CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 24-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8356 |
0.8376 |
0.0020 |
0.2% |
0.8270 |
| High |
0.8379 |
0.8407 |
0.0028 |
0.3% |
0.8400 |
| Low |
0.8350 |
0.8368 |
0.0018 |
0.2% |
0.8255 |
| Close |
0.8367 |
0.8376 |
0.0009 |
0.1% |
0.8341 |
| Range |
0.0029 |
0.0039 |
0.0010 |
34.5% |
0.0145 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
119 |
70 |
-49 |
-41.2% |
455 |
|
| Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8501 |
0.8477 |
0.8397 |
|
| R3 |
0.8462 |
0.8438 |
0.8387 |
|
| R2 |
0.8423 |
0.8423 |
0.8383 |
|
| R1 |
0.8399 |
0.8399 |
0.8380 |
0.8396 |
| PP |
0.8384 |
0.8384 |
0.8384 |
0.8382 |
| S1 |
0.8360 |
0.8360 |
0.8372 |
0.8357 |
| S2 |
0.8345 |
0.8345 |
0.8369 |
|
| S3 |
0.8306 |
0.8321 |
0.8365 |
|
| S4 |
0.8267 |
0.8282 |
0.8355 |
|
|
| 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 |
0.8407 |
0.8260 |
0.0147 |
1.8% |
0.0074 |
0.9% |
79% |
True |
False |
104 |
| 10 |
0.8407 |
0.8239 |
0.0168 |
2.0% |
0.0048 |
0.6% |
82% |
True |
False |
87 |
| 20 |
0.8438 |
0.8217 |
0.0221 |
2.6% |
0.0035 |
0.4% |
72% |
False |
False |
54 |
| 40 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0031 |
0.4% |
46% |
False |
False |
41 |
| 60 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0033 |
0.4% |
38% |
False |
False |
29 |
| 80 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0032 |
0.4% |
38% |
False |
False |
22 |
| 100 |
0.9229 |
0.8217 |
0.1012 |
12.1% |
0.0030 |
0.4% |
16% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8573 |
|
2.618 |
0.8509 |
|
1.618 |
0.8470 |
|
1.000 |
0.8446 |
|
0.618 |
0.8431 |
|
HIGH |
0.8407 |
|
0.618 |
0.8392 |
|
0.500 |
0.8388 |
|
0.382 |
0.8383 |
|
LOW |
0.8368 |
|
0.618 |
0.8344 |
|
1.000 |
0.8329 |
|
1.618 |
0.8305 |
|
2.618 |
0.8266 |
|
4.250 |
0.8202 |
|
|
| Fisher Pivots for day following 24-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8388 |
0.8365 |
| PP |
0.8384 |
0.8354 |
| S1 |
0.8380 |
0.8343 |
|