CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 10-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8409 |
0.8447 |
0.0038 |
0.5% |
0.8545 |
| High |
0.8462 |
0.8457 |
-0.0005 |
-0.1% |
0.8562 |
| Low |
0.8408 |
0.8374 |
-0.0034 |
-0.4% |
0.8402 |
| Close |
0.8458 |
0.8385 |
-0.0073 |
-0.9% |
0.8406 |
| Range |
0.0054 |
0.0083 |
0.0029 |
53.7% |
0.0160 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
0.5% |
0.0000 |
| Volume |
319 |
269 |
-50 |
-15.7% |
1,719 |
|
| Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8654 |
0.8603 |
0.8431 |
|
| R3 |
0.8571 |
0.8520 |
0.8408 |
|
| R2 |
0.8488 |
0.8488 |
0.8400 |
|
| R1 |
0.8437 |
0.8437 |
0.8393 |
0.8421 |
| PP |
0.8405 |
0.8405 |
0.8405 |
0.8398 |
| S1 |
0.8354 |
0.8354 |
0.8377 |
0.8338 |
| S2 |
0.8322 |
0.8322 |
0.8370 |
|
| S3 |
0.8239 |
0.8271 |
0.8362 |
|
| S4 |
0.8156 |
0.8188 |
0.8339 |
|
|
| 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 |
0.8552 |
0.8374 |
0.0178 |
2.1% |
0.0075 |
0.9% |
6% |
False |
True |
325 |
| 10 |
0.8562 |
0.8374 |
0.0188 |
2.2% |
0.0069 |
0.8% |
6% |
False |
True |
335 |
| 20 |
0.8646 |
0.8374 |
0.0272 |
3.2% |
0.0085 |
1.0% |
4% |
False |
True |
405 |
| 40 |
0.8670 |
0.8295 |
0.0375 |
4.5% |
0.0077 |
0.9% |
24% |
False |
False |
353 |
| 60 |
0.8671 |
0.8229 |
0.0442 |
5.3% |
0.0072 |
0.9% |
35% |
False |
False |
252 |
| 80 |
0.9489 |
0.8229 |
0.1260 |
15.0% |
0.0064 |
0.8% |
12% |
False |
False |
190 |
| 100 |
0.9489 |
0.8229 |
0.1260 |
15.0% |
0.0055 |
0.7% |
12% |
False |
False |
153 |
| 120 |
0.9703 |
0.8229 |
0.1474 |
17.6% |
0.0047 |
0.6% |
11% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8810 |
|
2.618 |
0.8674 |
|
1.618 |
0.8591 |
|
1.000 |
0.8540 |
|
0.618 |
0.8508 |
|
HIGH |
0.8457 |
|
0.618 |
0.8425 |
|
0.500 |
0.8416 |
|
0.382 |
0.8406 |
|
LOW |
0.8374 |
|
0.618 |
0.8323 |
|
1.000 |
0.8291 |
|
1.618 |
0.8240 |
|
2.618 |
0.8157 |
|
4.250 |
0.8021 |
|
|
| Fisher Pivots for day following 10-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8416 |
0.8460 |
| PP |
0.8405 |
0.8435 |
| S1 |
0.8395 |
0.8410 |
|