CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8419 |
0.8412 |
-0.0007 |
-0.1% |
0.8440 |
| High |
0.8441 |
0.8435 |
-0.0006 |
-0.1% |
0.8469 |
| Low |
0.8409 |
0.8379 |
-0.0030 |
-0.4% |
0.8388 |
| Close |
0.8425 |
0.8385 |
-0.0040 |
-0.5% |
0.8411 |
| Range |
0.0032 |
0.0056 |
0.0024 |
75.0% |
0.0081 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
993 |
3,078 |
2,085 |
210.0% |
1,610 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8568 |
0.8532 |
0.8416 |
|
| R3 |
0.8512 |
0.8476 |
0.8400 |
|
| R2 |
0.8456 |
0.8456 |
0.8395 |
|
| R1 |
0.8420 |
0.8420 |
0.8390 |
0.8410 |
| PP |
0.8400 |
0.8400 |
0.8400 |
0.8395 |
| S1 |
0.8364 |
0.8364 |
0.8380 |
0.8354 |
| S2 |
0.8344 |
0.8344 |
0.8375 |
|
| S3 |
0.8288 |
0.8308 |
0.8370 |
|
| S4 |
0.8232 |
0.8252 |
0.8354 |
|
|
| 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% |
0.0051 |
0.6% |
25% |
False |
False |
1,009 |
| 10 |
0.8469 |
0.8322 |
0.0147 |
1.8% |
0.0062 |
0.7% |
43% |
False |
False |
880 |
| 20 |
0.8562 |
0.8315 |
0.0247 |
2.9% |
0.0066 |
0.8% |
28% |
False |
False |
613 |
| 40 |
0.8646 |
0.8295 |
0.0351 |
4.2% |
0.0076 |
0.9% |
26% |
False |
False |
510 |
| 60 |
0.8670 |
0.8229 |
0.0441 |
5.3% |
0.0077 |
0.9% |
35% |
False |
False |
400 |
| 80 |
0.9026 |
0.8229 |
0.0797 |
9.5% |
0.0070 |
0.8% |
20% |
False |
False |
303 |
| 100 |
0.9489 |
0.8229 |
0.1260 |
15.0% |
0.0060 |
0.7% |
12% |
False |
False |
243 |
| 120 |
0.9546 |
0.8229 |
0.1317 |
15.7% |
0.0052 |
0.6% |
12% |
False |
False |
203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8673 |
|
2.618 |
0.8582 |
|
1.618 |
0.8526 |
|
1.000 |
0.8491 |
|
0.618 |
0.8470 |
|
HIGH |
0.8435 |
|
0.618 |
0.8414 |
|
0.500 |
0.8407 |
|
0.382 |
0.8400 |
|
LOW |
0.8379 |
|
0.618 |
0.8344 |
|
1.000 |
0.8323 |
|
1.618 |
0.8288 |
|
2.618 |
0.8232 |
|
4.250 |
0.8141 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8407 |
0.8400 |
| PP |
0.8400 |
0.8395 |
| S1 |
0.8392 |
0.8390 |
|