
| 120 |
0.9489 |
0.8205 |
0.1284 |
15.3% |
0.0059 |
0.7% |
13% |
False |
False |
11,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8673 |
|
2.618 |
0.8574 |
|
1.618 |
0.8513 |
|
1.000 |
0.8475 |
|
0.618 |
0.8452 |
|
HIGH |
0.8414 |
|
0.618 |
0.8391 |
|
0.500 |
0.8384 |
|
0.382 |
0.8376 |
|
LOW |
0.8353 |
|
0.618 |
0.8315 |
|
1.000 |
0.8292 |
|
1.618 |
0.8254 |
|
2.618 |
0.8193 |
|
4.250 |
0.8094 |
|
|
| Fisher Pivots for day following 25-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8384 |
0.8373 |
| PP |
0.8378 |
0.8371 |
| S1 |
0.8373 |
0.8370 |
|