CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 25-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8419 |
0.8406 |
-0.0013 |
-0.2% |
0.8429 |
| High |
0.8422 |
0.8431 |
0.0009 |
0.1% |
0.8469 |
| Low |
0.8345 |
0.8400 |
0.0055 |
0.7% |
0.8376 |
| Close |
0.8413 |
0.8416 |
0.0003 |
0.0% |
0.8401 |
| Range |
0.0077 |
0.0031 |
-0.0046 |
-59.7% |
0.0093 |
| ATR |
0.0080 |
0.0077 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
153,073 |
80,944 |
-72,129 |
-47.1% |
503,396 |
|
| Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8509 |
0.8493 |
0.8433 |
|
| R3 |
0.8478 |
0.8462 |
0.8425 |
|
| R2 |
0.8447 |
0.8447 |
0.8422 |
|
| R1 |
0.8431 |
0.8431 |
0.8419 |
0.8439 |
| PP |
0.8416 |
0.8416 |
0.8416 |
0.8420 |
| S1 |
0.8400 |
0.8400 |
0.8413 |
0.8408 |
| S2 |
0.8385 |
0.8385 |
0.8410 |
|
| S3 |
0.8354 |
0.8369 |
0.8407 |
|
| S4 |
0.8323 |
0.8338 |
0.8399 |
|
|
| 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% |
0.0054 |
0.6% |
65% |
False |
False |
105,490 |
| 10 |
0.8469 |
0.8302 |
0.0167 |
2.0% |
0.0070 |
0.8% |
68% |
False |
False |
130,968 |
| 20 |
0.8561 |
0.8302 |
0.0259 |
3.1% |
0.0073 |
0.9% |
44% |
False |
False |
143,026 |
| 40 |
0.8637 |
0.8286 |
0.0351 |
4.2% |
0.0085 |
1.0% |
37% |
False |
False |
165,842 |
| 60 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0090 |
1.1% |
44% |
False |
False |
146,437 |
| 80 |
0.9198 |
0.8219 |
0.0979 |
11.6% |
0.0089 |
1.1% |
20% |
False |
False |
110,135 |
| 100 |
0.9513 |
0.8219 |
0.1294 |
15.4% |
0.0084 |
1.0% |
15% |
False |
False |
88,148 |
| 120 |
0.9548 |
0.8219 |
0.1329 |
15.8% |
0.0077 |
0.9% |
15% |
False |
False |
73,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8563 |
|
2.618 |
0.8512 |
|
1.618 |
0.8481 |
|
1.000 |
0.8462 |
|
0.618 |
0.8450 |
|
HIGH |
0.8431 |
|
0.618 |
0.8419 |
|
0.500 |
0.8416 |
|
0.382 |
0.8412 |
|
LOW |
0.8400 |
|
0.618 |
0.8381 |
|
1.000 |
0.8369 |
|
1.618 |
0.8350 |
|
2.618 |
0.8319 |
|
4.250 |
0.8268 |
|
|
| Fisher Pivots for day following 25-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8416 |
0.8407 |
| PP |
0.8416 |
0.8397 |
| S1 |
0.8416 |
0.8388 |
|