CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 03-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
0.8545 |
0.8526 |
-0.0019 |
-0.2% |
0.8520 |
High |
0.8555 |
0.8562 |
0.0007 |
0.1% |
0.8540 |
Low |
0.8501 |
0.8508 |
0.0007 |
0.1% |
0.8446 |
Close |
0.8544 |
0.8517 |
-0.0027 |
-0.3% |
0.8524 |
Range |
0.0054 |
0.0054 |
0.0000 |
0.0% |
0.0094 |
ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.5% |
0.0000 |
Volume |
485 |
193 |
-292 |
-60.2% |
1,453 |
|
Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8691 |
0.8658 |
0.8547 |
|
R3 |
0.8637 |
0.8604 |
0.8532 |
|
R2 |
0.8583 |
0.8583 |
0.8527 |
|
R1 |
0.8550 |
0.8550 |
0.8522 |
0.8540 |
PP |
0.8529 |
0.8529 |
0.8529 |
0.8524 |
S1 |
0.8496 |
0.8496 |
0.8512 |
0.8486 |
S2 |
0.8475 |
0.8475 |
0.8507 |
|
S3 |
0.8421 |
0.8442 |
0.8502 |
|
S4 |
0.8367 |
0.8388 |
0.8487 |
|
|
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 |
0.8562 |
0.8452 |
0.0110 |
1.3% |
0.0062 |
0.7% |
59% |
True |
False |
345 |
10 |
0.8562 |
0.8437 |
0.0125 |
1.5% |
0.0074 |
0.9% |
64% |
True |
False |
412 |
20 |
0.8646 |
0.8359 |
0.0287 |
3.4% |
0.0085 |
1.0% |
55% |
False |
False |
455 |
40 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0084 |
1.0% |
65% |
False |
False |
329 |
60 |
0.8784 |
0.8229 |
0.0555 |
6.5% |
0.0070 |
0.8% |
52% |
False |
False |
225 |
80 |
0.9489 |
0.8229 |
0.1260 |
14.8% |
0.0060 |
0.7% |
23% |
False |
False |
170 |
100 |
0.9489 |
0.8229 |
0.1260 |
14.8% |
0.0051 |
0.6% |
23% |
False |
False |
136 |
120 |
0.9801 |
0.8229 |
0.1572 |
18.5% |
0.0044 |
0.5% |
18% |
False |
False |
114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8792 |
2.618 |
0.8703 |
1.618 |
0.8649 |
1.000 |
0.8616 |
0.618 |
0.8595 |
HIGH |
0.8562 |
0.618 |
0.8541 |
0.500 |
0.8535 |
0.382 |
0.8529 |
LOW |
0.8508 |
0.618 |
0.8475 |
1.000 |
0.8454 |
1.618 |
0.8421 |
2.618 |
0.8367 |
4.250 |
0.8279 |
|
|
Fisher Pivots for day following 03-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8535 |
0.8517 |
PP |
0.8529 |
0.8517 |
S1 |
0.8523 |
0.8517 |
|