CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 24-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8409 |
0.8419 |
0.0010 |
0.1% |
0.8440 |
| High |
0.8428 |
0.8428 |
0.0000 |
0.0% |
0.8469 |
| Low |
0.8393 |
0.8358 |
-0.0035 |
-0.4% |
0.8388 |
| Close |
0.8423 |
0.8423 |
0.0000 |
0.0% |
0.8411 |
| Range |
0.0035 |
0.0070 |
0.0035 |
100.0% |
0.0081 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
539 |
258 |
-281 |
-52.1% |
1,610 |
|
| Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8613 |
0.8588 |
0.8462 |
|
| R3 |
0.8543 |
0.8518 |
0.8442 |
|
| R2 |
0.8473 |
0.8473 |
0.8436 |
|
| R1 |
0.8448 |
0.8448 |
0.8429 |
0.8461 |
| PP |
0.8403 |
0.8403 |
0.8403 |
0.8409 |
| S1 |
0.8378 |
0.8378 |
0.8417 |
0.8391 |
| S2 |
0.8333 |
0.8333 |
0.8410 |
|
| S3 |
0.8263 |
0.8308 |
0.8404 |
|
| S4 |
0.8193 |
0.8238 |
0.8385 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8666 |
0.8619 |
0.8456 |
|
| R3 |
0.8585 |
0.8538 |
0.8433 |
|
| R2 |
0.8504 |
0.8504 |
0.8426 |
|
| R1 |
0.8457 |
0.8457 |
0.8418 |
0.8440 |
| PP |
0.8423 |
0.8423 |
0.8423 |
0.8414 |
| S1 |
0.8376 |
0.8376 |
0.8404 |
0.8359 |
| S2 |
0.8342 |
0.8342 |
0.8396 |
|
| S3 |
0.8261 |
0.8295 |
0.8389 |
|
| S4 |
0.8180 |
0.8214 |
0.8366 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8464 |
0.8358 |
0.0106 |
1.3% |
0.0055 |
0.6% |
61% |
False |
True |
385 |
| 10 |
0.8469 |
0.8315 |
0.0154 |
1.8% |
0.0068 |
0.8% |
70% |
False |
False |
531 |
| 20 |
0.8562 |
0.8315 |
0.0247 |
2.9% |
0.0069 |
0.8% |
44% |
False |
False |
429 |
| 40 |
0.8646 |
0.8295 |
0.0351 |
4.2% |
0.0075 |
0.9% |
36% |
False |
False |
410 |
| 60 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0077 |
0.9% |
44% |
False |
False |
333 |
| 80 |
0.9246 |
0.8229 |
0.1017 |
12.1% |
0.0069 |
0.8% |
19% |
False |
False |
253 |
| 100 |
0.9489 |
0.8229 |
0.1260 |
15.0% |
0.0059 |
0.7% |
15% |
False |
False |
203 |
| 120 |
0.9566 |
0.8229 |
0.1337 |
15.9% |
0.0051 |
0.6% |
15% |
False |
False |
169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8726 |
|
2.618 |
0.8611 |
|
1.618 |
0.8541 |
|
1.000 |
0.8498 |
|
0.618 |
0.8471 |
|
HIGH |
0.8428 |
|
0.618 |
0.8401 |
|
0.500 |
0.8393 |
|
0.382 |
0.8385 |
|
LOW |
0.8358 |
|
0.618 |
0.8315 |
|
1.000 |
0.8288 |
|
1.618 |
0.8245 |
|
2.618 |
0.8175 |
|
4.250 |
0.8061 |
|
|
| Fisher Pivots for day following 24-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8413 |
0.8419 |
| PP |
0.8403 |
0.8415 |
| S1 |
0.8393 |
0.8411 |
|