CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 13-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8328 |
0.8408 |
0.0080 |
1.0% |
0.8409 |
| High |
0.8446 |
0.8453 |
0.0007 |
0.1% |
0.8462 |
| Low |
0.8322 |
0.8402 |
0.0080 |
1.0% |
0.8315 |
| Close |
0.8424 |
0.8430 |
0.0006 |
0.1% |
0.8430 |
| Range |
0.0124 |
0.0051 |
-0.0073 |
-58.9% |
0.0147 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
1,272 |
1,056 |
-216 |
-17.0% |
3,225 |
|
| Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8581 |
0.8557 |
0.8458 |
|
| R3 |
0.8530 |
0.8506 |
0.8444 |
|
| R2 |
0.8479 |
0.8479 |
0.8439 |
|
| R1 |
0.8455 |
0.8455 |
0.8435 |
0.8467 |
| PP |
0.8428 |
0.8428 |
0.8428 |
0.8435 |
| S1 |
0.8404 |
0.8404 |
0.8425 |
0.8416 |
| S2 |
0.8377 |
0.8377 |
0.8421 |
|
| S3 |
0.8326 |
0.8353 |
0.8416 |
|
| S4 |
0.8275 |
0.8302 |
0.8402 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8843 |
0.8784 |
0.8511 |
|
| R3 |
0.8696 |
0.8637 |
0.8470 |
|
| R2 |
0.8549 |
0.8549 |
0.8457 |
|
| R1 |
0.8490 |
0.8490 |
0.8443 |
0.8520 |
| PP |
0.8402 |
0.8402 |
0.8402 |
0.8417 |
| S1 |
0.8343 |
0.8343 |
0.8417 |
0.8373 |
| S2 |
0.8255 |
0.8255 |
0.8403 |
|
| S3 |
0.8108 |
0.8196 |
0.8390 |
|
| S4 |
0.7961 |
0.8049 |
0.8349 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8462 |
0.8315 |
0.0147 |
1.7% |
0.0077 |
0.9% |
78% |
False |
False |
645 |
| 10 |
0.8562 |
0.8315 |
0.0247 |
2.9% |
0.0073 |
0.9% |
47% |
False |
False |
494 |
| 20 |
0.8646 |
0.8315 |
0.0331 |
3.9% |
0.0082 |
1.0% |
35% |
False |
False |
503 |
| 40 |
0.8646 |
0.8295 |
0.0351 |
4.2% |
0.0076 |
0.9% |
38% |
False |
False |
415 |
| 60 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0075 |
0.9% |
46% |
False |
False |
295 |
| 80 |
0.9401 |
0.8229 |
0.1172 |
13.9% |
0.0066 |
0.8% |
17% |
False |
False |
223 |
| 100 |
0.9489 |
0.8229 |
0.1260 |
14.9% |
0.0057 |
0.7% |
16% |
False |
False |
179 |
| 120 |
0.9674 |
0.8229 |
0.1445 |
17.1% |
0.0049 |
0.6% |
14% |
False |
False |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8670 |
|
2.618 |
0.8587 |
|
1.618 |
0.8536 |
|
1.000 |
0.8504 |
|
0.618 |
0.8485 |
|
HIGH |
0.8453 |
|
0.618 |
0.8434 |
|
0.500 |
0.8428 |
|
0.382 |
0.8421 |
|
LOW |
0.8402 |
|
0.618 |
0.8370 |
|
1.000 |
0.8351 |
|
1.618 |
0.8319 |
|
2.618 |
0.8268 |
|
4.250 |
0.8185 |
|
|
| Fisher Pivots for day following 13-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8429 |
0.8415 |
| PP |
0.8428 |
0.8399 |
| S1 |
0.8428 |
0.8384 |
|