CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8346 |
0.8349 |
0.0003 |
0.0% |
0.8346 |
| High |
0.8353 |
0.8361 |
0.0008 |
0.1% |
0.8382 |
| Low |
0.8340 |
0.8309 |
-0.0031 |
-0.4% |
0.8309 |
| Close |
0.8345 |
0.8309 |
-0.0036 |
-0.4% |
0.8309 |
| Range |
0.0013 |
0.0052 |
0.0039 |
300.0% |
0.0073 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
1.9% |
0.0000 |
| Volume |
77 |
23 |
-54 |
-70.1% |
176 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8482 |
0.8448 |
0.8338 |
|
| R3 |
0.8430 |
0.8396 |
0.8323 |
|
| R2 |
0.8378 |
0.8378 |
0.8319 |
|
| R1 |
0.8344 |
0.8344 |
0.8314 |
0.8335 |
| PP |
0.8326 |
0.8326 |
0.8326 |
0.8322 |
| S1 |
0.8292 |
0.8292 |
0.8304 |
0.8283 |
| S2 |
0.8274 |
0.8274 |
0.8299 |
|
| S3 |
0.8222 |
0.8240 |
0.8295 |
|
| S4 |
0.8170 |
0.8188 |
0.8280 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8552 |
0.8504 |
0.8349 |
|
| R3 |
0.8479 |
0.8431 |
0.8329 |
|
| R2 |
0.8406 |
0.8406 |
0.8322 |
|
| R1 |
0.8358 |
0.8358 |
0.8316 |
0.8346 |
| PP |
0.8333 |
0.8333 |
0.8333 |
0.8327 |
| S1 |
0.8285 |
0.8285 |
0.8302 |
0.8273 |
| S2 |
0.8260 |
0.8260 |
0.8296 |
|
| S3 |
0.8187 |
0.8212 |
0.8289 |
|
| S4 |
0.8114 |
0.8139 |
0.8269 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8382 |
0.8309 |
0.0073 |
0.9% |
0.0019 |
0.2% |
0% |
False |
True |
35 |
| 10 |
0.8438 |
0.8309 |
0.0129 |
1.6% |
0.0020 |
0.2% |
0% |
False |
True |
19 |
| 20 |
0.8472 |
0.8309 |
0.0163 |
2.0% |
0.0028 |
0.3% |
0% |
False |
True |
37 |
| 40 |
0.8640 |
0.8309 |
0.0331 |
4.0% |
0.0032 |
0.4% |
0% |
False |
True |
20 |
| 60 |
0.8640 |
0.8309 |
0.0331 |
4.0% |
0.0030 |
0.4% |
0% |
False |
True |
14 |
| 80 |
0.8803 |
0.8258 |
0.0545 |
6.6% |
0.0027 |
0.3% |
9% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8582 |
|
2.618 |
0.8497 |
|
1.618 |
0.8445 |
|
1.000 |
0.8413 |
|
0.618 |
0.8393 |
|
HIGH |
0.8361 |
|
0.618 |
0.8341 |
|
0.500 |
0.8335 |
|
0.382 |
0.8329 |
|
LOW |
0.8309 |
|
0.618 |
0.8277 |
|
1.000 |
0.8257 |
|
1.618 |
0.8225 |
|
2.618 |
0.8173 |
|
4.250 |
0.8088 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8335 |
0.8346 |
| PP |
0.8326 |
0.8333 |
| S1 |
0.8318 |
0.8321 |
|