CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 25-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8376 |
0.8375 |
-0.0001 |
0.0% |
0.8270 |
| High |
0.8407 |
0.8421 |
0.0014 |
0.2% |
0.8400 |
| Low |
0.8368 |
0.8375 |
0.0007 |
0.1% |
0.8255 |
| Close |
0.8376 |
0.8379 |
0.0003 |
0.0% |
0.8341 |
| Range |
0.0039 |
0.0046 |
0.0007 |
17.9% |
0.0145 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
70 |
48 |
-22 |
-31.4% |
455 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8530 |
0.8500 |
0.8404 |
|
| R3 |
0.8484 |
0.8454 |
0.8392 |
|
| R2 |
0.8438 |
0.8438 |
0.8387 |
|
| R1 |
0.8408 |
0.8408 |
0.8383 |
0.8423 |
| PP |
0.8392 |
0.8392 |
0.8392 |
0.8399 |
| S1 |
0.8362 |
0.8362 |
0.8375 |
0.8377 |
| S2 |
0.8346 |
0.8346 |
0.8371 |
|
| S3 |
0.8300 |
0.8316 |
0.8366 |
|
| S4 |
0.8254 |
0.8270 |
0.8354 |
|
|
| 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 |
0.8421 |
0.8278 |
0.0143 |
1.7% |
0.0055 |
0.7% |
71% |
True |
False |
97 |
| 10 |
0.8421 |
0.8239 |
0.0182 |
2.2% |
0.0050 |
0.6% |
77% |
True |
False |
83 |
| 20 |
0.8421 |
0.8217 |
0.0204 |
2.4% |
0.0037 |
0.4% |
79% |
True |
False |
56 |
| 40 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0032 |
0.4% |
47% |
False |
False |
42 |
| 60 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0034 |
0.4% |
38% |
False |
False |
30 |
| 80 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0032 |
0.4% |
38% |
False |
False |
23 |
| 100 |
0.9213 |
0.8217 |
0.0996 |
11.9% |
0.0030 |
0.4% |
16% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8617 |
|
2.618 |
0.8541 |
|
1.618 |
0.8495 |
|
1.000 |
0.8467 |
|
0.618 |
0.8449 |
|
HIGH |
0.8421 |
|
0.618 |
0.8403 |
|
0.500 |
0.8398 |
|
0.382 |
0.8393 |
|
LOW |
0.8375 |
|
0.618 |
0.8347 |
|
1.000 |
0.8329 |
|
1.618 |
0.8301 |
|
2.618 |
0.8255 |
|
4.250 |
0.8180 |
|
|
| Fisher Pivots for day following 25-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8398 |
0.8386 |
| PP |
0.8392 |
0.8383 |
| S1 |
0.8385 |
0.8381 |
|