CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 09-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
0.8520 |
0.8409 |
-0.0111 |
-1.3% |
0.8545 |
High |
0.8545 |
0.8462 |
-0.0083 |
-1.0% |
0.8562 |
Low |
0.8402 |
0.8408 |
0.0006 |
0.1% |
0.8402 |
Close |
0.8406 |
0.8458 |
0.0052 |
0.6% |
0.8406 |
Range |
0.0143 |
0.0054 |
-0.0089 |
-62.2% |
0.0160 |
ATR |
0.0080 |
0.0079 |
-0.0002 |
-2.2% |
0.0000 |
Volume |
300 |
319 |
19 |
6.3% |
1,719 |
|
Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8605 |
0.8585 |
0.8488 |
|
R3 |
0.8551 |
0.8531 |
0.8473 |
|
R2 |
0.8497 |
0.8497 |
0.8468 |
|
R1 |
0.8477 |
0.8477 |
0.8463 |
0.8487 |
PP |
0.8443 |
0.8443 |
0.8443 |
0.8448 |
S1 |
0.8423 |
0.8423 |
0.8453 |
0.8433 |
S2 |
0.8389 |
0.8389 |
0.8448 |
|
S3 |
0.8335 |
0.8369 |
0.8443 |
|
S4 |
0.8281 |
0.8315 |
0.8428 |
|
|
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% |
35% |
False |
False |
310 |
10 |
0.8562 |
0.8402 |
0.0160 |
1.9% |
0.0069 |
0.8% |
35% |
False |
False |
327 |
20 |
0.8646 |
0.8401 |
0.0245 |
2.9% |
0.0085 |
1.0% |
23% |
False |
False |
417 |
40 |
0.8670 |
0.8295 |
0.0375 |
4.4% |
0.0079 |
0.9% |
43% |
False |
False |
350 |
60 |
0.8719 |
0.8229 |
0.0490 |
5.8% |
0.0071 |
0.8% |
47% |
False |
False |
247 |
80 |
0.9489 |
0.8229 |
0.1260 |
14.9% |
0.0064 |
0.8% |
18% |
False |
False |
187 |
100 |
0.9489 |
0.8229 |
0.1260 |
14.9% |
0.0054 |
0.6% |
18% |
False |
False |
150 |
120 |
0.9745 |
0.8229 |
0.1516 |
17.9% |
0.0046 |
0.5% |
15% |
False |
False |
125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8692 |
2.618 |
0.8603 |
1.618 |
0.8549 |
1.000 |
0.8516 |
0.618 |
0.8495 |
HIGH |
0.8462 |
0.618 |
0.8441 |
0.500 |
0.8435 |
0.382 |
0.8429 |
LOW |
0.8408 |
0.618 |
0.8375 |
1.000 |
0.8354 |
1.618 |
0.8321 |
2.618 |
0.8267 |
4.250 |
0.8179 |
|
|
Fisher Pivots for day following 09-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8450 |
0.8476 |
PP |
0.8443 |
0.8470 |
S1 |
0.8435 |
0.8464 |
|