CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 24-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8398 |
0.8419 |
0.0021 |
0.3% |
0.8429 |
| High |
0.8424 |
0.8422 |
-0.0002 |
0.0% |
0.8469 |
| Low |
0.8381 |
0.8345 |
-0.0036 |
-0.4% |
0.8376 |
| Close |
0.8413 |
0.8413 |
0.0000 |
0.0% |
0.8401 |
| Range |
0.0043 |
0.0077 |
0.0034 |
79.1% |
0.0093 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
74,644 |
153,073 |
78,429 |
105.1% |
503,396 |
|
| Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8624 |
0.8596 |
0.8455 |
|
| R3 |
0.8547 |
0.8519 |
0.8434 |
|
| R2 |
0.8470 |
0.8470 |
0.8427 |
|
| R1 |
0.8442 |
0.8442 |
0.8420 |
0.8418 |
| PP |
0.8393 |
0.8393 |
0.8393 |
0.8381 |
| S1 |
0.8365 |
0.8365 |
0.8406 |
0.8341 |
| S2 |
0.8316 |
0.8316 |
0.8399 |
|
| S3 |
0.8239 |
0.8288 |
0.8392 |
|
| S4 |
0.8162 |
0.8211 |
0.8371 |
|
|
| 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 |
0.8455 |
0.8345 |
0.0110 |
1.3% |
0.0060 |
0.7% |
62% |
False |
True |
115,704 |
| 10 |
0.8469 |
0.8302 |
0.0167 |
2.0% |
0.0075 |
0.9% |
66% |
False |
False |
137,167 |
| 20 |
0.8561 |
0.8302 |
0.0259 |
3.1% |
0.0077 |
0.9% |
43% |
False |
False |
147,531 |
| 40 |
0.8637 |
0.8286 |
0.0351 |
4.2% |
0.0085 |
1.0% |
36% |
False |
False |
164,364 |
| 60 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0090 |
1.1% |
44% |
False |
False |
145,113 |
| 80 |
0.9270 |
0.8219 |
0.1051 |
12.5% |
0.0089 |
1.1% |
18% |
False |
False |
109,124 |
| 100 |
0.9513 |
0.8219 |
0.1294 |
15.4% |
0.0085 |
1.0% |
15% |
False |
False |
87,340 |
| 120 |
0.9555 |
0.8219 |
0.1336 |
15.9% |
0.0077 |
0.9% |
15% |
False |
False |
72,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8749 |
|
2.618 |
0.8624 |
|
1.618 |
0.8547 |
|
1.000 |
0.8499 |
|
0.618 |
0.8470 |
|
HIGH |
0.8422 |
|
0.618 |
0.8393 |
|
0.500 |
0.8384 |
|
0.382 |
0.8374 |
|
LOW |
0.8345 |
|
0.618 |
0.8297 |
|
1.000 |
0.8268 |
|
1.618 |
0.8220 |
|
2.618 |
0.8143 |
|
4.250 |
0.8018 |
|
|
| Fisher Pivots for day following 24-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8403 |
0.8409 |
| PP |
0.8393 |
0.8404 |
| S1 |
0.8384 |
0.8400 |
|