CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 13-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8349 |
0.8431 |
0.0082 |
1.0% |
0.8472 |
| High |
0.8440 |
0.8466 |
0.0026 |
0.3% |
0.8472 |
| Low |
0.8336 |
0.8431 |
0.0095 |
1.1% |
0.8336 |
| Close |
0.8437 |
0.8443 |
0.0006 |
0.1% |
0.8443 |
| Range |
0.0104 |
0.0035 |
-0.0069 |
-66.3% |
0.0136 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
1 |
8 |
7 |
700.0% |
522 |
|
| Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8552 |
0.8532 |
0.8462 |
|
| R3 |
0.8517 |
0.8497 |
0.8453 |
|
| R2 |
0.8482 |
0.8482 |
0.8449 |
|
| R1 |
0.8462 |
0.8462 |
0.8446 |
0.8472 |
| PP |
0.8447 |
0.8447 |
0.8447 |
0.8452 |
| S1 |
0.8427 |
0.8427 |
0.8440 |
0.8437 |
| S2 |
0.8412 |
0.8412 |
0.8437 |
|
| S3 |
0.8377 |
0.8392 |
0.8433 |
|
| S4 |
0.8342 |
0.8357 |
0.8424 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8825 |
0.8770 |
0.8518 |
|
| R3 |
0.8689 |
0.8634 |
0.8480 |
|
| R2 |
0.8553 |
0.8553 |
0.8468 |
|
| R1 |
0.8498 |
0.8498 |
0.8455 |
0.8458 |
| PP |
0.8417 |
0.8417 |
0.8417 |
0.8397 |
| S1 |
0.8362 |
0.8362 |
0.8431 |
0.8322 |
| S2 |
0.8281 |
0.8281 |
0.8418 |
|
| S3 |
0.8145 |
0.8226 |
0.8406 |
|
| S4 |
0.8009 |
0.8090 |
0.8368 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8472 |
0.8336 |
0.0136 |
1.6% |
0.0046 |
0.5% |
79% |
False |
False |
104 |
| 10 |
0.8559 |
0.8336 |
0.0223 |
2.6% |
0.0034 |
0.4% |
48% |
False |
False |
55 |
| 20 |
0.8640 |
0.8336 |
0.0304 |
3.6% |
0.0034 |
0.4% |
35% |
False |
False |
29 |
| 40 |
0.8640 |
0.8311 |
0.0329 |
3.9% |
0.0034 |
0.4% |
40% |
False |
False |
16 |
| 60 |
0.8640 |
0.8258 |
0.0382 |
4.5% |
0.0029 |
0.3% |
48% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8615 |
|
2.618 |
0.8558 |
|
1.618 |
0.8523 |
|
1.000 |
0.8501 |
|
0.618 |
0.8488 |
|
HIGH |
0.8466 |
|
0.618 |
0.8453 |
|
0.500 |
0.8449 |
|
0.382 |
0.8444 |
|
LOW |
0.8431 |
|
0.618 |
0.8409 |
|
1.000 |
0.8396 |
|
1.618 |
0.8374 |
|
2.618 |
0.8339 |
|
4.250 |
0.8282 |
|
|
| Fisher Pivots for day following 13-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8449 |
0.8429 |
| PP |
0.8447 |
0.8415 |
| S1 |
0.8445 |
0.8401 |
|