CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 04-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8501 |
0.8512 |
0.0011 |
0.1% |
0.8502 |
| High |
0.8561 |
0.8546 |
-0.0015 |
-0.2% |
0.8535 |
| Low |
0.8496 |
0.8478 |
-0.0018 |
-0.2% |
0.8431 |
| Close |
0.8507 |
0.8525 |
0.0018 |
0.2% |
0.8514 |
| Range |
0.0065 |
0.0068 |
0.0003 |
4.6% |
0.0104 |
| ATR |
0.0091 |
0.0090 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
177,997 |
136,177 |
-41,820 |
-23.5% |
795,586 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8720 |
0.8691 |
0.8562 |
|
| R3 |
0.8652 |
0.8623 |
0.8544 |
|
| R2 |
0.8584 |
0.8584 |
0.8537 |
|
| R1 |
0.8555 |
0.8555 |
0.8531 |
0.8570 |
| PP |
0.8516 |
0.8516 |
0.8516 |
0.8524 |
| S1 |
0.8487 |
0.8487 |
0.8519 |
0.8502 |
| S2 |
0.8448 |
0.8448 |
0.8513 |
|
| S3 |
0.8380 |
0.8419 |
0.8506 |
|
| S4 |
0.8312 |
0.8351 |
0.8488 |
|
|
| 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% |
0.0073 |
0.9% |
70% |
False |
False |
162,709 |
| 10 |
0.8561 |
0.8420 |
0.0141 |
1.7% |
0.0082 |
1.0% |
74% |
False |
False |
159,533 |
| 20 |
0.8637 |
0.8340 |
0.0297 |
3.5% |
0.0095 |
1.1% |
62% |
False |
False |
198,094 |
| 40 |
0.8663 |
0.8219 |
0.0444 |
5.2% |
0.0097 |
1.1% |
69% |
False |
False |
170,772 |
| 60 |
0.8788 |
0.8219 |
0.0569 |
6.7% |
0.0090 |
1.1% |
54% |
False |
False |
115,258 |
| 80 |
0.9513 |
0.8219 |
0.1294 |
15.2% |
0.0087 |
1.0% |
24% |
False |
False |
86,532 |
| 100 |
0.9513 |
0.8219 |
0.1294 |
15.2% |
0.0081 |
1.0% |
24% |
False |
False |
69,262 |
| 120 |
0.9790 |
0.8219 |
0.1571 |
18.4% |
0.0070 |
0.8% |
19% |
False |
False |
57,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8835 |
|
2.618 |
0.8724 |
|
1.618 |
0.8656 |
|
1.000 |
0.8614 |
|
0.618 |
0.8588 |
|
HIGH |
0.8546 |
|
0.618 |
0.8520 |
|
0.500 |
0.8512 |
|
0.382 |
0.8504 |
|
LOW |
0.8478 |
|
0.618 |
0.8436 |
|
1.000 |
0.8410 |
|
1.618 |
0.8368 |
|
2.618 |
0.8300 |
|
4.250 |
0.8189 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8521 |
0.8523 |
| PP |
0.8516 |
0.8521 |
| S1 |
0.8512 |
0.8520 |
|