CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 03-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
0.8346 |
0.8369 |
0.0023 |
0.3% |
0.8426 |
High |
0.8346 |
0.8378 |
0.0032 |
0.4% |
0.8438 |
Low |
0.8339 |
0.8366 |
0.0027 |
0.3% |
0.8377 |
Close |
0.8346 |
0.8378 |
0.0032 |
0.4% |
0.8377 |
Range |
0.0007 |
0.0012 |
0.0005 |
71.4% |
0.0061 |
ATR |
0.0044 |
0.0044 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
14 |
53 |
39 |
278.6% |
16 |
|
Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8410 |
0.8406 |
0.8385 |
|
R3 |
0.8398 |
0.8394 |
0.8381 |
|
R2 |
0.8386 |
0.8386 |
0.8380 |
|
R1 |
0.8382 |
0.8382 |
0.8379 |
0.8384 |
PP |
0.8374 |
0.8374 |
0.8374 |
0.8375 |
S1 |
0.8370 |
0.8370 |
0.8377 |
0.8372 |
S2 |
0.8362 |
0.8362 |
0.8376 |
|
S3 |
0.8350 |
0.8358 |
0.8375 |
|
S4 |
0.8338 |
0.8346 |
0.8371 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8580 |
0.8540 |
0.8411 |
|
R3 |
0.8519 |
0.8479 |
0.8394 |
|
R2 |
0.8458 |
0.8458 |
0.8388 |
|
R1 |
0.8418 |
0.8418 |
0.8383 |
0.8408 |
PP |
0.8397 |
0.8397 |
0.8397 |
0.8392 |
S1 |
0.8357 |
0.8357 |
0.8371 |
0.8347 |
S2 |
0.8336 |
0.8336 |
0.8366 |
|
S3 |
0.8275 |
0.8296 |
0.8360 |
|
S4 |
0.8214 |
0.8235 |
0.8343 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8438 |
0.8339 |
0.0099 |
1.2% |
0.0011 |
0.1% |
39% |
False |
False |
15 |
10 |
0.8445 |
0.8339 |
0.0106 |
1.3% |
0.0015 |
0.2% |
37% |
False |
False |
10 |
20 |
0.8559 |
0.8336 |
0.0223 |
2.7% |
0.0028 |
0.3% |
19% |
False |
False |
32 |
40 |
0.8640 |
0.8336 |
0.0304 |
3.6% |
0.0033 |
0.4% |
14% |
False |
False |
18 |
60 |
0.8640 |
0.8258 |
0.0382 |
4.6% |
0.0031 |
0.4% |
31% |
False |
False |
13 |
80 |
0.8809 |
0.8258 |
0.0551 |
6.6% |
0.0028 |
0.3% |
22% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8429 |
2.618 |
0.8409 |
1.618 |
0.8397 |
1.000 |
0.8390 |
0.618 |
0.8385 |
HIGH |
0.8378 |
0.618 |
0.8373 |
0.500 |
0.8372 |
0.382 |
0.8371 |
LOW |
0.8366 |
0.618 |
0.8359 |
1.000 |
0.8354 |
1.618 |
0.8347 |
2.618 |
0.8335 |
4.250 |
0.8315 |
|
|
Fisher Pivots for day following 03-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8376 |
0.8377 |
PP |
0.8374 |
0.8376 |
S1 |
0.8372 |
0.8376 |
|