CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 25-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
0.8419 |
0.8419 |
0.0000 |
0.0% |
0.8440 |
High |
0.8428 |
0.8441 |
0.0013 |
0.2% |
0.8469 |
Low |
0.8358 |
0.8409 |
0.0051 |
0.6% |
0.8388 |
Close |
0.8423 |
0.8425 |
0.0002 |
0.0% |
0.8411 |
Range |
0.0070 |
0.0032 |
-0.0038 |
-54.3% |
0.0081 |
ATR |
0.0072 |
0.0069 |
-0.0003 |
-4.0% |
0.0000 |
Volume |
258 |
993 |
735 |
284.9% |
1,610 |
|
Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8521 |
0.8505 |
0.8443 |
|
R3 |
0.8489 |
0.8473 |
0.8434 |
|
R2 |
0.8457 |
0.8457 |
0.8431 |
|
R1 |
0.8441 |
0.8441 |
0.8428 |
0.8449 |
PP |
0.8425 |
0.8425 |
0.8425 |
0.8429 |
S1 |
0.8409 |
0.8409 |
0.8422 |
0.8417 |
S2 |
0.8393 |
0.8393 |
0.8419 |
|
S3 |
0.8361 |
0.8377 |
0.8416 |
|
S4 |
0.8329 |
0.8345 |
0.8407 |
|
|
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% |
0.0050 |
0.6% |
63% |
False |
False |
439 |
10 |
0.8469 |
0.8315 |
0.0154 |
1.8% |
0.0063 |
0.8% |
71% |
False |
False |
603 |
20 |
0.8562 |
0.8315 |
0.0247 |
2.9% |
0.0066 |
0.8% |
45% |
False |
False |
469 |
40 |
0.8646 |
0.8295 |
0.0351 |
4.2% |
0.0076 |
0.9% |
37% |
False |
False |
433 |
60 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0078 |
0.9% |
44% |
False |
False |
350 |
80 |
0.9190 |
0.8229 |
0.0961 |
11.4% |
0.0069 |
0.8% |
20% |
False |
False |
265 |
100 |
0.9489 |
0.8229 |
0.1260 |
15.0% |
0.0059 |
0.7% |
16% |
False |
False |
213 |
120 |
0.9553 |
0.8229 |
0.1324 |
15.7% |
0.0051 |
0.6% |
15% |
False |
False |
178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8577 |
2.618 |
0.8525 |
1.618 |
0.8493 |
1.000 |
0.8473 |
0.618 |
0.8461 |
HIGH |
0.8441 |
0.618 |
0.8429 |
0.500 |
0.8425 |
0.382 |
0.8421 |
LOW |
0.8409 |
0.618 |
0.8389 |
1.000 |
0.8377 |
1.618 |
0.8357 |
2.618 |
0.8325 |
4.250 |
0.8273 |
|
|
Fisher Pivots for day following 25-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8425 |
0.8417 |
PP |
0.8425 |
0.8408 |
S1 |
0.8425 |
0.8400 |
|