CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8438 |
0.8400 |
-0.0038 |
-0.5% |
0.8457 |
| High |
0.8438 |
0.8400 |
-0.0038 |
-0.5% |
0.8470 |
| Low |
0.8438 |
0.8397 |
-0.0041 |
-0.5% |
0.8407 |
| Close |
0.8438 |
0.8398 |
-0.0040 |
-0.5% |
0.8424 |
| Range |
0.0000 |
0.0003 |
0.0003 |
|
0.0063 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
26 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8407 |
0.8406 |
0.8400 |
|
| R3 |
0.8404 |
0.8403 |
0.8399 |
|
| R2 |
0.8401 |
0.8401 |
0.8399 |
|
| R1 |
0.8400 |
0.8400 |
0.8398 |
0.8399 |
| PP |
0.8398 |
0.8398 |
0.8398 |
0.8398 |
| S1 |
0.8397 |
0.8397 |
0.8398 |
0.8396 |
| S2 |
0.8395 |
0.8395 |
0.8397 |
|
| S3 |
0.8392 |
0.8394 |
0.8397 |
|
| S4 |
0.8389 |
0.8391 |
0.8396 |
|
|
| 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 |
0.8397 |
0.0041 |
0.5% |
0.0014 |
0.2% |
2% |
False |
True |
2 |
| 10 |
0.8470 |
0.8336 |
0.0134 |
1.6% |
0.0030 |
0.4% |
46% |
False |
False |
4 |
| 20 |
0.8559 |
0.8336 |
0.0223 |
2.7% |
0.0026 |
0.3% |
28% |
False |
False |
29 |
| 40 |
0.8640 |
0.8332 |
0.0308 |
3.7% |
0.0032 |
0.4% |
21% |
False |
False |
16 |
| 60 |
0.8640 |
0.8258 |
0.0382 |
4.5% |
0.0030 |
0.4% |
37% |
False |
False |
11 |
| 80 |
0.8942 |
0.8258 |
0.0684 |
8.1% |
0.0028 |
0.3% |
20% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8413 |
|
2.618 |
0.8408 |
|
1.618 |
0.8405 |
|
1.000 |
0.8403 |
|
0.618 |
0.8402 |
|
HIGH |
0.8400 |
|
0.618 |
0.8399 |
|
0.500 |
0.8399 |
|
0.382 |
0.8398 |
|
LOW |
0.8397 |
|
0.618 |
0.8395 |
|
1.000 |
0.8394 |
|
1.618 |
0.8392 |
|
2.618 |
0.8389 |
|
4.250 |
0.8384 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8399 |
0.8418 |
| PP |
0.8398 |
0.8411 |
| S1 |
0.8398 |
0.8405 |
|