CME Japanese Yen Future June 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 |
0.8378 |
0.8328 |
-0.0050 |
-0.6% |
0.8545 |
| High |
0.8386 |
0.8446 |
0.0060 |
0.7% |
0.8562 |
| Low |
0.8315 |
0.8322 |
0.0007 |
0.1% |
0.8402 |
| Close |
0.8327 |
0.8424 |
0.0097 |
1.2% |
0.8406 |
| Range |
0.0071 |
0.0124 |
0.0053 |
74.6% |
0.0160 |
| ATR |
0.0079 |
0.0082 |
0.0003 |
4.1% |
0.0000 |
| Volume |
309 |
1,272 |
963 |
311.7% |
1,719 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8769 |
0.8721 |
0.8492 |
|
| R3 |
0.8645 |
0.8597 |
0.8458 |
|
| R2 |
0.8521 |
0.8521 |
0.8447 |
|
| R1 |
0.8473 |
0.8473 |
0.8435 |
0.8497 |
| PP |
0.8397 |
0.8397 |
0.8397 |
0.8410 |
| S1 |
0.8349 |
0.8349 |
0.8413 |
0.8373 |
| S2 |
0.8273 |
0.8273 |
0.8401 |
|
| S3 |
0.8149 |
0.8225 |
0.8390 |
|
| S4 |
0.8025 |
0.8101 |
0.8356 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8937 |
0.8831 |
0.8494 |
|
| R3 |
0.8777 |
0.8671 |
0.8450 |
|
| R2 |
0.8617 |
0.8617 |
0.8435 |
|
| R1 |
0.8511 |
0.8511 |
0.8421 |
0.8484 |
| PP |
0.8457 |
0.8457 |
0.8457 |
0.8443 |
| S1 |
0.8351 |
0.8351 |
0.8391 |
0.8324 |
| S2 |
0.8297 |
0.8297 |
0.8377 |
|
| S3 |
0.8137 |
0.8191 |
0.8362 |
|
| S4 |
0.7977 |
0.8031 |
0.8318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8545 |
0.8315 |
0.0230 |
2.7% |
0.0095 |
1.1% |
47% |
False |
False |
493 |
| 10 |
0.8562 |
0.8315 |
0.0247 |
2.9% |
0.0075 |
0.9% |
44% |
False |
False |
442 |
| 20 |
0.8646 |
0.8315 |
0.0331 |
3.9% |
0.0085 |
1.0% |
33% |
False |
False |
467 |
| 40 |
0.8670 |
0.8295 |
0.0375 |
4.5% |
0.0079 |
0.9% |
34% |
False |
False |
391 |
| 60 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0074 |
0.9% |
44% |
False |
False |
278 |
| 80 |
0.9401 |
0.8229 |
0.1172 |
13.9% |
0.0066 |
0.8% |
17% |
False |
False |
210 |
| 100 |
0.9489 |
0.8229 |
0.1260 |
15.0% |
0.0056 |
0.7% |
15% |
False |
False |
168 |
| 120 |
0.9674 |
0.8229 |
0.1445 |
17.2% |
0.0048 |
0.6% |
13% |
False |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8973 |
|
2.618 |
0.8771 |
|
1.618 |
0.8647 |
|
1.000 |
0.8570 |
|
0.618 |
0.8523 |
|
HIGH |
0.8446 |
|
0.618 |
0.8399 |
|
0.500 |
0.8384 |
|
0.382 |
0.8369 |
|
LOW |
0.8322 |
|
0.618 |
0.8245 |
|
1.000 |
0.8198 |
|
1.618 |
0.8121 |
|
2.618 |
0.7997 |
|
4.250 |
0.7795 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8411 |
0.8411 |
| PP |
0.8397 |
0.8399 |
| S1 |
0.8384 |
0.8386 |
|