CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 05-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
0.8506 |
0.8532 |
0.0026 |
0.3% |
0.8488 |
High |
0.8559 |
0.8532 |
-0.0027 |
-0.3% |
0.8550 |
Low |
0.8506 |
0.8532 |
0.0026 |
0.3% |
0.8470 |
Close |
0.8548 |
0.8532 |
-0.0016 |
-0.2% |
0.8537 |
Range |
0.0053 |
0.0000 |
-0.0053 |
-100.0% |
0.0080 |
ATR |
0.0056 |
0.0053 |
-0.0003 |
-5.1% |
0.0000 |
Volume |
3 |
8 |
5 |
166.7% |
16 |
|
Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8532 |
0.8532 |
0.8532 |
|
R3 |
0.8532 |
0.8532 |
0.8532 |
|
R2 |
0.8532 |
0.8532 |
0.8532 |
|
R1 |
0.8532 |
0.8532 |
0.8532 |
0.8532 |
PP |
0.8532 |
0.8532 |
0.8532 |
0.8532 |
S1 |
0.8532 |
0.8532 |
0.8532 |
0.8532 |
S2 |
0.8532 |
0.8532 |
0.8532 |
|
S3 |
0.8532 |
0.8532 |
0.8532 |
|
S4 |
0.8532 |
0.8532 |
0.8532 |
|
|
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 |
0.8506 |
0.0053 |
0.6% |
0.0018 |
0.2% |
49% |
False |
False |
4 |
10 |
0.8559 |
0.8470 |
0.0089 |
1.0% |
0.0018 |
0.2% |
70% |
False |
False |
3 |
20 |
0.8640 |
0.8381 |
0.0259 |
3.0% |
0.0037 |
0.4% |
58% |
False |
False |
4 |
40 |
0.8640 |
0.8311 |
0.0329 |
3.9% |
0.0032 |
0.4% |
67% |
False |
False |
3 |
60 |
0.8803 |
0.8258 |
0.0545 |
6.4% |
0.0026 |
0.3% |
50% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8532 |
2.618 |
0.8532 |
1.618 |
0.8532 |
1.000 |
0.8532 |
0.618 |
0.8532 |
HIGH |
0.8532 |
0.618 |
0.8532 |
0.500 |
0.8532 |
0.382 |
0.8532 |
LOW |
0.8532 |
0.618 |
0.8532 |
1.000 |
0.8532 |
1.618 |
0.8532 |
2.618 |
0.8532 |
4.250 |
0.8532 |
|
|
Fisher Pivots for day following 05-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8532 |
0.8533 |
PP |
0.8532 |
0.8532 |
S1 |
0.8532 |
0.8532 |
|