CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 18-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8457 |
0.8414 |
-0.0043 |
-0.5% |
0.8472 |
| High |
0.8470 |
0.8445 |
-0.0025 |
-0.3% |
0.8472 |
| Low |
0.8407 |
0.8413 |
0.0006 |
0.1% |
0.8336 |
| Close |
0.8407 |
0.8445 |
0.0038 |
0.5% |
0.8443 |
| Range |
0.0063 |
0.0032 |
-0.0031 |
-49.2% |
0.0136 |
| ATR |
0.0060 |
0.0059 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
5 |
17 |
12 |
240.0% |
522 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8530 |
0.8520 |
0.8463 |
|
| R3 |
0.8498 |
0.8488 |
0.8454 |
|
| R2 |
0.8466 |
0.8466 |
0.8451 |
|
| R1 |
0.8456 |
0.8456 |
0.8448 |
0.8461 |
| PP |
0.8434 |
0.8434 |
0.8434 |
0.8437 |
| S1 |
0.8424 |
0.8424 |
0.8442 |
0.8429 |
| S2 |
0.8402 |
0.8402 |
0.8439 |
|
| S3 |
0.8370 |
0.8392 |
0.8436 |
|
| S4 |
0.8338 |
0.8360 |
0.8427 |
|
|
| 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 |
0.8470 |
0.8336 |
0.0134 |
1.6% |
0.0058 |
0.7% |
81% |
False |
False |
6 |
| 10 |
0.8559 |
0.8336 |
0.0223 |
2.6% |
0.0042 |
0.5% |
49% |
False |
False |
56 |
| 20 |
0.8559 |
0.8336 |
0.0223 |
2.6% |
0.0031 |
0.4% |
49% |
False |
False |
30 |
| 40 |
0.8640 |
0.8311 |
0.0329 |
3.9% |
0.0033 |
0.4% |
41% |
False |
False |
17 |
| 60 |
0.8640 |
0.8258 |
0.0382 |
4.5% |
0.0030 |
0.4% |
49% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8581 |
|
2.618 |
0.8529 |
|
1.618 |
0.8497 |
|
1.000 |
0.8477 |
|
0.618 |
0.8465 |
|
HIGH |
0.8445 |
|
0.618 |
0.8433 |
|
0.500 |
0.8429 |
|
0.382 |
0.8425 |
|
LOW |
0.8413 |
|
0.618 |
0.8393 |
|
1.000 |
0.8381 |
|
1.618 |
0.8361 |
|
2.618 |
0.8329 |
|
4.250 |
0.8277 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8440 |
0.8443 |
| PP |
0.8434 |
0.8441 |
| S1 |
0.8429 |
0.8439 |
|