CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 26-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8375 |
0.8387 |
0.0012 |
0.1% |
0.8270 |
| High |
0.8421 |
0.8470 |
0.0049 |
0.6% |
0.8400 |
| Low |
0.8375 |
0.8387 |
0.0012 |
0.1% |
0.8255 |
| Close |
0.8379 |
0.8406 |
0.0027 |
0.3% |
0.8341 |
| Range |
0.0046 |
0.0083 |
0.0037 |
80.4% |
0.0145 |
| ATR |
0.0048 |
0.0051 |
0.0003 |
6.3% |
0.0000 |
| Volume |
48 |
23 |
-25 |
-52.1% |
455 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8670 |
0.8621 |
0.8452 |
|
| R3 |
0.8587 |
0.8538 |
0.8429 |
|
| R2 |
0.8504 |
0.8504 |
0.8421 |
|
| R1 |
0.8455 |
0.8455 |
0.8414 |
0.8480 |
| PP |
0.8421 |
0.8421 |
0.8421 |
0.8433 |
| S1 |
0.8372 |
0.8372 |
0.8398 |
0.8397 |
| S2 |
0.8338 |
0.8338 |
0.8391 |
|
| S3 |
0.8255 |
0.8289 |
0.8383 |
|
| S4 |
0.8172 |
0.8206 |
0.8360 |
|
|
| 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 |
0.8470 |
0.8278 |
0.0192 |
2.3% |
0.0056 |
0.7% |
67% |
True |
False |
84 |
| 10 |
0.8470 |
0.8255 |
0.0215 |
2.6% |
0.0054 |
0.6% |
70% |
True |
False |
76 |
| 20 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0041 |
0.5% |
75% |
True |
False |
57 |
| 40 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0034 |
0.4% |
55% |
False |
False |
43 |
| 60 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0035 |
0.4% |
45% |
False |
False |
30 |
| 80 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0033 |
0.4% |
45% |
False |
False |
23 |
| 100 |
0.8942 |
0.8217 |
0.0725 |
8.6% |
0.0031 |
0.4% |
26% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8823 |
|
2.618 |
0.8687 |
|
1.618 |
0.8604 |
|
1.000 |
0.8553 |
|
0.618 |
0.8521 |
|
HIGH |
0.8470 |
|
0.618 |
0.8438 |
|
0.500 |
0.8429 |
|
0.382 |
0.8419 |
|
LOW |
0.8387 |
|
0.618 |
0.8336 |
|
1.000 |
0.8304 |
|
1.618 |
0.8253 |
|
2.618 |
0.8170 |
|
4.250 |
0.8034 |
|
|
| Fisher Pivots for day following 26-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8429 |
0.8419 |
| PP |
0.8421 |
0.8415 |
| S1 |
0.8414 |
0.8410 |
|