CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 09-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8450 |
0.8472 |
0.0022 |
0.3% |
0.8557 |
| High |
0.8450 |
0.8472 |
0.0022 |
0.3% |
0.8559 |
| Low |
0.8412 |
0.8472 |
0.0060 |
0.7% |
0.8412 |
| Close |
0.8420 |
0.8472 |
0.0052 |
0.6% |
0.8420 |
| Range |
0.0038 |
0.0000 |
-0.0038 |
-100.0% |
0.0147 |
| ATR |
0.0058 |
0.0057 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
8 |
3 |
-5 |
-62.5% |
29 |
|
| Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8472 |
0.8472 |
0.8472 |
|
| R3 |
0.8472 |
0.8472 |
0.8472 |
|
| R2 |
0.8472 |
0.8472 |
0.8472 |
|
| R1 |
0.8472 |
0.8472 |
0.8472 |
0.8472 |
| PP |
0.8472 |
0.8472 |
0.8472 |
0.8472 |
| S1 |
0.8472 |
0.8472 |
0.8472 |
0.8472 |
| S2 |
0.8472 |
0.8472 |
0.8472 |
|
| S3 |
0.8472 |
0.8472 |
0.8472 |
|
| S4 |
0.8472 |
0.8472 |
0.8472 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8905 |
0.8809 |
0.8501 |
|
| R3 |
0.8758 |
0.8662 |
0.8460 |
|
| R2 |
0.8611 |
0.8611 |
0.8447 |
|
| R1 |
0.8515 |
0.8515 |
0.8433 |
0.8490 |
| PP |
0.8464 |
0.8464 |
0.8464 |
0.8451 |
| S1 |
0.8368 |
0.8368 |
0.8407 |
0.8343 |
| S2 |
0.8317 |
0.8317 |
0.8393 |
|
| S3 |
0.8170 |
0.8221 |
0.8380 |
|
| S4 |
0.8023 |
0.8074 |
0.8339 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8559 |
0.8412 |
0.0147 |
1.7% |
0.0022 |
0.3% |
41% |
False |
False |
4 |
| 10 |
0.8559 |
0.8412 |
0.0147 |
1.7% |
0.0015 |
0.2% |
41% |
False |
False |
4 |
| 20 |
0.8640 |
0.8412 |
0.0228 |
2.7% |
0.0038 |
0.5% |
26% |
False |
False |
4 |
| 40 |
0.8640 |
0.8311 |
0.0329 |
3.9% |
0.0033 |
0.4% |
49% |
False |
False |
3 |
| 60 |
0.8691 |
0.8258 |
0.0433 |
5.1% |
0.0026 |
0.3% |
49% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8472 |
|
2.618 |
0.8472 |
|
1.618 |
0.8472 |
|
1.000 |
0.8472 |
|
0.618 |
0.8472 |
|
HIGH |
0.8472 |
|
0.618 |
0.8472 |
|
0.500 |
0.8472 |
|
0.382 |
0.8472 |
|
LOW |
0.8472 |
|
0.618 |
0.8472 |
|
1.000 |
0.8472 |
|
1.618 |
0.8472 |
|
2.618 |
0.8472 |
|
4.250 |
0.8472 |
|
|
| Fisher Pivots for day following 09-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8472 |
0.8472 |
| PP |
0.8472 |
0.8472 |
| S1 |
0.8472 |
0.8472 |
|