CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 10-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8400 |
0.8435 |
0.0035 |
0.4% |
0.8539 |
| High |
0.8454 |
0.8449 |
-0.0005 |
-0.1% |
0.8561 |
| Low |
0.8399 |
0.8362 |
-0.0037 |
-0.4% |
0.8390 |
| Close |
0.8448 |
0.8375 |
-0.0073 |
-0.9% |
0.8396 |
| Range |
0.0055 |
0.0087 |
0.0032 |
58.2% |
0.0171 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
126,954 |
142,941 |
15,987 |
12.6% |
775,331 |
|
| Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8656 |
0.8603 |
0.8423 |
|
| R3 |
0.8569 |
0.8516 |
0.8399 |
|
| R2 |
0.8482 |
0.8482 |
0.8391 |
|
| R1 |
0.8429 |
0.8429 |
0.8383 |
0.8412 |
| PP |
0.8395 |
0.8395 |
0.8395 |
0.8387 |
| S1 |
0.8342 |
0.8342 |
0.8367 |
0.8325 |
| S2 |
0.8308 |
0.8308 |
0.8359 |
|
| S3 |
0.8221 |
0.8255 |
0.8351 |
|
| S4 |
0.8134 |
0.8168 |
0.8327 |
|
|
| 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 |
0.8549 |
0.8362 |
0.0187 |
2.2% |
0.0080 |
1.0% |
7% |
False |
True |
143,553 |
| 10 |
0.8561 |
0.8362 |
0.0199 |
2.4% |
0.0077 |
0.9% |
7% |
False |
True |
155,085 |
| 20 |
0.8637 |
0.8362 |
0.0275 |
3.3% |
0.0096 |
1.1% |
5% |
False |
True |
187,796 |
| 40 |
0.8663 |
0.8282 |
0.0381 |
4.5% |
0.0089 |
1.1% |
24% |
False |
False |
175,032 |
| 60 |
0.8676 |
0.8219 |
0.0457 |
5.5% |
0.0090 |
1.1% |
34% |
False |
False |
124,885 |
| 80 |
0.9489 |
0.8219 |
0.1270 |
15.2% |
0.0087 |
1.0% |
12% |
False |
False |
93,793 |
| 100 |
0.9513 |
0.8219 |
0.1294 |
15.5% |
0.0083 |
1.0% |
12% |
False |
False |
75,076 |
| 120 |
0.9692 |
0.8219 |
0.1473 |
17.6% |
0.0073 |
0.9% |
11% |
False |
False |
62,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8819 |
|
2.618 |
0.8677 |
|
1.618 |
0.8590 |
|
1.000 |
0.8536 |
|
0.618 |
0.8503 |
|
HIGH |
0.8449 |
|
0.618 |
0.8416 |
|
0.500 |
0.8406 |
|
0.382 |
0.8395 |
|
LOW |
0.8362 |
|
0.618 |
0.8308 |
|
1.000 |
0.8275 |
|
1.618 |
0.8221 |
|
2.618 |
0.8134 |
|
4.250 |
0.7992 |
|
|
| Fisher Pivots for day following 10-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8406 |
0.8450 |
| PP |
0.8395 |
0.8425 |
| S1 |
0.8385 |
0.8400 |
|