CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 19-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8260 |
0.8344 |
0.0084 |
1.0% |
0.8280 |
| High |
0.8400 |
0.8365 |
-0.0035 |
-0.4% |
0.8286 |
| Low |
0.8260 |
0.8283 |
0.0023 |
0.3% |
0.8217 |
| Close |
0.8309 |
0.8289 |
-0.0020 |
-0.2% |
0.8265 |
| Range |
0.0140 |
0.0082 |
-0.0058 |
-41.4% |
0.0069 |
| ATR |
0.0045 |
0.0048 |
0.0003 |
5.9% |
0.0000 |
| Volume |
83 |
91 |
8 |
9.6% |
254 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8558 |
0.8506 |
0.8334 |
|
| R3 |
0.8476 |
0.8424 |
0.8312 |
|
| R2 |
0.8394 |
0.8394 |
0.8304 |
|
| R1 |
0.8342 |
0.8342 |
0.8297 |
0.8327 |
| PP |
0.8312 |
0.8312 |
0.8312 |
0.8305 |
| S1 |
0.8260 |
0.8260 |
0.8281 |
0.8245 |
| S2 |
0.8230 |
0.8230 |
0.8274 |
|
| S3 |
0.8148 |
0.8178 |
0.8266 |
|
| S4 |
0.8066 |
0.8096 |
0.8244 |
|
|
| 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 |
0.8400 |
0.8255 |
0.0145 |
1.7% |
0.0052 |
0.6% |
23% |
False |
False |
69 |
| 10 |
0.8400 |
0.8217 |
0.0183 |
2.2% |
0.0047 |
0.6% |
39% |
False |
False |
57 |
| 20 |
0.8438 |
0.8217 |
0.0221 |
2.7% |
0.0031 |
0.4% |
33% |
False |
False |
37 |
| 40 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0029 |
0.4% |
21% |
False |
False |
33 |
| 60 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0032 |
0.4% |
17% |
False |
False |
23 |
| 80 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0030 |
0.4% |
17% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8714 |
|
2.618 |
0.8580 |
|
1.618 |
0.8498 |
|
1.000 |
0.8447 |
|
0.618 |
0.8416 |
|
HIGH |
0.8365 |
|
0.618 |
0.8334 |
|
0.500 |
0.8324 |
|
0.382 |
0.8314 |
|
LOW |
0.8283 |
|
0.618 |
0.8232 |
|
1.000 |
0.8201 |
|
1.618 |
0.8150 |
|
2.618 |
0.8068 |
|
4.250 |
0.7935 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8324 |
0.8328 |
| PP |
0.8312 |
0.8315 |
| S1 |
0.8301 |
0.8302 |
|