CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 27-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8414 |
0.8376 |
-0.0038 |
-0.5% |
0.8398 |
| High |
0.8428 |
0.8396 |
-0.0032 |
-0.4% |
0.8431 |
| Low |
0.8369 |
0.8348 |
-0.0021 |
-0.3% |
0.8345 |
| Close |
0.8375 |
0.8354 |
-0.0021 |
-0.3% |
0.8354 |
| Range |
0.0059 |
0.0048 |
-0.0011 |
-18.6% |
0.0086 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
117,649 |
105,091 |
-12,558 |
-10.7% |
531,401 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8510 |
0.8480 |
0.8380 |
|
| R3 |
0.8462 |
0.8432 |
0.8367 |
|
| R2 |
0.8414 |
0.8414 |
0.8363 |
|
| R1 |
0.8384 |
0.8384 |
0.8358 |
0.8375 |
| PP |
0.8366 |
0.8366 |
0.8366 |
0.8362 |
| S1 |
0.8336 |
0.8336 |
0.8350 |
0.8327 |
| S2 |
0.8318 |
0.8318 |
0.8345 |
|
| S3 |
0.8270 |
0.8288 |
0.8341 |
|
| S4 |
0.8222 |
0.8240 |
0.8328 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8635 |
0.8580 |
0.8401 |
|
| R3 |
0.8549 |
0.8494 |
0.8378 |
|
| R2 |
0.8463 |
0.8463 |
0.8370 |
|
| R1 |
0.8408 |
0.8408 |
0.8362 |
0.8393 |
| PP |
0.8377 |
0.8377 |
0.8377 |
0.8369 |
| S1 |
0.8322 |
0.8322 |
0.8346 |
0.8307 |
| S2 |
0.8291 |
0.8291 |
0.8338 |
|
| S3 |
0.8205 |
0.8236 |
0.8330 |
|
| S4 |
0.8119 |
0.8150 |
0.8307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8431 |
0.8345 |
0.0086 |
1.0% |
0.0052 |
0.6% |
10% |
False |
False |
106,280 |
| 10 |
0.8469 |
0.8345 |
0.0124 |
1.5% |
0.0059 |
0.7% |
7% |
False |
False |
114,483 |
| 20 |
0.8561 |
0.8302 |
0.0259 |
3.1% |
0.0071 |
0.8% |
20% |
False |
False |
137,664 |
| 40 |
0.8637 |
0.8286 |
0.0351 |
4.2% |
0.0084 |
1.0% |
19% |
False |
False |
166,517 |
| 60 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0089 |
1.1% |
30% |
False |
False |
149,992 |
| 80 |
0.8893 |
0.8219 |
0.0674 |
8.1% |
0.0086 |
1.0% |
20% |
False |
False |
112,913 |
| 100 |
0.9513 |
0.8219 |
0.1294 |
15.5% |
0.0084 |
1.0% |
10% |
False |
False |
90,370 |
| 120 |
0.9513 |
0.8219 |
0.1294 |
15.5% |
0.0078 |
0.9% |
10% |
False |
False |
75,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8600 |
|
2.618 |
0.8522 |
|
1.618 |
0.8474 |
|
1.000 |
0.8444 |
|
0.618 |
0.8426 |
|
HIGH |
0.8396 |
|
0.618 |
0.8378 |
|
0.500 |
0.8372 |
|
0.382 |
0.8366 |
|
LOW |
0.8348 |
|
0.618 |
0.8318 |
|
1.000 |
0.8300 |
|
1.618 |
0.8270 |
|
2.618 |
0.8222 |
|
4.250 |
0.8144 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8372 |
0.8390 |
| PP |
0.8366 |
0.8378 |
| S1 |
0.8360 |
0.8366 |
|