CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8270 |
0.8263 |
-0.0007 |
-0.1% |
0.8280 |
| High |
0.8270 |
0.8275 |
0.0005 |
0.1% |
0.8286 |
| Low |
0.8257 |
0.8255 |
-0.0002 |
0.0% |
0.8217 |
| Close |
0.8258 |
0.8259 |
0.0001 |
0.0% |
0.8265 |
| Range |
0.0013 |
0.0020 |
0.0007 |
53.8% |
0.0069 |
| ATR |
0.0039 |
0.0038 |
-0.0001 |
-3.5% |
0.0000 |
| Volume |
25 |
95 |
70 |
280.0% |
254 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8323 |
0.8311 |
0.8270 |
|
| R3 |
0.8303 |
0.8291 |
0.8265 |
|
| R2 |
0.8283 |
0.8283 |
0.8263 |
|
| R1 |
0.8271 |
0.8271 |
0.8261 |
0.8267 |
| PP |
0.8263 |
0.8263 |
0.8263 |
0.8261 |
| S1 |
0.8251 |
0.8251 |
0.8257 |
0.8247 |
| S2 |
0.8243 |
0.8243 |
0.8255 |
|
| S3 |
0.8223 |
0.8231 |
0.8254 |
|
| S4 |
0.8203 |
0.8211 |
0.8248 |
|
|
| 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 |
0.8280 |
0.8239 |
0.0041 |
0.5% |
0.0022 |
0.3% |
49% |
False |
False |
69 |
| 10 |
0.8382 |
0.8217 |
0.0165 |
2.0% |
0.0027 |
0.3% |
25% |
False |
False |
48 |
| 20 |
0.8445 |
0.8217 |
0.0228 |
2.8% |
0.0021 |
0.3% |
18% |
False |
False |
29 |
| 40 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0026 |
0.3% |
12% |
False |
False |
29 |
| 60 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0029 |
0.3% |
10% |
False |
False |
20 |
| 80 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0027 |
0.3% |
10% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8360 |
|
2.618 |
0.8327 |
|
1.618 |
0.8307 |
|
1.000 |
0.8295 |
|
0.618 |
0.8287 |
|
HIGH |
0.8275 |
|
0.618 |
0.8267 |
|
0.500 |
0.8265 |
|
0.382 |
0.8263 |
|
LOW |
0.8255 |
|
0.618 |
0.8243 |
|
1.000 |
0.8235 |
|
1.618 |
0.8223 |
|
2.618 |
0.8203 |
|
4.250 |
0.8170 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8265 |
0.8265 |
| PP |
0.8263 |
0.8263 |
| S1 |
0.8261 |
0.8261 |
|