CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 17-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8397 |
0.8429 |
0.0032 |
0.4% |
0.8400 |
| High |
0.8447 |
0.8469 |
0.0022 |
0.3% |
0.8454 |
| Low |
0.8391 |
0.8376 |
-0.0015 |
-0.2% |
0.8302 |
| Close |
0.8420 |
0.8385 |
-0.0035 |
-0.4% |
0.8420 |
| Range |
0.0056 |
0.0093 |
0.0037 |
66.1% |
0.0152 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.4% |
0.0000 |
| Volume |
110,037 |
152,592 |
42,555 |
38.7% |
767,518 |
|
| Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8689 |
0.8630 |
0.8436 |
|
| R3 |
0.8596 |
0.8537 |
0.8411 |
|
| R2 |
0.8503 |
0.8503 |
0.8402 |
|
| R1 |
0.8444 |
0.8444 |
0.8394 |
0.8427 |
| PP |
0.8410 |
0.8410 |
0.8410 |
0.8402 |
| S1 |
0.8351 |
0.8351 |
0.8376 |
0.8334 |
| S2 |
0.8317 |
0.8317 |
0.8368 |
|
| S3 |
0.8224 |
0.8258 |
0.8359 |
|
| S4 |
0.8131 |
0.8165 |
0.8334 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8848 |
0.8786 |
0.8504 |
|
| R3 |
0.8696 |
0.8634 |
0.8462 |
|
| R2 |
0.8544 |
0.8544 |
0.8448 |
|
| R1 |
0.8482 |
0.8482 |
0.8434 |
0.8513 |
| PP |
0.8392 |
0.8392 |
0.8392 |
0.8408 |
| S1 |
0.8330 |
0.8330 |
0.8406 |
0.8361 |
| S2 |
0.8240 |
0.8240 |
0.8392 |
|
| S3 |
0.8088 |
0.8178 |
0.8378 |
|
| S4 |
0.7936 |
0.8026 |
0.8336 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8469 |
0.8302 |
0.0167 |
2.0% |
0.0090 |
1.1% |
50% |
True |
False |
158,631 |
| 10 |
0.8561 |
0.8302 |
0.0259 |
3.1% |
0.0083 |
1.0% |
32% |
False |
False |
154,597 |
| 20 |
0.8561 |
0.8302 |
0.0259 |
3.1% |
0.0088 |
1.1% |
32% |
False |
False |
163,598 |
| 40 |
0.8637 |
0.8282 |
0.0355 |
4.2% |
0.0084 |
1.0% |
29% |
False |
False |
161,789 |
| 60 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0091 |
1.1% |
37% |
False |
False |
135,643 |
| 80 |
0.9378 |
0.8219 |
0.1159 |
13.8% |
0.0089 |
1.1% |
14% |
False |
False |
101,899 |
| 100 |
0.9513 |
0.8219 |
0.1294 |
15.4% |
0.0085 |
1.0% |
13% |
False |
False |
81,566 |
| 120 |
0.9663 |
0.8219 |
0.1444 |
17.2% |
0.0075 |
0.9% |
11% |
False |
False |
67,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8864 |
|
2.618 |
0.8712 |
|
1.618 |
0.8619 |
|
1.000 |
0.8562 |
|
0.618 |
0.8526 |
|
HIGH |
0.8469 |
|
0.618 |
0.8433 |
|
0.500 |
0.8423 |
|
0.382 |
0.8412 |
|
LOW |
0.8376 |
|
0.618 |
0.8319 |
|
1.000 |
0.8283 |
|
1.618 |
0.8226 |
|
2.618 |
0.8133 |
|
4.250 |
0.7981 |
|
|
| Fisher Pivots for day following 17-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8423 |
0.8390 |
| PP |
0.8410 |
0.8388 |
| S1 |
0.8398 |
0.8387 |
|