CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 01-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8336 |
0.8389 |
0.0053 |
0.6% |
0.8356 |
| High |
0.8370 |
0.8392 |
0.0022 |
0.3% |
0.8470 |
| Low |
0.8335 |
0.8335 |
0.0000 |
0.0% |
0.8350 |
| Close |
0.8358 |
0.8381 |
0.0023 |
0.3% |
0.8417 |
| Range |
0.0035 |
0.0057 |
0.0022 |
62.9% |
0.0120 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.8% |
0.0000 |
| Volume |
70 |
60 |
-10 |
-14.3% |
452 |
|
| Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8540 |
0.8518 |
0.8412 |
|
| R3 |
0.8483 |
0.8461 |
0.8397 |
|
| R2 |
0.8426 |
0.8426 |
0.8391 |
|
| R1 |
0.8404 |
0.8404 |
0.8386 |
0.8387 |
| PP |
0.8369 |
0.8369 |
0.8369 |
0.8361 |
| S1 |
0.8347 |
0.8347 |
0.8376 |
0.8330 |
| S2 |
0.8312 |
0.8312 |
0.8371 |
|
| S3 |
0.8255 |
0.8290 |
0.8365 |
|
| S4 |
0.8198 |
0.8233 |
0.8350 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8772 |
0.8715 |
0.8483 |
|
| R3 |
0.8652 |
0.8595 |
0.8450 |
|
| R2 |
0.8532 |
0.8532 |
0.8439 |
|
| R1 |
0.8475 |
0.8475 |
0.8428 |
0.8504 |
| PP |
0.8412 |
0.8412 |
0.8412 |
0.8427 |
| S1 |
0.8355 |
0.8355 |
0.8406 |
0.8384 |
| S2 |
0.8292 |
0.8292 |
0.8395 |
|
| S3 |
0.8172 |
0.8235 |
0.8384 |
|
| S4 |
0.8052 |
0.8115 |
0.8351 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8470 |
0.8335 |
0.0135 |
1.6% |
0.0056 |
0.7% |
34% |
False |
True |
103 |
| 10 |
0.8470 |
0.8278 |
0.0192 |
2.3% |
0.0056 |
0.7% |
54% |
False |
False |
100 |
| 20 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0048 |
0.6% |
65% |
False |
False |
78 |
| 40 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0038 |
0.4% |
48% |
False |
False |
55 |
| 60 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0038 |
0.5% |
39% |
False |
False |
38 |
| 80 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0035 |
0.4% |
39% |
False |
False |
29 |
| 100 |
0.8803 |
0.8217 |
0.0586 |
7.0% |
0.0032 |
0.4% |
28% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8634 |
|
2.618 |
0.8541 |
|
1.618 |
0.8484 |
|
1.000 |
0.8449 |
|
0.618 |
0.8427 |
|
HIGH |
0.8392 |
|
0.618 |
0.8370 |
|
0.500 |
0.8364 |
|
0.382 |
0.8357 |
|
LOW |
0.8335 |
|
0.618 |
0.8300 |
|
1.000 |
0.8278 |
|
1.618 |
0.8243 |
|
2.618 |
0.8186 |
|
4.250 |
0.8093 |
|
|
| Fisher Pivots for day following 01-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8375 |
0.8378 |
| PP |
0.8369 |
0.8375 |
| S1 |
0.8364 |
0.8372 |
|