CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8280 |
0.8246 |
-0.0034 |
-0.4% |
0.8346 |
| High |
0.8280 |
0.8286 |
0.0006 |
0.1% |
0.8382 |
| Low |
0.8262 |
0.8217 |
-0.0045 |
-0.5% |
0.8309 |
| Close |
0.8274 |
0.8281 |
0.0007 |
0.1% |
0.8309 |
| Range |
0.0018 |
0.0069 |
0.0051 |
283.3% |
0.0073 |
| ATR |
0.0042 |
0.0044 |
0.0002 |
4.6% |
0.0000 |
| Volume |
3 |
23 |
20 |
666.7% |
176 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8468 |
0.8444 |
0.8319 |
|
| R3 |
0.8399 |
0.8375 |
0.8300 |
|
| R2 |
0.8330 |
0.8330 |
0.8294 |
|
| R1 |
0.8306 |
0.8306 |
0.8287 |
0.8318 |
| PP |
0.8261 |
0.8261 |
0.8261 |
0.8268 |
| S1 |
0.8237 |
0.8237 |
0.8275 |
0.8249 |
| S2 |
0.8192 |
0.8192 |
0.8268 |
|
| S3 |
0.8123 |
0.8168 |
0.8262 |
|
| S4 |
0.8054 |
0.8099 |
0.8243 |
|
|
| 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 |
0.8217 |
0.0165 |
2.0% |
0.0033 |
0.4% |
39% |
False |
True |
27 |
| 10 |
0.8438 |
0.8217 |
0.0221 |
2.7% |
0.0022 |
0.3% |
29% |
False |
True |
21 |
| 20 |
0.8470 |
0.8217 |
0.0253 |
3.1% |
0.0031 |
0.4% |
25% |
False |
True |
38 |
| 40 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0034 |
0.4% |
15% |
False |
True |
21 |
| 60 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0032 |
0.4% |
15% |
False |
True |
15 |
| 80 |
0.8691 |
0.8217 |
0.0474 |
5.7% |
0.0027 |
0.3% |
14% |
False |
True |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8579 |
|
2.618 |
0.8467 |
|
1.618 |
0.8398 |
|
1.000 |
0.8355 |
|
0.618 |
0.8329 |
|
HIGH |
0.8286 |
|
0.618 |
0.8260 |
|
0.500 |
0.8252 |
|
0.382 |
0.8243 |
|
LOW |
0.8217 |
|
0.618 |
0.8174 |
|
1.000 |
0.8148 |
|
1.618 |
0.8105 |
|
2.618 |
0.8036 |
|
4.250 |
0.7924 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8271 |
0.8289 |
| PP |
0.8261 |
0.8286 |
| S1 |
0.8252 |
0.8284 |
|