CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 25-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8400 |
0.8438 |
0.0038 |
0.5% |
0.8457 |
| High |
0.8436 |
0.8438 |
0.0002 |
0.0% |
0.8470 |
| Low |
0.8400 |
0.8438 |
0.0038 |
0.5% |
0.8407 |
| Close |
0.8436 |
0.8438 |
0.0002 |
0.0% |
0.8424 |
| Range |
0.0036 |
0.0000 |
-0.0036 |
-100.0% |
0.0063 |
| ATR |
0.0049 |
0.0046 |
-0.0003 |
-6.9% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
26 |
|
| Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8438 |
0.8438 |
0.8438 |
|
| R3 |
0.8438 |
0.8438 |
0.8438 |
|
| R2 |
0.8438 |
0.8438 |
0.8438 |
|
| R1 |
0.8438 |
0.8438 |
0.8438 |
0.8438 |
| PP |
0.8438 |
0.8438 |
0.8438 |
0.8438 |
| S1 |
0.8438 |
0.8438 |
0.8438 |
0.8438 |
| S2 |
0.8438 |
0.8438 |
0.8438 |
|
| S3 |
0.8438 |
0.8438 |
0.8438 |
|
| S4 |
0.8438 |
0.8438 |
0.8438 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8623 |
0.8586 |
0.8459 |
|
| R3 |
0.8560 |
0.8523 |
0.8441 |
|
| R2 |
0.8497 |
0.8497 |
0.8436 |
|
| R1 |
0.8460 |
0.8460 |
0.8430 |
0.8447 |
| PP |
0.8434 |
0.8434 |
0.8434 |
0.8427 |
| S1 |
0.8397 |
0.8397 |
0.8418 |
0.8384 |
| S2 |
0.8371 |
0.8371 |
0.8412 |
|
| S3 |
0.8308 |
0.8334 |
0.8407 |
|
| S4 |
0.8245 |
0.8271 |
0.8389 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8438 |
0.8400 |
0.0038 |
0.5% |
0.0013 |
0.2% |
100% |
True |
False |
2 |
| 10 |
0.8470 |
0.8336 |
0.0134 |
1.6% |
0.0036 |
0.4% |
76% |
False |
False |
4 |
| 20 |
0.8559 |
0.8336 |
0.0223 |
2.6% |
0.0027 |
0.3% |
46% |
False |
False |
29 |
| 40 |
0.8640 |
0.8311 |
0.0329 |
3.9% |
0.0032 |
0.4% |
39% |
False |
False |
16 |
| 60 |
0.8640 |
0.8258 |
0.0382 |
4.5% |
0.0030 |
0.4% |
47% |
False |
False |
11 |
| 80 |
0.9213 |
0.8258 |
0.0955 |
11.3% |
0.0029 |
0.3% |
19% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8438 |
|
2.618 |
0.8438 |
|
1.618 |
0.8438 |
|
1.000 |
0.8438 |
|
0.618 |
0.8438 |
|
HIGH |
0.8438 |
|
0.618 |
0.8438 |
|
0.500 |
0.8438 |
|
0.382 |
0.8438 |
|
LOW |
0.8438 |
|
0.618 |
0.8438 |
|
1.000 |
0.8438 |
|
1.618 |
0.8438 |
|
2.618 |
0.8438 |
|
4.250 |
0.8438 |
|
|
| Fisher Pivots for day following 25-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8438 |
0.8432 |
| PP |
0.8438 |
0.8425 |
| S1 |
0.8438 |
0.8419 |
|