CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 04-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8526 |
0.8504 |
-0.0022 |
-0.3% |
0.8520 |
| High |
0.8562 |
0.8552 |
-0.0010 |
-0.1% |
0.8540 |
| Low |
0.8508 |
0.8489 |
-0.0019 |
-0.2% |
0.8446 |
| Close |
0.8517 |
0.8535 |
0.0018 |
0.2% |
0.8524 |
| Range |
0.0054 |
0.0063 |
0.0009 |
16.7% |
0.0094 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
193 |
165 |
-28 |
-14.5% |
1,453 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8714 |
0.8688 |
0.8570 |
|
| R3 |
0.8651 |
0.8625 |
0.8552 |
|
| R2 |
0.8588 |
0.8588 |
0.8547 |
|
| R1 |
0.8562 |
0.8562 |
0.8541 |
0.8575 |
| PP |
0.8525 |
0.8525 |
0.8525 |
0.8532 |
| S1 |
0.8499 |
0.8499 |
0.8529 |
0.8512 |
| S2 |
0.8462 |
0.8462 |
0.8523 |
|
| S3 |
0.8399 |
0.8436 |
0.8518 |
|
| S4 |
0.8336 |
0.8373 |
0.8500 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8785 |
0.8749 |
0.8576 |
|
| R3 |
0.8691 |
0.8655 |
0.8550 |
|
| R2 |
0.8597 |
0.8597 |
0.8541 |
|
| R1 |
0.8561 |
0.8561 |
0.8533 |
0.8579 |
| PP |
0.8503 |
0.8503 |
0.8503 |
0.8513 |
| S1 |
0.8467 |
0.8467 |
0.8515 |
0.8485 |
| S2 |
0.8409 |
0.8409 |
0.8507 |
|
| S3 |
0.8315 |
0.8373 |
0.8498 |
|
| S4 |
0.8221 |
0.8279 |
0.8472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8562 |
0.8452 |
0.0110 |
1.3% |
0.0063 |
0.7% |
75% |
False |
False |
336 |
| 10 |
0.8562 |
0.8437 |
0.0125 |
1.5% |
0.0070 |
0.8% |
78% |
False |
False |
262 |
| 20 |
0.8646 |
0.8359 |
0.0287 |
3.4% |
0.0084 |
1.0% |
61% |
False |
False |
452 |
| 40 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0083 |
1.0% |
69% |
False |
False |
331 |
| 60 |
0.8784 |
0.8229 |
0.0555 |
6.5% |
0.0070 |
0.8% |
55% |
False |
False |
228 |
| 80 |
0.9489 |
0.8229 |
0.1260 |
14.8% |
0.0061 |
0.7% |
24% |
False |
False |
172 |
| 100 |
0.9489 |
0.8229 |
0.1260 |
14.8% |
0.0052 |
0.6% |
24% |
False |
False |
138 |
| 120 |
0.9801 |
0.8229 |
0.1572 |
18.4% |
0.0044 |
0.5% |
19% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8820 |
|
2.618 |
0.8717 |
|
1.618 |
0.8654 |
|
1.000 |
0.8615 |
|
0.618 |
0.8591 |
|
HIGH |
0.8552 |
|
0.618 |
0.8528 |
|
0.500 |
0.8521 |
|
0.382 |
0.8513 |
|
LOW |
0.8489 |
|
0.618 |
0.8450 |
|
1.000 |
0.8426 |
|
1.618 |
0.8387 |
|
2.618 |
0.8324 |
|
4.250 |
0.8221 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8530 |
0.8532 |
| PP |
0.8525 |
0.8529 |
| S1 |
0.8521 |
0.8526 |
|