CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 20-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8436 |
0.8413 |
-0.0023 |
-0.3% |
0.8440 |
| High |
0.8455 |
0.8464 |
0.0009 |
0.1% |
0.8469 |
| Low |
0.8403 |
0.8403 |
0.0000 |
0.0% |
0.8388 |
| Close |
0.8416 |
0.8411 |
-0.0005 |
-0.1% |
0.8411 |
| Range |
0.0052 |
0.0061 |
0.0009 |
17.3% |
0.0081 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
230 |
178 |
-52 |
-22.6% |
1,610 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8609 |
0.8571 |
0.8445 |
|
| R3 |
0.8548 |
0.8510 |
0.8428 |
|
| R2 |
0.8487 |
0.8487 |
0.8422 |
|
| R1 |
0.8449 |
0.8449 |
0.8417 |
0.8438 |
| PP |
0.8426 |
0.8426 |
0.8426 |
0.8420 |
| S1 |
0.8388 |
0.8388 |
0.8405 |
0.8377 |
| S2 |
0.8365 |
0.8365 |
0.8400 |
|
| S3 |
0.8304 |
0.8327 |
0.8394 |
|
| S4 |
0.8243 |
0.8266 |
0.8377 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8666 |
0.8619 |
0.8456 |
|
| R3 |
0.8585 |
0.8538 |
0.8433 |
|
| R2 |
0.8504 |
0.8504 |
0.8426 |
|
| R1 |
0.8457 |
0.8457 |
0.8418 |
0.8440 |
| PP |
0.8423 |
0.8423 |
0.8423 |
0.8414 |
| S1 |
0.8376 |
0.8376 |
0.8404 |
0.8359 |
| S2 |
0.8342 |
0.8342 |
0.8396 |
|
| S3 |
0.8261 |
0.8295 |
0.8389 |
|
| S4 |
0.8180 |
0.8214 |
0.8366 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8469 |
0.8388 |
0.0081 |
1.0% |
0.0060 |
0.7% |
28% |
False |
False |
533 |
| 10 |
0.8545 |
0.8315 |
0.0230 |
2.7% |
0.0078 |
0.9% |
42% |
False |
False |
513 |
| 20 |
0.8562 |
0.8315 |
0.0247 |
2.9% |
0.0071 |
0.8% |
39% |
False |
False |
407 |
| 40 |
0.8646 |
0.8295 |
0.0351 |
4.2% |
0.0074 |
0.9% |
33% |
False |
False |
402 |
| 60 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0077 |
0.9% |
41% |
False |
False |
321 |
| 80 |
0.9310 |
0.8229 |
0.1081 |
12.9% |
0.0068 |
0.8% |
17% |
False |
False |
243 |
| 100 |
0.9489 |
0.8229 |
0.1260 |
15.0% |
0.0058 |
0.7% |
14% |
False |
False |
195 |
| 120 |
0.9662 |
0.8229 |
0.1433 |
17.0% |
0.0051 |
0.6% |
13% |
False |
False |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8723 |
|
2.618 |
0.8624 |
|
1.618 |
0.8563 |
|
1.000 |
0.8525 |
|
0.618 |
0.8502 |
|
HIGH |
0.8464 |
|
0.618 |
0.8441 |
|
0.500 |
0.8434 |
|
0.382 |
0.8426 |
|
LOW |
0.8403 |
|
0.618 |
0.8365 |
|
1.000 |
0.8342 |
|
1.618 |
0.8304 |
|
2.618 |
0.8243 |
|
4.250 |
0.8144 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8434 |
0.8427 |
| PP |
0.8426 |
0.8422 |
| S1 |
0.8419 |
0.8416 |
|