CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 23-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8403 |
0.8398 |
-0.0005 |
-0.1% |
0.8429 |
| High |
0.8455 |
0.8424 |
-0.0031 |
-0.4% |
0.8469 |
| Low |
0.8391 |
0.8381 |
-0.0010 |
-0.1% |
0.8376 |
| Close |
0.8401 |
0.8413 |
0.0012 |
0.1% |
0.8401 |
| Range |
0.0064 |
0.0043 |
-0.0021 |
-32.8% |
0.0093 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
120,421 |
74,644 |
-45,777 |
-38.0% |
503,396 |
|
| Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8535 |
0.8517 |
0.8437 |
|
| R3 |
0.8492 |
0.8474 |
0.8425 |
|
| R2 |
0.8449 |
0.8449 |
0.8421 |
|
| R1 |
0.8431 |
0.8431 |
0.8417 |
0.8440 |
| PP |
0.8406 |
0.8406 |
0.8406 |
0.8411 |
| S1 |
0.8388 |
0.8388 |
0.8409 |
0.8397 |
| S2 |
0.8363 |
0.8363 |
0.8405 |
|
| S3 |
0.8320 |
0.8345 |
0.8401 |
|
| S4 |
0.8277 |
0.8302 |
0.8389 |
|
|
| 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% |
0.0063 |
0.8% |
40% |
False |
False |
115,608 |
| 10 |
0.8469 |
0.8302 |
0.0167 |
2.0% |
0.0073 |
0.9% |
66% |
False |
False |
134,555 |
| 20 |
0.8561 |
0.8302 |
0.0259 |
3.1% |
0.0077 |
0.9% |
43% |
False |
False |
145,823 |
| 40 |
0.8637 |
0.8286 |
0.0351 |
4.2% |
0.0084 |
1.0% |
36% |
False |
False |
161,483 |
| 60 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0090 |
1.1% |
44% |
False |
False |
142,587 |
| 80 |
0.9287 |
0.8219 |
0.1068 |
12.7% |
0.0089 |
1.1% |
18% |
False |
False |
107,211 |
| 100 |
0.9513 |
0.8219 |
0.1294 |
15.4% |
0.0085 |
1.0% |
15% |
False |
False |
85,814 |
| 120 |
0.9555 |
0.8219 |
0.1336 |
15.9% |
0.0077 |
0.9% |
15% |
False |
False |
71,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8607 |
|
2.618 |
0.8537 |
|
1.618 |
0.8494 |
|
1.000 |
0.8467 |
|
0.618 |
0.8451 |
|
HIGH |
0.8424 |
|
0.618 |
0.8408 |
|
0.500 |
0.8403 |
|
0.382 |
0.8397 |
|
LOW |
0.8381 |
|
0.618 |
0.8354 |
|
1.000 |
0.8338 |
|
1.618 |
0.8311 |
|
2.618 |
0.8268 |
|
4.250 |
0.8198 |
|
|
| Fisher Pivots for day following 23-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8410 |
0.8418 |
| PP |
0.8406 |
0.8416 |
| S1 |
0.8403 |
0.8415 |
|