CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 20-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8424 |
0.8403 |
-0.0021 |
-0.2% |
0.8429 |
| High |
0.8447 |
0.8455 |
0.0008 |
0.1% |
0.8469 |
| Low |
0.8392 |
0.8391 |
-0.0001 |
0.0% |
0.8376 |
| Close |
0.8406 |
0.8401 |
-0.0005 |
-0.1% |
0.8401 |
| Range |
0.0055 |
0.0064 |
0.0009 |
16.4% |
0.0093 |
| ATR |
0.0085 |
0.0083 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
98,370 |
120,421 |
22,051 |
22.4% |
503,396 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8608 |
0.8568 |
0.8436 |
|
| R3 |
0.8544 |
0.8504 |
0.8419 |
|
| R2 |
0.8480 |
0.8480 |
0.8413 |
|
| R1 |
0.8440 |
0.8440 |
0.8407 |
0.8428 |
| PP |
0.8416 |
0.8416 |
0.8416 |
0.8410 |
| S1 |
0.8376 |
0.8376 |
0.8395 |
0.8364 |
| S2 |
0.8352 |
0.8352 |
0.8389 |
|
| S3 |
0.8288 |
0.8312 |
0.8383 |
|
| S4 |
0.8224 |
0.8248 |
0.8366 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8694 |
0.8641 |
0.8452 |
|
| R3 |
0.8601 |
0.8548 |
0.8427 |
|
| R2 |
0.8508 |
0.8508 |
0.8418 |
|
| R1 |
0.8455 |
0.8455 |
0.8410 |
0.8435 |
| PP |
0.8415 |
0.8415 |
0.8415 |
0.8406 |
| S1 |
0.8362 |
0.8362 |
0.8392 |
0.8342 |
| S2 |
0.8322 |
0.8322 |
0.8384 |
|
| S3 |
0.8229 |
0.8269 |
0.8375 |
|
| S4 |
0.8136 |
0.8176 |
0.8350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8469 |
0.8376 |
0.0093 |
1.1% |
0.0066 |
0.8% |
27% |
False |
False |
122,686 |
| 10 |
0.8538 |
0.8302 |
0.0236 |
2.8% |
0.0084 |
1.0% |
42% |
False |
False |
147,479 |
| 20 |
0.8561 |
0.8302 |
0.0259 |
3.1% |
0.0080 |
0.9% |
38% |
False |
False |
150,677 |
| 40 |
0.8637 |
0.8282 |
0.0355 |
4.2% |
0.0084 |
1.0% |
34% |
False |
False |
160,945 |
| 60 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0090 |
1.1% |
41% |
False |
False |
141,385 |
| 80 |
0.9305 |
0.8219 |
0.1086 |
12.9% |
0.0089 |
1.1% |
17% |
False |
False |
106,281 |
| 100 |
0.9513 |
0.8219 |
0.1294 |
15.4% |
0.0085 |
1.0% |
14% |
False |
False |
85,072 |
| 120 |
0.9621 |
0.8219 |
0.1402 |
16.7% |
0.0076 |
0.9% |
13% |
False |
False |
70,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8727 |
|
2.618 |
0.8623 |
|
1.618 |
0.8559 |
|
1.000 |
0.8519 |
|
0.618 |
0.8495 |
|
HIGH |
0.8455 |
|
0.618 |
0.8431 |
|
0.500 |
0.8423 |
|
0.382 |
0.8415 |
|
LOW |
0.8391 |
|
0.618 |
0.8351 |
|
1.000 |
0.8327 |
|
1.618 |
0.8287 |
|
2.618 |
0.8223 |
|
4.250 |
0.8119 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8423 |
0.8416 |
| PP |
0.8416 |
0.8411 |
| S1 |
0.8408 |
0.8406 |
|