CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 06-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
0.8546 |
0.8520 |
-0.0026 |
-0.3% |
0.8545 |
High |
0.8550 |
0.8545 |
-0.0005 |
-0.1% |
0.8562 |
Low |
0.8518 |
0.8402 |
-0.0116 |
-1.4% |
0.8402 |
Close |
0.8518 |
0.8406 |
-0.0112 |
-1.3% |
0.8406 |
Range |
0.0032 |
0.0143 |
0.0111 |
346.9% |
0.0160 |
ATR |
0.0076 |
0.0080 |
0.0005 |
6.4% |
0.0000 |
Volume |
576 |
300 |
-276 |
-47.9% |
1,719 |
|
Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8880 |
0.8786 |
0.8485 |
|
R3 |
0.8737 |
0.8643 |
0.8445 |
|
R2 |
0.8594 |
0.8594 |
0.8432 |
|
R1 |
0.8500 |
0.8500 |
0.8419 |
0.8476 |
PP |
0.8451 |
0.8451 |
0.8451 |
0.8439 |
S1 |
0.8357 |
0.8357 |
0.8393 |
0.8333 |
S2 |
0.8308 |
0.8308 |
0.8380 |
|
S3 |
0.8165 |
0.8214 |
0.8367 |
|
S4 |
0.8022 |
0.8071 |
0.8327 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8937 |
0.8831 |
0.8494 |
|
R3 |
0.8777 |
0.8671 |
0.8450 |
|
R2 |
0.8617 |
0.8617 |
0.8435 |
|
R1 |
0.8511 |
0.8511 |
0.8421 |
0.8484 |
PP |
0.8457 |
0.8457 |
0.8457 |
0.8443 |
S1 |
0.8351 |
0.8351 |
0.8391 |
0.8324 |
S2 |
0.8297 |
0.8297 |
0.8377 |
|
S3 |
0.8137 |
0.8191 |
0.8362 |
|
S4 |
0.7977 |
0.8031 |
0.8318 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8562 |
0.8402 |
0.0160 |
1.9% |
0.0069 |
0.8% |
3% |
False |
True |
343 |
10 |
0.8562 |
0.8402 |
0.0160 |
1.9% |
0.0070 |
0.8% |
3% |
False |
True |
317 |
20 |
0.8646 |
0.8360 |
0.0286 |
3.4% |
0.0087 |
1.0% |
16% |
False |
False |
407 |
40 |
0.8670 |
0.8295 |
0.0375 |
4.5% |
0.0080 |
1.0% |
30% |
False |
False |
346 |
60 |
0.8719 |
0.8229 |
0.0490 |
5.8% |
0.0070 |
0.8% |
36% |
False |
False |
242 |
80 |
0.9489 |
0.8229 |
0.1260 |
15.0% |
0.0063 |
0.8% |
14% |
False |
False |
183 |
100 |
0.9489 |
0.8229 |
0.1260 |
15.0% |
0.0053 |
0.6% |
14% |
False |
False |
147 |
120 |
0.9776 |
0.8229 |
0.1547 |
18.4% |
0.0046 |
0.5% |
11% |
False |
False |
123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9153 |
2.618 |
0.8919 |
1.618 |
0.8776 |
1.000 |
0.8688 |
0.618 |
0.8633 |
HIGH |
0.8545 |
0.618 |
0.8490 |
0.500 |
0.8474 |
0.382 |
0.8457 |
LOW |
0.8402 |
0.618 |
0.8314 |
1.000 |
0.8259 |
1.618 |
0.8171 |
2.618 |
0.8028 |
4.250 |
0.7794 |
|
|
Fisher Pivots for day following 06-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8474 |
0.8477 |
PP |
0.8451 |
0.8453 |
S1 |
0.8429 |
0.8430 |
|