CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 06-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8528 |
0.8512 |
-0.0016 |
-0.2% |
0.8539 |
| High |
0.8549 |
0.8538 |
-0.0011 |
-0.1% |
0.8561 |
| Low |
0.8507 |
0.8390 |
-0.0117 |
-1.4% |
0.8390 |
| Close |
0.8508 |
0.8396 |
-0.0112 |
-1.3% |
0.8396 |
| Range |
0.0042 |
0.0148 |
0.0106 |
252.4% |
0.0171 |
| ATR |
0.0086 |
0.0091 |
0.0004 |
5.1% |
0.0000 |
| Volume |
107,816 |
203,878 |
96,062 |
89.1% |
775,331 |
|
| Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8885 |
0.8789 |
0.8477 |
|
| R3 |
0.8737 |
0.8641 |
0.8437 |
|
| R2 |
0.8589 |
0.8589 |
0.8423 |
|
| R1 |
0.8493 |
0.8493 |
0.8410 |
0.8467 |
| PP |
0.8441 |
0.8441 |
0.8441 |
0.8429 |
| S1 |
0.8345 |
0.8345 |
0.8382 |
0.8319 |
| S2 |
0.8293 |
0.8293 |
0.8369 |
|
| S3 |
0.8145 |
0.8197 |
0.8355 |
|
| S4 |
0.7997 |
0.8049 |
0.8315 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8962 |
0.8850 |
0.8490 |
|
| R3 |
0.8791 |
0.8679 |
0.8443 |
|
| R2 |
0.8620 |
0.8620 |
0.8427 |
|
| R1 |
0.8508 |
0.8508 |
0.8412 |
0.8479 |
| PP |
0.8449 |
0.8449 |
0.8449 |
0.8434 |
| S1 |
0.8337 |
0.8337 |
0.8380 |
0.8308 |
| S2 |
0.8278 |
0.8278 |
0.8365 |
|
| S3 |
0.8107 |
0.8166 |
0.8349 |
|
| S4 |
0.7936 |
0.7995 |
0.8302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8561 |
0.8390 |
0.0171 |
2.0% |
0.0077 |
0.9% |
4% |
False |
True |
155,066 |
| 10 |
0.8561 |
0.8390 |
0.0171 |
2.0% |
0.0081 |
1.0% |
4% |
False |
True |
157,091 |
| 20 |
0.8637 |
0.8347 |
0.0290 |
3.5% |
0.0098 |
1.2% |
17% |
False |
False |
196,733 |
| 40 |
0.8663 |
0.8282 |
0.0381 |
4.5% |
0.0093 |
1.1% |
30% |
False |
False |
174,538 |
| 60 |
0.8734 |
0.8219 |
0.0515 |
6.1% |
0.0090 |
1.1% |
34% |
False |
False |
120,419 |
| 80 |
0.9513 |
0.8219 |
0.1294 |
15.4% |
0.0088 |
1.1% |
14% |
False |
False |
90,422 |
| 100 |
0.9513 |
0.8219 |
0.1294 |
15.4% |
0.0082 |
1.0% |
14% |
False |
False |
72,378 |
| 120 |
0.9765 |
0.8219 |
0.1546 |
18.4% |
0.0072 |
0.9% |
11% |
False |
False |
60,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9167 |
|
2.618 |
0.8925 |
|
1.618 |
0.8777 |
|
1.000 |
0.8686 |
|
0.618 |
0.8629 |
|
HIGH |
0.8538 |
|
0.618 |
0.8481 |
|
0.500 |
0.8464 |
|
0.382 |
0.8447 |
|
LOW |
0.8390 |
|
0.618 |
0.8299 |
|
1.000 |
0.8242 |
|
1.618 |
0.8151 |
|
2.618 |
0.8003 |
|
4.250 |
0.7761 |
|
|
| Fisher Pivots for day following 06-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8464 |
0.8470 |
| PP |
0.8441 |
0.8445 |
| S1 |
0.8419 |
0.8421 |
|