CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 18-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8429 |
0.8391 |
-0.0038 |
-0.5% |
0.8400 |
| High |
0.8469 |
0.8438 |
-0.0031 |
-0.4% |
0.8454 |
| Low |
0.8376 |
0.8376 |
0.0000 |
0.0% |
0.8302 |
| Close |
0.8385 |
0.8422 |
0.0037 |
0.4% |
0.8420 |
| Range |
0.0093 |
0.0062 |
-0.0031 |
-33.3% |
0.0152 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
152,592 |
132,013 |
-20,579 |
-13.5% |
767,518 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8598 |
0.8572 |
0.8456 |
|
| R3 |
0.8536 |
0.8510 |
0.8439 |
|
| R2 |
0.8474 |
0.8474 |
0.8433 |
|
| R1 |
0.8448 |
0.8448 |
0.8428 |
0.8461 |
| PP |
0.8412 |
0.8412 |
0.8412 |
0.8419 |
| S1 |
0.8386 |
0.8386 |
0.8416 |
0.8399 |
| S2 |
0.8350 |
0.8350 |
0.8411 |
|
| S3 |
0.8288 |
0.8324 |
0.8405 |
|
| S4 |
0.8226 |
0.8262 |
0.8388 |
|
|
| 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% |
0.0085 |
1.0% |
72% |
False |
False |
156,445 |
| 10 |
0.8549 |
0.8302 |
0.0247 |
2.9% |
0.0083 |
1.0% |
49% |
False |
False |
149,999 |
| 20 |
0.8561 |
0.8302 |
0.0259 |
3.1% |
0.0085 |
1.0% |
46% |
False |
False |
158,658 |
| 40 |
0.8637 |
0.8282 |
0.0355 |
4.2% |
0.0084 |
1.0% |
39% |
False |
False |
160,539 |
| 60 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0091 |
1.1% |
46% |
False |
False |
137,818 |
| 80 |
0.9345 |
0.8219 |
0.1126 |
13.4% |
0.0089 |
1.1% |
18% |
False |
False |
103,548 |
| 100 |
0.9513 |
0.8219 |
0.1294 |
15.4% |
0.0085 |
1.0% |
16% |
False |
False |
82,886 |
| 120 |
0.9663 |
0.8219 |
0.1444 |
17.1% |
0.0076 |
0.9% |
14% |
False |
False |
69,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8702 |
|
2.618 |
0.8600 |
|
1.618 |
0.8538 |
|
1.000 |
0.8500 |
|
0.618 |
0.8476 |
|
HIGH |
0.8438 |
|
0.618 |
0.8414 |
|
0.500 |
0.8407 |
|
0.382 |
0.8400 |
|
LOW |
0.8376 |
|
0.618 |
0.8338 |
|
1.000 |
0.8314 |
|
1.618 |
0.8276 |
|
2.618 |
0.8214 |
|
4.250 |
0.8113 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8417 |
0.8423 |
| PP |
0.8412 |
0.8422 |
| S1 |
0.8407 |
0.8422 |
|