CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 11-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8447 |
0.8378 |
-0.0069 |
-0.8% |
0.8545 |
| High |
0.8457 |
0.8386 |
-0.0071 |
-0.8% |
0.8562 |
| Low |
0.8374 |
0.8315 |
-0.0059 |
-0.7% |
0.8402 |
| Close |
0.8385 |
0.8327 |
-0.0058 |
-0.7% |
0.8406 |
| Range |
0.0083 |
0.0071 |
-0.0012 |
-14.5% |
0.0160 |
| ATR |
0.0079 |
0.0079 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
269 |
309 |
40 |
14.9% |
1,719 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8556 |
0.8512 |
0.8366 |
|
| R3 |
0.8485 |
0.8441 |
0.8347 |
|
| R2 |
0.8414 |
0.8414 |
0.8340 |
|
| R1 |
0.8370 |
0.8370 |
0.8334 |
0.8357 |
| PP |
0.8343 |
0.8343 |
0.8343 |
0.8336 |
| S1 |
0.8299 |
0.8299 |
0.8320 |
0.8286 |
| S2 |
0.8272 |
0.8272 |
0.8314 |
|
| S3 |
0.8201 |
0.8228 |
0.8307 |
|
| S4 |
0.8130 |
0.8157 |
0.8288 |
|
|
| 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 |
0.8550 |
0.8315 |
0.0235 |
2.8% |
0.0077 |
0.9% |
5% |
False |
True |
354 |
| 10 |
0.8562 |
0.8315 |
0.0247 |
3.0% |
0.0070 |
0.8% |
5% |
False |
True |
345 |
| 20 |
0.8646 |
0.8315 |
0.0331 |
4.0% |
0.0085 |
1.0% |
4% |
False |
True |
414 |
| 40 |
0.8670 |
0.8295 |
0.0375 |
4.5% |
0.0078 |
0.9% |
9% |
False |
False |
360 |
| 60 |
0.8670 |
0.8229 |
0.0441 |
5.3% |
0.0073 |
0.9% |
22% |
False |
False |
257 |
| 80 |
0.9401 |
0.8229 |
0.1172 |
14.1% |
0.0064 |
0.8% |
8% |
False |
False |
194 |
| 100 |
0.9489 |
0.8229 |
0.1260 |
15.1% |
0.0055 |
0.7% |
8% |
False |
False |
156 |
| 120 |
0.9676 |
0.8229 |
0.1447 |
17.4% |
0.0047 |
0.6% |
7% |
False |
False |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8688 |
|
2.618 |
0.8572 |
|
1.618 |
0.8501 |
|
1.000 |
0.8457 |
|
0.618 |
0.8430 |
|
HIGH |
0.8386 |
|
0.618 |
0.8359 |
|
0.500 |
0.8351 |
|
0.382 |
0.8342 |
|
LOW |
0.8315 |
|
0.618 |
0.8271 |
|
1.000 |
0.8244 |
|
1.618 |
0.8200 |
|
2.618 |
0.8129 |
|
4.250 |
0.8013 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8351 |
0.8389 |
| PP |
0.8343 |
0.8368 |
| S1 |
0.8335 |
0.8348 |
|