CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 04-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
0.8548 |
0.8506 |
-0.0042 |
-0.5% |
0.8488 |
High |
0.8550 |
0.8559 |
0.0009 |
0.1% |
0.8550 |
Low |
0.8530 |
0.8506 |
-0.0024 |
-0.3% |
0.8470 |
Close |
0.8530 |
0.8548 |
0.0018 |
0.2% |
0.8537 |
Range |
0.0020 |
0.0053 |
0.0033 |
165.0% |
0.0080 |
ATR |
0.0056 |
0.0056 |
0.0000 |
-0.4% |
0.0000 |
Volume |
2 |
3 |
1 |
50.0% |
16 |
|
Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8697 |
0.8675 |
0.8577 |
|
R3 |
0.8644 |
0.8622 |
0.8563 |
|
R2 |
0.8591 |
0.8591 |
0.8558 |
|
R1 |
0.8569 |
0.8569 |
0.8553 |
0.8580 |
PP |
0.8538 |
0.8538 |
0.8538 |
0.8543 |
S1 |
0.8516 |
0.8516 |
0.8543 |
0.8527 |
S2 |
0.8485 |
0.8485 |
0.8538 |
|
S3 |
0.8432 |
0.8463 |
0.8533 |
|
S4 |
0.8379 |
0.8410 |
0.8519 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8759 |
0.8728 |
0.8581 |
|
R3 |
0.8679 |
0.8648 |
0.8559 |
|
R2 |
0.8599 |
0.8599 |
0.8552 |
|
R1 |
0.8568 |
0.8568 |
0.8544 |
0.8584 |
PP |
0.8519 |
0.8519 |
0.8519 |
0.8527 |
S1 |
0.8488 |
0.8488 |
0.8530 |
0.8504 |
S2 |
0.8439 |
0.8439 |
0.8522 |
|
S3 |
0.8359 |
0.8408 |
0.8515 |
|
S4 |
0.8279 |
0.8328 |
0.8493 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8559 |
0.8474 |
0.0085 |
1.0% |
0.0018 |
0.2% |
87% |
True |
False |
3 |
10 |
0.8559 |
0.8470 |
0.0089 |
1.0% |
0.0019 |
0.2% |
88% |
True |
False |
3 |
20 |
0.8640 |
0.8381 |
0.0259 |
3.0% |
0.0037 |
0.4% |
64% |
False |
False |
4 |
40 |
0.8640 |
0.8258 |
0.0382 |
4.5% |
0.0034 |
0.4% |
76% |
False |
False |
3 |
60 |
0.8803 |
0.8258 |
0.0545 |
6.4% |
0.0027 |
0.3% |
53% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8784 |
2.618 |
0.8698 |
1.618 |
0.8645 |
1.000 |
0.8612 |
0.618 |
0.8592 |
HIGH |
0.8559 |
0.618 |
0.8539 |
0.500 |
0.8533 |
0.382 |
0.8526 |
LOW |
0.8506 |
0.618 |
0.8473 |
1.000 |
0.8453 |
1.618 |
0.8420 |
2.618 |
0.8367 |
4.250 |
0.8281 |
|
|
Fisher Pivots for day following 04-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8543 |
0.8543 |
PP |
0.8538 |
0.8538 |
S1 |
0.8533 |
0.8533 |
|