CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8255 |
0.8263 |
0.0008 |
0.1% |
0.8280 |
| High |
0.8280 |
0.8268 |
-0.0012 |
-0.1% |
0.8286 |
| Low |
0.8239 |
0.8261 |
0.0022 |
0.3% |
0.8217 |
| Close |
0.8263 |
0.8265 |
0.0002 |
0.0% |
0.8265 |
| Range |
0.0041 |
0.0007 |
-0.0034 |
-82.9% |
0.0069 |
| ATR |
0.0044 |
0.0041 |
-0.0003 |
-6.0% |
0.0000 |
| Volume |
89 |
52 |
-37 |
-41.6% |
254 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8286 |
0.8282 |
0.8269 |
|
| R3 |
0.8279 |
0.8275 |
0.8267 |
|
| R2 |
0.8272 |
0.8272 |
0.8266 |
|
| R1 |
0.8268 |
0.8268 |
0.8266 |
0.8270 |
| PP |
0.8265 |
0.8265 |
0.8265 |
0.8266 |
| S1 |
0.8261 |
0.8261 |
0.8264 |
0.8263 |
| S2 |
0.8258 |
0.8258 |
0.8264 |
|
| S3 |
0.8251 |
0.8254 |
0.8263 |
|
| S4 |
0.8244 |
0.8247 |
0.8261 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8463 |
0.8433 |
0.8303 |
|
| R3 |
0.8394 |
0.8364 |
0.8284 |
|
| R2 |
0.8325 |
0.8325 |
0.8278 |
|
| R1 |
0.8295 |
0.8295 |
0.8271 |
0.8276 |
| PP |
0.8256 |
0.8256 |
0.8256 |
0.8246 |
| S1 |
0.8226 |
0.8226 |
0.8259 |
0.8207 |
| S2 |
0.8187 |
0.8187 |
0.8252 |
|
| S3 |
0.8118 |
0.8157 |
0.8246 |
|
| S4 |
0.8049 |
0.8088 |
0.8227 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8286 |
0.8217 |
0.0069 |
0.8% |
0.0032 |
0.4% |
70% |
False |
False |
50 |
| 10 |
0.8382 |
0.8217 |
0.0165 |
2.0% |
0.0026 |
0.3% |
29% |
False |
False |
43 |
| 20 |
0.8470 |
0.8217 |
0.0253 |
3.1% |
0.0025 |
0.3% |
19% |
False |
False |
24 |
| 40 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0031 |
0.4% |
11% |
False |
False |
26 |
| 60 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0031 |
0.4% |
11% |
False |
False |
18 |
| 80 |
0.8648 |
0.8217 |
0.0431 |
5.2% |
0.0028 |
0.3% |
11% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8298 |
|
2.618 |
0.8286 |
|
1.618 |
0.8279 |
|
1.000 |
0.8275 |
|
0.618 |
0.8272 |
|
HIGH |
0.8268 |
|
0.618 |
0.8265 |
|
0.500 |
0.8265 |
|
0.382 |
0.8264 |
|
LOW |
0.8261 |
|
0.618 |
0.8257 |
|
1.000 |
0.8254 |
|
1.618 |
0.8250 |
|
2.618 |
0.8243 |
|
4.250 |
0.8231 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8265 |
0.8263 |
| PP |
0.8265 |
0.8261 |
| S1 |
0.8265 |
0.8260 |
|