CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 18-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8440 |
0.8399 |
-0.0041 |
-0.5% |
0.8409 |
| High |
0.8469 |
0.8445 |
-0.0024 |
-0.3% |
0.8462 |
| Low |
0.8388 |
0.8390 |
0.0002 |
0.0% |
0.8315 |
| Close |
0.8395 |
0.8432 |
0.0037 |
0.4% |
0.8430 |
| Range |
0.0081 |
0.0055 |
-0.0026 |
-32.1% |
0.0147 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
480 |
722 |
242 |
50.4% |
3,225 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8587 |
0.8565 |
0.8462 |
|
| R3 |
0.8532 |
0.8510 |
0.8447 |
|
| R2 |
0.8477 |
0.8477 |
0.8442 |
|
| R1 |
0.8455 |
0.8455 |
0.8437 |
0.8466 |
| PP |
0.8422 |
0.8422 |
0.8422 |
0.8428 |
| S1 |
0.8400 |
0.8400 |
0.8427 |
0.8411 |
| S2 |
0.8367 |
0.8367 |
0.8422 |
|
| S3 |
0.8312 |
0.8345 |
0.8417 |
|
| S4 |
0.8257 |
0.8290 |
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 |
0.8469 |
0.8315 |
0.0154 |
1.8% |
0.0076 |
0.9% |
76% |
False |
False |
767 |
| 10 |
0.8552 |
0.8315 |
0.0237 |
2.8% |
0.0076 |
0.9% |
49% |
False |
False |
546 |
| 20 |
0.8562 |
0.8315 |
0.0247 |
2.9% |
0.0075 |
0.9% |
47% |
False |
False |
479 |
| 40 |
0.8646 |
0.8295 |
0.0351 |
4.2% |
0.0074 |
0.9% |
39% |
False |
False |
403 |
| 60 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0076 |
0.9% |
46% |
False |
False |
315 |
| 80 |
0.9335 |
0.8229 |
0.1106 |
13.1% |
0.0068 |
0.8% |
18% |
False |
False |
238 |
| 100 |
0.9489 |
0.8229 |
0.1260 |
14.9% |
0.0058 |
0.7% |
16% |
False |
False |
191 |
| 120 |
0.9674 |
0.8229 |
0.1445 |
17.1% |
0.0050 |
0.6% |
14% |
False |
False |
159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8679 |
|
2.618 |
0.8589 |
|
1.618 |
0.8534 |
|
1.000 |
0.8500 |
|
0.618 |
0.8479 |
|
HIGH |
0.8445 |
|
0.618 |
0.8424 |
|
0.500 |
0.8418 |
|
0.382 |
0.8411 |
|
LOW |
0.8390 |
|
0.618 |
0.8356 |
|
1.000 |
0.8335 |
|
1.618 |
0.8301 |
|
2.618 |
0.8246 |
|
4.250 |
0.8156 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8427 |
0.8431 |
| PP |
0.8422 |
0.8430 |
| S1 |
0.8418 |
0.8429 |
|