CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 03-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8557 |
0.8548 |
-0.0009 |
-0.1% |
0.8488 |
| High |
0.8557 |
0.8550 |
-0.0007 |
-0.1% |
0.8550 |
| Low |
0.8557 |
0.8530 |
-0.0027 |
-0.3% |
0.8470 |
| Close |
0.8557 |
0.8530 |
-0.0027 |
-0.3% |
0.8537 |
| Range |
0.0000 |
0.0020 |
0.0020 |
|
0.0080 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
8 |
2 |
-6 |
-75.0% |
16 |
|
| Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8597 |
0.8583 |
0.8541 |
|
| R3 |
0.8577 |
0.8563 |
0.8536 |
|
| R2 |
0.8557 |
0.8557 |
0.8534 |
|
| R1 |
0.8543 |
0.8543 |
0.8532 |
0.8540 |
| PP |
0.8537 |
0.8537 |
0.8537 |
0.8535 |
| S1 |
0.8523 |
0.8523 |
0.8528 |
0.8520 |
| S2 |
0.8517 |
0.8517 |
0.8526 |
|
| S3 |
0.8497 |
0.8503 |
0.8525 |
|
| S4 |
0.8477 |
0.8483 |
0.8519 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8759 |
0.8728 |
0.8581 |
|
| R3 |
0.8679 |
0.8648 |
0.8559 |
|
| R2 |
0.8599 |
0.8599 |
0.8552 |
|
| R1 |
0.8568 |
0.8568 |
0.8544 |
0.8584 |
| PP |
0.8519 |
0.8519 |
0.8519 |
0.8527 |
| S1 |
0.8488 |
0.8488 |
0.8530 |
0.8504 |
| S2 |
0.8439 |
0.8439 |
0.8522 |
|
| S3 |
0.8359 |
0.8408 |
0.8515 |
|
| S4 |
0.8279 |
0.8328 |
0.8493 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8557 |
0.8474 |
0.0083 |
1.0% |
0.0012 |
0.1% |
67% |
False |
False |
2 |
| 10 |
0.8557 |
0.8458 |
0.0099 |
1.2% |
0.0021 |
0.2% |
73% |
False |
False |
3 |
| 20 |
0.8640 |
0.8381 |
0.0259 |
3.0% |
0.0039 |
0.5% |
58% |
False |
False |
4 |
| 40 |
0.8640 |
0.8258 |
0.0382 |
4.5% |
0.0032 |
0.4% |
71% |
False |
False |
3 |
| 60 |
0.8803 |
0.8258 |
0.0545 |
6.4% |
0.0028 |
0.3% |
50% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8635 |
|
2.618 |
0.8602 |
|
1.618 |
0.8582 |
|
1.000 |
0.8570 |
|
0.618 |
0.8562 |
|
HIGH |
0.8550 |
|
0.618 |
0.8542 |
|
0.500 |
0.8540 |
|
0.382 |
0.8538 |
|
LOW |
0.8530 |
|
0.618 |
0.8518 |
|
1.000 |
0.8510 |
|
1.618 |
0.8498 |
|
2.618 |
0.8478 |
|
4.250 |
0.8445 |
|
|
| Fisher Pivots for day following 03-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8540 |
0.8541 |
| PP |
0.8537 |
0.8537 |
| S1 |
0.8533 |
0.8534 |
|