CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 23-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8297 |
0.8356 |
0.0059 |
0.7% |
0.8270 |
| High |
0.8359 |
0.8379 |
0.0020 |
0.2% |
0.8400 |
| Low |
0.8278 |
0.8350 |
0.0072 |
0.9% |
0.8255 |
| Close |
0.8341 |
0.8367 |
0.0026 |
0.3% |
0.8341 |
| Range |
0.0081 |
0.0029 |
-0.0052 |
-64.2% |
0.0145 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
161 |
119 |
-42 |
-26.1% |
455 |
|
| Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8452 |
0.8439 |
0.8383 |
|
| R3 |
0.8423 |
0.8410 |
0.8375 |
|
| R2 |
0.8394 |
0.8394 |
0.8372 |
|
| R1 |
0.8381 |
0.8381 |
0.8370 |
0.8388 |
| PP |
0.8365 |
0.8365 |
0.8365 |
0.8369 |
| S1 |
0.8352 |
0.8352 |
0.8364 |
0.8359 |
| S2 |
0.8336 |
0.8336 |
0.8362 |
|
| S3 |
0.8307 |
0.8323 |
0.8359 |
|
| S4 |
0.8278 |
0.8294 |
0.8351 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8767 |
0.8699 |
0.8421 |
|
| R3 |
0.8622 |
0.8554 |
0.8381 |
|
| R2 |
0.8477 |
0.8477 |
0.8368 |
|
| R1 |
0.8409 |
0.8409 |
0.8354 |
0.8443 |
| PP |
0.8332 |
0.8332 |
0.8332 |
0.8349 |
| S1 |
0.8264 |
0.8264 |
0.8328 |
0.8298 |
| S2 |
0.8187 |
0.8187 |
0.8314 |
|
| S3 |
0.8042 |
0.8119 |
0.8301 |
|
| S4 |
0.7897 |
0.7974 |
0.8261 |
|
|
| 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% |
0.0070 |
0.8% |
77% |
False |
False |
109 |
| 10 |
0.8400 |
0.8217 |
0.0183 |
2.2% |
0.0051 |
0.6% |
82% |
False |
False |
82 |
| 20 |
0.8438 |
0.8217 |
0.0221 |
2.6% |
0.0035 |
0.4% |
68% |
False |
False |
50 |
| 40 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0030 |
0.4% |
44% |
False |
False |
40 |
| 60 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0032 |
0.4% |
35% |
False |
False |
28 |
| 80 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0031 |
0.4% |
35% |
False |
False |
21 |
| 100 |
0.9288 |
0.8217 |
0.1071 |
12.8% |
0.0030 |
0.4% |
14% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8502 |
|
2.618 |
0.8455 |
|
1.618 |
0.8426 |
|
1.000 |
0.8408 |
|
0.618 |
0.8397 |
|
HIGH |
0.8379 |
|
0.618 |
0.8368 |
|
0.500 |
0.8365 |
|
0.382 |
0.8361 |
|
LOW |
0.8350 |
|
0.618 |
0.8332 |
|
1.000 |
0.8321 |
|
1.618 |
0.8303 |
|
2.618 |
0.8274 |
|
4.250 |
0.8227 |
|
|
| Fisher Pivots for day following 23-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8366 |
0.8354 |
| PP |
0.8365 |
0.8341 |
| S1 |
0.8365 |
0.8329 |
|