CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 17-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
0.8408 |
0.8440 |
0.0032 |
0.4% |
0.8409 |
High |
0.8453 |
0.8469 |
0.0016 |
0.2% |
0.8462 |
Low |
0.8402 |
0.8388 |
-0.0014 |
-0.2% |
0.8315 |
Close |
0.8430 |
0.8395 |
-0.0035 |
-0.4% |
0.8430 |
Range |
0.0051 |
0.0081 |
0.0030 |
58.8% |
0.0147 |
ATR |
0.0080 |
0.0080 |
0.0000 |
0.1% |
0.0000 |
Volume |
1,056 |
480 |
-576 |
-54.5% |
3,225 |
|
Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8660 |
0.8609 |
0.8440 |
|
R3 |
0.8579 |
0.8528 |
0.8417 |
|
R2 |
0.8498 |
0.8498 |
0.8410 |
|
R1 |
0.8447 |
0.8447 |
0.8402 |
0.8432 |
PP |
0.8417 |
0.8417 |
0.8417 |
0.8410 |
S1 |
0.8366 |
0.8366 |
0.8388 |
0.8351 |
S2 |
0.8336 |
0.8336 |
0.8380 |
|
S3 |
0.8255 |
0.8285 |
0.8373 |
|
S4 |
0.8174 |
0.8204 |
0.8350 |
|
|
Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8843 |
0.8784 |
0.8511 |
|
R3 |
0.8696 |
0.8637 |
0.8470 |
|
R2 |
0.8549 |
0.8549 |
0.8457 |
|
R1 |
0.8490 |
0.8490 |
0.8443 |
0.8520 |
PP |
0.8402 |
0.8402 |
0.8402 |
0.8417 |
S1 |
0.8343 |
0.8343 |
0.8417 |
0.8373 |
S2 |
0.8255 |
0.8255 |
0.8403 |
|
S3 |
0.8108 |
0.8196 |
0.8390 |
|
S4 |
0.7961 |
0.8049 |
0.8349 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8469 |
0.8315 |
0.0154 |
1.8% |
0.0082 |
1.0% |
52% |
True |
False |
677 |
10 |
0.8562 |
0.8315 |
0.0247 |
2.9% |
0.0076 |
0.9% |
32% |
False |
False |
493 |
20 |
0.8562 |
0.8315 |
0.0247 |
2.9% |
0.0079 |
0.9% |
32% |
False |
False |
488 |
40 |
0.8646 |
0.8295 |
0.0351 |
4.2% |
0.0074 |
0.9% |
28% |
False |
False |
415 |
60 |
0.8670 |
0.8229 |
0.0441 |
5.3% |
0.0076 |
0.9% |
38% |
False |
False |
303 |
80 |
0.9355 |
0.8229 |
0.1126 |
13.4% |
0.0067 |
0.8% |
15% |
False |
False |
229 |
100 |
0.9489 |
0.8229 |
0.1260 |
15.0% |
0.0058 |
0.7% |
13% |
False |
False |
184 |
120 |
0.9674 |
0.8229 |
0.1445 |
17.2% |
0.0049 |
0.6% |
11% |
False |
False |
153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8813 |
2.618 |
0.8681 |
1.618 |
0.8600 |
1.000 |
0.8550 |
0.618 |
0.8519 |
HIGH |
0.8469 |
0.618 |
0.8438 |
0.500 |
0.8429 |
0.382 |
0.8419 |
LOW |
0.8388 |
0.618 |
0.8338 |
1.000 |
0.8307 |
1.618 |
0.8257 |
2.618 |
0.8176 |
4.250 |
0.8044 |
|
|
Fisher Pivots for day following 17-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8429 |
0.8396 |
PP |
0.8417 |
0.8395 |
S1 |
0.8406 |
0.8395 |
|