CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 02-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8472 |
0.8545 |
0.0073 |
0.9% |
0.8520 |
| High |
0.8539 |
0.8555 |
0.0016 |
0.2% |
0.8540 |
| Low |
0.8471 |
0.8501 |
0.0030 |
0.4% |
0.8446 |
| Close |
0.8524 |
0.8544 |
0.0020 |
0.2% |
0.8524 |
| Range |
0.0068 |
0.0054 |
-0.0014 |
-20.6% |
0.0094 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
539 |
485 |
-54 |
-10.0% |
1,453 |
|
| Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8695 |
0.8674 |
0.8574 |
|
| R3 |
0.8641 |
0.8620 |
0.8559 |
|
| R2 |
0.8587 |
0.8587 |
0.8554 |
|
| R1 |
0.8566 |
0.8566 |
0.8549 |
0.8550 |
| PP |
0.8533 |
0.8533 |
0.8533 |
0.8525 |
| S1 |
0.8512 |
0.8512 |
0.8539 |
0.8496 |
| S2 |
0.8479 |
0.8479 |
0.8534 |
|
| S3 |
0.8425 |
0.8458 |
0.8529 |
|
| S4 |
0.8371 |
0.8404 |
0.8514 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8785 |
0.8749 |
0.8576 |
|
| R3 |
0.8691 |
0.8655 |
0.8550 |
|
| R2 |
0.8597 |
0.8597 |
0.8541 |
|
| R1 |
0.8561 |
0.8561 |
0.8533 |
0.8579 |
| PP |
0.8503 |
0.8503 |
0.8503 |
0.8513 |
| S1 |
0.8467 |
0.8467 |
0.8515 |
0.8485 |
| S2 |
0.8409 |
0.8409 |
0.8507 |
|
| S3 |
0.8315 |
0.8373 |
0.8498 |
|
| S4 |
0.8221 |
0.8279 |
0.8472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8555 |
0.8446 |
0.0109 |
1.3% |
0.0069 |
0.8% |
90% |
True |
False |
344 |
| 10 |
0.8560 |
0.8430 |
0.0130 |
1.5% |
0.0082 |
1.0% |
88% |
False |
False |
483 |
| 20 |
0.8646 |
0.8304 |
0.0342 |
4.0% |
0.0087 |
1.0% |
70% |
False |
False |
447 |
| 40 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0084 |
1.0% |
71% |
False |
False |
325 |
| 60 |
0.8812 |
0.8229 |
0.0583 |
6.8% |
0.0070 |
0.8% |
54% |
False |
False |
222 |
| 80 |
0.9489 |
0.8229 |
0.1260 |
14.7% |
0.0060 |
0.7% |
25% |
False |
False |
168 |
| 100 |
0.9489 |
0.8229 |
0.1260 |
14.7% |
0.0051 |
0.6% |
25% |
False |
False |
135 |
| 120 |
0.9814 |
0.8229 |
0.1585 |
18.6% |
0.0044 |
0.5% |
20% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8785 |
|
2.618 |
0.8696 |
|
1.618 |
0.8642 |
|
1.000 |
0.8609 |
|
0.618 |
0.8588 |
|
HIGH |
0.8555 |
|
0.618 |
0.8534 |
|
0.500 |
0.8528 |
|
0.382 |
0.8522 |
|
LOW |
0.8501 |
|
0.618 |
0.8468 |
|
1.000 |
0.8447 |
|
1.618 |
0.8414 |
|
2.618 |
0.8360 |
|
4.250 |
0.8272 |
|
|
| Fisher Pivots for day following 02-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8539 |
0.8531 |
| PP |
0.8533 |
0.8517 |
| S1 |
0.8528 |
0.8504 |
|