CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 02-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2015 |
02-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8389 |
0.8382 |
-0.0007 |
-0.1% |
0.8356 |
| High |
0.8392 |
0.8385 |
-0.0007 |
-0.1% |
0.8470 |
| Low |
0.8335 |
0.8364 |
0.0029 |
0.3% |
0.8350 |
| Close |
0.8381 |
0.8374 |
-0.0007 |
-0.1% |
0.8417 |
| Range |
0.0057 |
0.0021 |
-0.0036 |
-63.2% |
0.0120 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
60 |
39 |
-21 |
-35.0% |
452 |
|
| Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8437 |
0.8427 |
0.8386 |
|
| R3 |
0.8416 |
0.8406 |
0.8380 |
|
| R2 |
0.8395 |
0.8395 |
0.8378 |
|
| R1 |
0.8385 |
0.8385 |
0.8376 |
0.8380 |
| PP |
0.8374 |
0.8374 |
0.8374 |
0.8372 |
| S1 |
0.8364 |
0.8364 |
0.8372 |
0.8359 |
| S2 |
0.8353 |
0.8353 |
0.8370 |
|
| S3 |
0.8332 |
0.8343 |
0.8368 |
|
| S4 |
0.8311 |
0.8322 |
0.8362 |
|
|
| 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 |
0.8428 |
0.8335 |
0.0093 |
1.1% |
0.0044 |
0.5% |
42% |
False |
False |
106 |
| 10 |
0.8470 |
0.8278 |
0.0192 |
2.3% |
0.0050 |
0.6% |
50% |
False |
False |
95 |
| 20 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0048 |
0.6% |
62% |
False |
False |
76 |
| 40 |
0.8532 |
0.8217 |
0.0315 |
3.8% |
0.0037 |
0.4% |
50% |
False |
False |
56 |
| 60 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0037 |
0.4% |
37% |
False |
False |
39 |
| 80 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0035 |
0.4% |
37% |
False |
False |
29 |
| 100 |
0.8803 |
0.8217 |
0.0586 |
7.0% |
0.0031 |
0.4% |
27% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8474 |
|
2.618 |
0.8440 |
|
1.618 |
0.8419 |
|
1.000 |
0.8406 |
|
0.618 |
0.8398 |
|
HIGH |
0.8385 |
|
0.618 |
0.8377 |
|
0.500 |
0.8375 |
|
0.382 |
0.8372 |
|
LOW |
0.8364 |
|
0.618 |
0.8351 |
|
1.000 |
0.8343 |
|
1.618 |
0.8330 |
|
2.618 |
0.8309 |
|
4.250 |
0.8275 |
|
|
| Fisher Pivots for day following 02-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8375 |
0.8371 |
| PP |
0.8374 |
0.8367 |
| S1 |
0.8374 |
0.8364 |
|