CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 19-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8391 |
0.8424 |
0.0033 |
0.4% |
0.8400 |
| High |
0.8438 |
0.8447 |
0.0009 |
0.1% |
0.8454 |
| Low |
0.8376 |
0.8392 |
0.0016 |
0.2% |
0.8302 |
| Close |
0.8422 |
0.8406 |
-0.0016 |
-0.2% |
0.8420 |
| Range |
0.0062 |
0.0055 |
-0.0007 |
-11.3% |
0.0152 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
132,013 |
98,370 |
-33,643 |
-25.5% |
767,518 |
|
| Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8580 |
0.8548 |
0.8436 |
|
| R3 |
0.8525 |
0.8493 |
0.8421 |
|
| R2 |
0.8470 |
0.8470 |
0.8416 |
|
| R1 |
0.8438 |
0.8438 |
0.8411 |
0.8427 |
| PP |
0.8415 |
0.8415 |
0.8415 |
0.8409 |
| S1 |
0.8383 |
0.8383 |
0.8401 |
0.8372 |
| S2 |
0.8360 |
0.8360 |
0.8396 |
|
| S3 |
0.8305 |
0.8328 |
0.8391 |
|
| S4 |
0.8250 |
0.8273 |
0.8376 |
|
|
| 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 |
0.8310 |
0.0159 |
1.9% |
0.0079 |
0.9% |
60% |
False |
False |
149,171 |
| 10 |
0.8549 |
0.8302 |
0.0247 |
2.9% |
0.0081 |
1.0% |
42% |
False |
False |
146,218 |
| 20 |
0.8561 |
0.8302 |
0.0259 |
3.1% |
0.0082 |
1.0% |
40% |
False |
False |
152,875 |
| 40 |
0.8637 |
0.8282 |
0.0355 |
4.2% |
0.0084 |
1.0% |
35% |
False |
False |
159,633 |
| 60 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0091 |
1.1% |
42% |
False |
False |
139,427 |
| 80 |
0.9305 |
0.8219 |
0.1086 |
12.9% |
0.0089 |
1.1% |
17% |
False |
False |
104,777 |
| 100 |
0.9513 |
0.8219 |
0.1294 |
15.4% |
0.0085 |
1.0% |
14% |
False |
False |
83,868 |
| 120 |
0.9663 |
0.8219 |
0.1444 |
17.2% |
0.0076 |
0.9% |
13% |
False |
False |
69,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8681 |
|
2.618 |
0.8591 |
|
1.618 |
0.8536 |
|
1.000 |
0.8502 |
|
0.618 |
0.8481 |
|
HIGH |
0.8447 |
|
0.618 |
0.8426 |
|
0.500 |
0.8420 |
|
0.382 |
0.8413 |
|
LOW |
0.8392 |
|
0.618 |
0.8358 |
|
1.000 |
0.8337 |
|
1.618 |
0.8303 |
|
2.618 |
0.8248 |
|
4.250 |
0.8158 |
|
|
| Fisher Pivots for day following 19-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8420 |
0.8423 |
| PP |
0.8415 |
0.8417 |
| S1 |
0.8411 |
0.8412 |
|