CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 30-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8397 |
0.8398 |
0.0001 |
0.0% |
0.8351 |
| High |
0.8418 |
0.8403 |
-0.0015 |
-0.2% |
0.8460 |
| Low |
0.8377 |
0.8326 |
-0.0051 |
-0.6% |
0.8331 |
| Close |
0.8405 |
0.8329 |
-0.0076 |
-0.9% |
0.8405 |
| Range |
0.0041 |
0.0077 |
0.0036 |
87.8% |
0.0129 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.6% |
0.0000 |
| Volume |
101,560 |
102,154 |
594 |
0.6% |
587,522 |
|
| Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8584 |
0.8533 |
0.8371 |
|
| R3 |
0.8507 |
0.8456 |
0.8350 |
|
| R2 |
0.8430 |
0.8430 |
0.8343 |
|
| R1 |
0.8379 |
0.8379 |
0.8336 |
0.8366 |
| PP |
0.8353 |
0.8353 |
0.8353 |
0.8346 |
| S1 |
0.8302 |
0.8302 |
0.8322 |
0.8289 |
| S2 |
0.8276 |
0.8276 |
0.8315 |
|
| S3 |
0.8199 |
0.8225 |
0.8308 |
|
| S4 |
0.8122 |
0.8148 |
0.8287 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8786 |
0.8724 |
0.8476 |
|
| R3 |
0.8657 |
0.8595 |
0.8440 |
|
| R2 |
0.8528 |
0.8528 |
0.8429 |
|
| R1 |
0.8466 |
0.8466 |
0.8417 |
0.8497 |
| PP |
0.8399 |
0.8399 |
0.8399 |
0.8414 |
| S1 |
0.8337 |
0.8337 |
0.8393 |
0.8368 |
| S2 |
0.8270 |
0.8270 |
0.8381 |
|
| S3 |
0.8141 |
0.8208 |
0.8370 |
|
| S4 |
0.8012 |
0.8079 |
0.8334 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8460 |
0.8326 |
0.0134 |
1.6% |
0.0064 |
0.8% |
2% |
False |
True |
117,621 |
| 10 |
0.8460 |
0.8238 |
0.0222 |
2.7% |
0.0072 |
0.9% |
41% |
False |
False |
121,434 |
| 20 |
0.8460 |
0.8205 |
0.0255 |
3.1% |
0.0064 |
0.8% |
49% |
False |
False |
85,853 |
| 40 |
0.8562 |
0.8205 |
0.0357 |
4.3% |
0.0063 |
0.8% |
35% |
False |
False |
43,310 |
| 60 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0071 |
0.9% |
28% |
False |
False |
29,020 |
| 80 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0074 |
0.9% |
27% |
False |
False |
21,812 |
| 100 |
0.8861 |
0.8205 |
0.0656 |
7.9% |
0.0067 |
0.8% |
19% |
False |
False |
17,452 |
| 120 |
0.9489 |
0.8205 |
0.1284 |
15.4% |
0.0061 |
0.7% |
10% |
False |
False |
14,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8730 |
|
2.618 |
0.8605 |
|
1.618 |
0.8528 |
|
1.000 |
0.8480 |
|
0.618 |
0.8451 |
|
HIGH |
0.8403 |
|
0.618 |
0.8374 |
|
0.500 |
0.8365 |
|
0.382 |
0.8355 |
|
LOW |
0.8326 |
|
0.618 |
0.8278 |
|
1.000 |
0.8249 |
|
1.618 |
0.8201 |
|
2.618 |
0.8124 |
|
4.250 |
0.7999 |
|
|
| Fisher Pivots for day following 30-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8365 |
0.8393 |
| PP |
0.8353 |
0.8372 |
| S1 |
0.8341 |
0.8350 |
|