CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 09-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8512 |
0.8400 |
-0.0112 |
-1.3% |
0.8539 |
| High |
0.8538 |
0.8454 |
-0.0084 |
-1.0% |
0.8561 |
| Low |
0.8390 |
0.8399 |
0.0009 |
0.1% |
0.8390 |
| Close |
0.8396 |
0.8448 |
0.0052 |
0.6% |
0.8396 |
| Range |
0.0148 |
0.0055 |
-0.0093 |
-62.8% |
0.0171 |
| ATR |
0.0091 |
0.0088 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
203,878 |
126,954 |
-76,924 |
-37.7% |
775,331 |
|
| Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8599 |
0.8578 |
0.8478 |
|
| R3 |
0.8544 |
0.8523 |
0.8463 |
|
| R2 |
0.8489 |
0.8489 |
0.8458 |
|
| R1 |
0.8468 |
0.8468 |
0.8453 |
0.8479 |
| PP |
0.8434 |
0.8434 |
0.8434 |
0.8439 |
| S1 |
0.8413 |
0.8413 |
0.8443 |
0.8424 |
| S2 |
0.8379 |
0.8379 |
0.8438 |
|
| S3 |
0.8324 |
0.8358 |
0.8433 |
|
| S4 |
0.8269 |
0.8303 |
0.8418 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8962 |
0.8850 |
0.8490 |
|
| R3 |
0.8791 |
0.8679 |
0.8443 |
|
| R2 |
0.8620 |
0.8620 |
0.8427 |
|
| R1 |
0.8508 |
0.8508 |
0.8412 |
0.8479 |
| PP |
0.8449 |
0.8449 |
0.8449 |
0.8434 |
| S1 |
0.8337 |
0.8337 |
0.8380 |
0.8308 |
| S2 |
0.8278 |
0.8278 |
0.8365 |
|
| S3 |
0.8107 |
0.8166 |
0.8349 |
|
| S4 |
0.7936 |
0.7995 |
0.8302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8561 |
0.8390 |
0.0171 |
2.0% |
0.0076 |
0.9% |
34% |
False |
False |
150,564 |
| 10 |
0.8561 |
0.8390 |
0.0171 |
2.0% |
0.0078 |
0.9% |
34% |
False |
False |
157,896 |
| 20 |
0.8637 |
0.8385 |
0.0252 |
3.0% |
0.0095 |
1.1% |
25% |
False |
False |
190,118 |
| 40 |
0.8663 |
0.8282 |
0.0381 |
4.5% |
0.0091 |
1.1% |
44% |
False |
False |
175,274 |
| 60 |
0.8713 |
0.8219 |
0.0494 |
5.8% |
0.0089 |
1.1% |
46% |
False |
False |
122,529 |
| 80 |
0.9513 |
0.8219 |
0.1294 |
15.3% |
0.0088 |
1.0% |
18% |
False |
False |
92,007 |
| 100 |
0.9513 |
0.8219 |
0.1294 |
15.3% |
0.0083 |
1.0% |
18% |
False |
False |
73,648 |
| 120 |
0.9760 |
0.8219 |
0.1541 |
18.2% |
0.0072 |
0.9% |
15% |
False |
False |
61,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8688 |
|
2.618 |
0.8598 |
|
1.618 |
0.8543 |
|
1.000 |
0.8509 |
|
0.618 |
0.8488 |
|
HIGH |
0.8454 |
|
0.618 |
0.8433 |
|
0.500 |
0.8427 |
|
0.382 |
0.8420 |
|
LOW |
0.8399 |
|
0.618 |
0.8365 |
|
1.000 |
0.8344 |
|
1.618 |
0.8310 |
|
2.618 |
0.8255 |
|
4.250 |
0.8165 |
|
|
| Fisher Pivots for day following 09-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8441 |
0.8470 |
| PP |
0.8434 |
0.8462 |
| S1 |
0.8427 |
0.8455 |
|