CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 11-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8435 |
0.8375 |
-0.0060 |
-0.7% |
0.8539 |
| High |
0.8449 |
0.8386 |
-0.0063 |
-0.7% |
0.8561 |
| Low |
0.8362 |
0.8302 |
-0.0060 |
-0.7% |
0.8390 |
| Close |
0.8375 |
0.8317 |
-0.0058 |
-0.7% |
0.8396 |
| Range |
0.0087 |
0.0084 |
-0.0003 |
-3.4% |
0.0171 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
142,941 |
134,741 |
-8,200 |
-5.7% |
775,331 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8587 |
0.8536 |
0.8363 |
|
| R3 |
0.8503 |
0.8452 |
0.8340 |
|
| R2 |
0.8419 |
0.8419 |
0.8332 |
|
| R1 |
0.8368 |
0.8368 |
0.8325 |
0.8352 |
| PP |
0.8335 |
0.8335 |
0.8335 |
0.8327 |
| S1 |
0.8284 |
0.8284 |
0.8309 |
0.8268 |
| S2 |
0.8251 |
0.8251 |
0.8302 |
|
| S3 |
0.8167 |
0.8200 |
0.8294 |
|
| S4 |
0.8083 |
0.8116 |
0.8271 |
|
|
| 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 |
0.8302 |
0.0247 |
3.0% |
0.0083 |
1.0% |
6% |
False |
True |
143,266 |
| 10 |
0.8561 |
0.8302 |
0.0259 |
3.1% |
0.0078 |
0.9% |
6% |
False |
True |
152,987 |
| 20 |
0.8637 |
0.8302 |
0.0335 |
4.0% |
0.0095 |
1.1% |
4% |
False |
True |
181,701 |
| 40 |
0.8663 |
0.8282 |
0.0381 |
4.6% |
0.0089 |
1.1% |
9% |
False |
False |
172,365 |
| 60 |
0.8670 |
0.8219 |
0.0451 |
5.4% |
0.0091 |
1.1% |
22% |
False |
False |
127,118 |
| 80 |
0.9428 |
0.8219 |
0.1209 |
14.5% |
0.0087 |
1.0% |
8% |
False |
False |
95,474 |
| 100 |
0.9513 |
0.8219 |
0.1294 |
15.6% |
0.0083 |
1.0% |
8% |
False |
False |
76,418 |
| 120 |
0.9663 |
0.8219 |
0.1444 |
17.4% |
0.0073 |
0.9% |
7% |
False |
False |
63,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8743 |
|
2.618 |
0.8606 |
|
1.618 |
0.8522 |
|
1.000 |
0.8470 |
|
0.618 |
0.8438 |
|
HIGH |
0.8386 |
|
0.618 |
0.8354 |
|
0.500 |
0.8344 |
|
0.382 |
0.8334 |
|
LOW |
0.8302 |
|
0.618 |
0.8250 |
|
1.000 |
0.8218 |
|
1.618 |
0.8166 |
|
2.618 |
0.8082 |
|
4.250 |
0.7945 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8344 |
0.8378 |
| PP |
0.8335 |
0.8358 |
| S1 |
0.8326 |
0.8337 |
|