CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8406 |
0.8414 |
0.0008 |
0.1% |
0.8429 |
| High |
0.8431 |
0.8428 |
-0.0003 |
0.0% |
0.8469 |
| Low |
0.8400 |
0.8369 |
-0.0031 |
-0.4% |
0.8376 |
| Close |
0.8416 |
0.8375 |
-0.0041 |
-0.5% |
0.8401 |
| Range |
0.0031 |
0.0059 |
0.0028 |
90.3% |
0.0093 |
| ATR |
0.0077 |
0.0075 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
80,944 |
117,649 |
36,705 |
45.3% |
503,396 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8568 |
0.8530 |
0.8407 |
|
| R3 |
0.8509 |
0.8471 |
0.8391 |
|
| R2 |
0.8450 |
0.8450 |
0.8386 |
|
| R1 |
0.8412 |
0.8412 |
0.8380 |
0.8402 |
| PP |
0.8391 |
0.8391 |
0.8391 |
0.8385 |
| S1 |
0.8353 |
0.8353 |
0.8370 |
0.8343 |
| S2 |
0.8332 |
0.8332 |
0.8364 |
|
| S3 |
0.8273 |
0.8294 |
0.8359 |
|
| S4 |
0.8214 |
0.8235 |
0.8343 |
|
|
| 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% |
0.0055 |
0.7% |
27% |
False |
False |
109,346 |
| 10 |
0.8469 |
0.8310 |
0.0159 |
1.9% |
0.0067 |
0.8% |
41% |
False |
False |
129,258 |
| 20 |
0.8561 |
0.8302 |
0.0259 |
3.1% |
0.0073 |
0.9% |
28% |
False |
False |
141,123 |
| 40 |
0.8637 |
0.8286 |
0.0351 |
4.2% |
0.0086 |
1.0% |
25% |
False |
False |
167,097 |
| 60 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0089 |
1.1% |
35% |
False |
False |
148,313 |
| 80 |
0.9167 |
0.8219 |
0.0948 |
11.3% |
0.0089 |
1.1% |
16% |
False |
False |
111,604 |
| 100 |
0.9513 |
0.8219 |
0.1294 |
15.5% |
0.0084 |
1.0% |
12% |
False |
False |
89,323 |
| 120 |
0.9534 |
0.8219 |
0.1315 |
15.7% |
0.0078 |
0.9% |
12% |
False |
False |
74,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8679 |
|
2.618 |
0.8582 |
|
1.618 |
0.8523 |
|
1.000 |
0.8487 |
|
0.618 |
0.8464 |
|
HIGH |
0.8428 |
|
0.618 |
0.8405 |
|
0.500 |
0.8399 |
|
0.382 |
0.8392 |
|
LOW |
0.8369 |
|
0.618 |
0.8333 |
|
1.000 |
0.8310 |
|
1.618 |
0.8274 |
|
2.618 |
0.8215 |
|
4.250 |
0.8118 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8399 |
0.8388 |
| PP |
0.8391 |
0.8384 |
| S1 |
0.8383 |
0.8379 |
|