CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 03-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8539 |
0.8501 |
-0.0038 |
-0.4% |
0.8502 |
| High |
0.8549 |
0.8561 |
0.0012 |
0.1% |
0.8535 |
| Low |
0.8486 |
0.8496 |
0.0010 |
0.1% |
0.8431 |
| Close |
0.8534 |
0.8507 |
-0.0027 |
-0.3% |
0.8514 |
| Range |
0.0063 |
0.0065 |
0.0002 |
3.2% |
0.0104 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
149,463 |
177,997 |
28,534 |
19.1% |
795,586 |
|
| Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8716 |
0.8677 |
0.8543 |
|
| R3 |
0.8651 |
0.8612 |
0.8525 |
|
| R2 |
0.8586 |
0.8586 |
0.8519 |
|
| R1 |
0.8547 |
0.8547 |
0.8513 |
0.8567 |
| PP |
0.8521 |
0.8521 |
0.8521 |
0.8531 |
| S1 |
0.8482 |
0.8482 |
0.8501 |
0.8502 |
| S2 |
0.8456 |
0.8456 |
0.8495 |
|
| S3 |
0.8391 |
0.8417 |
0.8489 |
|
| S4 |
0.8326 |
0.8352 |
0.8471 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8805 |
0.8764 |
0.8571 |
|
| R3 |
0.8701 |
0.8660 |
0.8543 |
|
| R2 |
0.8597 |
0.8597 |
0.8533 |
|
| R1 |
0.8556 |
0.8556 |
0.8524 |
0.8577 |
| PP |
0.8493 |
0.8493 |
0.8493 |
0.8504 |
| S1 |
0.8452 |
0.8452 |
0.8504 |
0.8473 |
| S2 |
0.8389 |
0.8389 |
0.8495 |
|
| S3 |
0.8285 |
0.8348 |
0.8485 |
|
| S4 |
0.8181 |
0.8244 |
0.8457 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8561 |
0.8440 |
0.0121 |
1.4% |
0.0074 |
0.9% |
55% |
True |
False |
166,617 |
| 10 |
0.8561 |
0.8420 |
0.0141 |
1.7% |
0.0086 |
1.0% |
62% |
True |
False |
167,317 |
| 20 |
0.8637 |
0.8340 |
0.0297 |
3.5% |
0.0097 |
1.1% |
56% |
False |
False |
204,659 |
| 40 |
0.8663 |
0.8219 |
0.0444 |
5.2% |
0.0098 |
1.2% |
65% |
False |
False |
168,070 |
| 60 |
0.8788 |
0.8219 |
0.0569 |
6.7% |
0.0091 |
1.1% |
51% |
False |
False |
113,002 |
| 80 |
0.9513 |
0.8219 |
0.1294 |
15.2% |
0.0087 |
1.0% |
22% |
False |
False |
84,831 |
| 100 |
0.9513 |
0.8219 |
0.1294 |
15.2% |
0.0080 |
0.9% |
22% |
False |
False |
67,903 |
| 120 |
0.9790 |
0.8219 |
0.1571 |
18.5% |
0.0070 |
0.8% |
18% |
False |
False |
56,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8837 |
|
2.618 |
0.8731 |
|
1.618 |
0.8666 |
|
1.000 |
0.8626 |
|
0.618 |
0.8601 |
|
HIGH |
0.8561 |
|
0.618 |
0.8536 |
|
0.500 |
0.8529 |
|
0.382 |
0.8521 |
|
LOW |
0.8496 |
|
0.618 |
0.8456 |
|
1.000 |
0.8431 |
|
1.618 |
0.8391 |
|
2.618 |
0.8326 |
|
4.250 |
0.8220 |
|
|
| Fisher Pivots for day following 03-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8529 |
0.8506 |
| PP |
0.8521 |
0.8504 |
| S1 |
0.8514 |
0.8503 |
|