CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 19-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8399 |
0.8436 |
0.0037 |
0.4% |
0.8409 |
| High |
0.8445 |
0.8455 |
0.0010 |
0.1% |
0.8462 |
| Low |
0.8390 |
0.8403 |
0.0013 |
0.2% |
0.8315 |
| Close |
0.8432 |
0.8416 |
-0.0016 |
-0.2% |
0.8430 |
| Range |
0.0055 |
0.0052 |
-0.0003 |
-5.5% |
0.0147 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
722 |
230 |
-492 |
-68.1% |
3,225 |
|
| Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8581 |
0.8550 |
0.8445 |
|
| R3 |
0.8529 |
0.8498 |
0.8430 |
|
| R2 |
0.8477 |
0.8477 |
0.8426 |
|
| R1 |
0.8446 |
0.8446 |
0.8421 |
0.8436 |
| PP |
0.8425 |
0.8425 |
0.8425 |
0.8419 |
| S1 |
0.8394 |
0.8394 |
0.8411 |
0.8384 |
| S2 |
0.8373 |
0.8373 |
0.8406 |
|
| S3 |
0.8321 |
0.8342 |
0.8402 |
|
| S4 |
0.8269 |
0.8290 |
0.8387 |
|
|
| 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 |
0.8322 |
0.0147 |
1.7% |
0.0073 |
0.9% |
64% |
False |
False |
752 |
| 10 |
0.8550 |
0.8315 |
0.0235 |
2.8% |
0.0075 |
0.9% |
43% |
False |
False |
553 |
| 20 |
0.8562 |
0.8315 |
0.0247 |
2.9% |
0.0072 |
0.9% |
41% |
False |
False |
407 |
| 40 |
0.8646 |
0.8295 |
0.0351 |
4.2% |
0.0074 |
0.9% |
34% |
False |
False |
408 |
| 60 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0076 |
0.9% |
42% |
False |
False |
318 |
| 80 |
0.9310 |
0.8229 |
0.1081 |
12.8% |
0.0067 |
0.8% |
17% |
False |
False |
241 |
| 100 |
0.9489 |
0.8229 |
0.1260 |
15.0% |
0.0059 |
0.7% |
15% |
False |
False |
193 |
| 120 |
0.9674 |
0.8229 |
0.1445 |
17.2% |
0.0050 |
0.6% |
13% |
False |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8676 |
|
2.618 |
0.8591 |
|
1.618 |
0.8539 |
|
1.000 |
0.8507 |
|
0.618 |
0.8487 |
|
HIGH |
0.8455 |
|
0.618 |
0.8435 |
|
0.500 |
0.8429 |
|
0.382 |
0.8423 |
|
LOW |
0.8403 |
|
0.618 |
0.8371 |
|
1.000 |
0.8351 |
|
1.618 |
0.8319 |
|
2.618 |
0.8267 |
|
4.250 |
0.8182 |
|
|
| Fisher Pivots for day following 19-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8429 |
0.8429 |
| PP |
0.8425 |
0.8424 |
| S1 |
0.8420 |
0.8420 |
|