CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 24-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
0.8409 |
0.8419 |
0.0010 |
0.1% |
0.8440 |
High |
0.8428 |
0.8428 |
0.0000 |
0.0% |
0.8469 |
Low |
0.8393 |
0.8358 |
-0.0035 |
-0.4% |
0.8388 |
Close |
0.8423 |
0.8423 |
0.0000 |
0.0% |
0.8411 |
Range |
0.0035 |
0.0070 |
0.0035 |
100.0% |
0.0081 |
ATR |
0.0072 |
0.0072 |
0.0000 |
-0.2% |
0.0000 |
Volume |
539 |
258 |
-281 |
-52.1% |
1,610 |
|
Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8613 |
0.8588 |
0.8462 |
|
R3 |
0.8543 |
0.8518 |
0.8442 |
|
R2 |
0.8473 |
0.8473 |
0.8436 |
|
R1 |
0.8448 |
0.8448 |
0.8429 |
0.8461 |
PP |
0.8403 |
0.8403 |
0.8403 |
0.8409 |
S1 |
0.8378 |
0.8378 |
0.8417 |
0.8391 |
S2 |
0.8333 |
0.8333 |
0.8410 |
|
S3 |
0.8263 |
0.8308 |
0.8404 |
|
S4 |
0.8193 |
0.8238 |
0.8385 |
|
|
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 |
0.8464 |
0.8358 |
0.0106 |
1.3% |
0.0055 |
0.6% |
61% |
False |
True |
385 |
10 |
0.8469 |
0.8315 |
0.0154 |
1.8% |
0.0068 |
0.8% |
70% |
False |
False |
531 |
20 |
0.8562 |
0.8315 |
0.0247 |
2.9% |
0.0069 |
0.8% |
44% |
False |
False |
429 |
40 |
0.8646 |
0.8295 |
0.0351 |
4.2% |
0.0075 |
0.9% |
36% |
False |
False |
410 |
60 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0077 |
0.9% |
44% |
False |
False |
333 |
80 |
0.9246 |
0.8229 |
0.1017 |
12.1% |
0.0069 |
0.8% |
19% |
False |
False |
253 |
100 |
0.9489 |
0.8229 |
0.1260 |
15.0% |
0.0059 |
0.7% |
15% |
False |
False |
203 |
120 |
0.9566 |
0.8229 |
0.1337 |
15.9% |
0.0051 |
0.6% |
15% |
False |
False |
169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8726 |
2.618 |
0.8611 |
1.618 |
0.8541 |
1.000 |
0.8498 |
0.618 |
0.8471 |
HIGH |
0.8428 |
0.618 |
0.8401 |
0.500 |
0.8393 |
0.382 |
0.8385 |
LOW |
0.8358 |
0.618 |
0.8315 |
1.000 |
0.8288 |
1.618 |
0.8245 |
2.618 |
0.8175 |
4.250 |
0.8061 |
|
|
Fisher Pivots for day following 24-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8413 |
0.8419 |
PP |
0.8403 |
0.8415 |
S1 |
0.8393 |
0.8411 |
|