CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 27-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8412 |
0.8386 |
-0.0026 |
-0.3% |
0.8409 |
| High |
0.8435 |
0.8406 |
-0.0029 |
-0.3% |
0.8441 |
| Low |
0.8379 |
0.8359 |
-0.0020 |
-0.2% |
0.8358 |
| Close |
0.8385 |
0.8364 |
-0.0021 |
-0.3% |
0.8364 |
| Range |
0.0056 |
0.0047 |
-0.0009 |
-16.1% |
0.0083 |
| ATR |
0.0068 |
0.0067 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
3,078 |
795 |
-2,283 |
-74.2% |
5,663 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8517 |
0.8488 |
0.8390 |
|
| R3 |
0.8470 |
0.8441 |
0.8377 |
|
| R2 |
0.8423 |
0.8423 |
0.8373 |
|
| R1 |
0.8394 |
0.8394 |
0.8368 |
0.8385 |
| PP |
0.8376 |
0.8376 |
0.8376 |
0.8372 |
| S1 |
0.8347 |
0.8347 |
0.8360 |
0.8338 |
| S2 |
0.8329 |
0.8329 |
0.8355 |
|
| S3 |
0.8282 |
0.8300 |
0.8351 |
|
| S4 |
0.8235 |
0.8253 |
0.8338 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8637 |
0.8583 |
0.8410 |
|
| R3 |
0.8554 |
0.8500 |
0.8387 |
|
| R2 |
0.8471 |
0.8471 |
0.8379 |
|
| R1 |
0.8417 |
0.8417 |
0.8372 |
0.8403 |
| PP |
0.8388 |
0.8388 |
0.8388 |
0.8380 |
| S1 |
0.8334 |
0.8334 |
0.8356 |
0.8320 |
| S2 |
0.8305 |
0.8305 |
0.8349 |
|
| S3 |
0.8222 |
0.8251 |
0.8341 |
|
| S4 |
0.8139 |
0.8168 |
0.8318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8441 |
0.8358 |
0.0083 |
1.0% |
0.0048 |
0.6% |
7% |
False |
False |
1,132 |
| 10 |
0.8469 |
0.8358 |
0.0111 |
1.3% |
0.0054 |
0.6% |
5% |
False |
False |
832 |
| 20 |
0.8562 |
0.8315 |
0.0247 |
3.0% |
0.0064 |
0.8% |
20% |
False |
False |
637 |
| 40 |
0.8646 |
0.8295 |
0.0351 |
4.2% |
0.0075 |
0.9% |
20% |
False |
False |
528 |
| 60 |
0.8670 |
0.8229 |
0.0441 |
5.3% |
0.0077 |
0.9% |
31% |
False |
False |
413 |
| 80 |
0.8866 |
0.8229 |
0.0637 |
7.6% |
0.0069 |
0.8% |
21% |
False |
False |
313 |
| 100 |
0.9489 |
0.8229 |
0.1260 |
15.1% |
0.0060 |
0.7% |
11% |
False |
False |
251 |
| 120 |
0.9494 |
0.8229 |
0.1265 |
15.1% |
0.0052 |
0.6% |
11% |
False |
False |
210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8606 |
|
2.618 |
0.8529 |
|
1.618 |
0.8482 |
|
1.000 |
0.8453 |
|
0.618 |
0.8435 |
|
HIGH |
0.8406 |
|
0.618 |
0.8388 |
|
0.500 |
0.8383 |
|
0.382 |
0.8377 |
|
LOW |
0.8359 |
|
0.618 |
0.8330 |
|
1.000 |
0.8312 |
|
1.618 |
0.8283 |
|
2.618 |
0.8236 |
|
4.250 |
0.8159 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8383 |
0.8400 |
| PP |
0.8376 |
0.8388 |
| S1 |
0.8370 |
0.8376 |
|