CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 12-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8375 |
0.8313 |
-0.0062 |
-0.7% |
0.8539 |
| High |
0.8386 |
0.8441 |
0.0055 |
0.7% |
0.8561 |
| Low |
0.8302 |
0.8310 |
0.0008 |
0.1% |
0.8390 |
| Close |
0.8317 |
0.8414 |
0.0097 |
1.2% |
0.8396 |
| Range |
0.0084 |
0.0131 |
0.0047 |
56.0% |
0.0171 |
| ATR |
0.0088 |
0.0091 |
0.0003 |
3.5% |
0.0000 |
| Volume |
134,741 |
252,845 |
118,104 |
87.7% |
775,331 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8781 |
0.8729 |
0.8486 |
|
| R3 |
0.8650 |
0.8598 |
0.8450 |
|
| R2 |
0.8519 |
0.8519 |
0.8438 |
|
| R1 |
0.8467 |
0.8467 |
0.8426 |
0.8493 |
| PP |
0.8388 |
0.8388 |
0.8388 |
0.8402 |
| S1 |
0.8336 |
0.8336 |
0.8402 |
0.8362 |
| S2 |
0.8257 |
0.8257 |
0.8390 |
|
| S3 |
0.8126 |
0.8205 |
0.8378 |
|
| S4 |
0.7995 |
0.8074 |
0.8342 |
|
|
| 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 |
0.8538 |
0.8302 |
0.0236 |
2.8% |
0.0101 |
1.2% |
47% |
False |
False |
172,271 |
| 10 |
0.8561 |
0.8302 |
0.0259 |
3.1% |
0.0083 |
1.0% |
43% |
False |
False |
160,844 |
| 20 |
0.8637 |
0.8302 |
0.0335 |
4.0% |
0.0095 |
1.1% |
33% |
False |
False |
178,230 |
| 40 |
0.8663 |
0.8282 |
0.0381 |
4.5% |
0.0090 |
1.1% |
35% |
False |
False |
171,783 |
| 60 |
0.8670 |
0.8219 |
0.0451 |
5.4% |
0.0092 |
1.1% |
43% |
False |
False |
131,323 |
| 80 |
0.9418 |
0.8219 |
0.1199 |
14.3% |
0.0088 |
1.0% |
16% |
False |
False |
98,627 |
| 100 |
0.9513 |
0.8219 |
0.1294 |
15.4% |
0.0084 |
1.0% |
15% |
False |
False |
78,941 |
| 120 |
0.9663 |
0.8219 |
0.1444 |
17.2% |
0.0074 |
0.9% |
14% |
False |
False |
65,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8998 |
|
2.618 |
0.8784 |
|
1.618 |
0.8653 |
|
1.000 |
0.8572 |
|
0.618 |
0.8522 |
|
HIGH |
0.8441 |
|
0.618 |
0.8391 |
|
0.500 |
0.8376 |
|
0.382 |
0.8360 |
|
LOW |
0.8310 |
|
0.618 |
0.8229 |
|
1.000 |
0.8179 |
|
1.618 |
0.8098 |
|
2.618 |
0.7967 |
|
4.250 |
0.7753 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8401 |
0.8401 |
| PP |
0.8388 |
0.8388 |
| S1 |
0.8376 |
0.8376 |
|