CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 10-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8472 |
0.8430 |
-0.0042 |
-0.5% |
0.8557 |
| High |
0.8472 |
0.8430 |
-0.0042 |
-0.5% |
0.8559 |
| Low |
0.8472 |
0.8395 |
-0.0077 |
-0.9% |
0.8412 |
| Close |
0.8472 |
0.8399 |
-0.0073 |
-0.9% |
0.8420 |
| Range |
0.0000 |
0.0035 |
0.0035 |
|
0.0147 |
| ATR |
0.0057 |
0.0059 |
0.0001 |
2.4% |
0.0000 |
| Volume |
3 |
508 |
505 |
16,833.3% |
29 |
|
| Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8513 |
0.8491 |
0.8418 |
|
| R3 |
0.8478 |
0.8456 |
0.8409 |
|
| R2 |
0.8443 |
0.8443 |
0.8405 |
|
| R1 |
0.8421 |
0.8421 |
0.8402 |
0.8415 |
| PP |
0.8408 |
0.8408 |
0.8408 |
0.8405 |
| S1 |
0.8386 |
0.8386 |
0.8396 |
0.8380 |
| S2 |
0.8373 |
0.8373 |
0.8393 |
|
| S3 |
0.8338 |
0.8351 |
0.8389 |
|
| S4 |
0.8303 |
0.8316 |
0.8380 |
|
|
| 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 |
0.8395 |
0.0164 |
2.0% |
0.0025 |
0.3% |
2% |
False |
True |
106 |
| 10 |
0.8559 |
0.8395 |
0.0164 |
2.0% |
0.0018 |
0.2% |
2% |
False |
True |
54 |
| 20 |
0.8640 |
0.8395 |
0.0245 |
2.9% |
0.0037 |
0.4% |
2% |
False |
True |
29 |
| 40 |
0.8640 |
0.8311 |
0.0329 |
3.9% |
0.0031 |
0.4% |
27% |
False |
False |
16 |
| 60 |
0.8680 |
0.8258 |
0.0422 |
5.0% |
0.0026 |
0.3% |
33% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8579 |
|
2.618 |
0.8522 |
|
1.618 |
0.8487 |
|
1.000 |
0.8465 |
|
0.618 |
0.8452 |
|
HIGH |
0.8430 |
|
0.618 |
0.8417 |
|
0.500 |
0.8413 |
|
0.382 |
0.8408 |
|
LOW |
0.8395 |
|
0.618 |
0.8373 |
|
1.000 |
0.8360 |
|
1.618 |
0.8338 |
|
2.618 |
0.8303 |
|
4.250 |
0.8246 |
|
|
| Fisher Pivots for day following 10-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8413 |
0.8434 |
| PP |
0.8408 |
0.8422 |
| S1 |
0.8404 |
0.8411 |
|