CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 06-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
0.8532 |
0.8450 |
-0.0082 |
-1.0% |
0.8557 |
High |
0.8532 |
0.8450 |
-0.0082 |
-1.0% |
0.8559 |
Low |
0.8532 |
0.8412 |
-0.0120 |
-1.4% |
0.8412 |
Close |
0.8532 |
0.8420 |
-0.0112 |
-1.3% |
0.8420 |
Range |
0.0000 |
0.0038 |
0.0038 |
|
0.0147 |
ATR |
0.0053 |
0.0058 |
0.0005 |
9.0% |
0.0000 |
Volume |
8 |
8 |
0 |
0.0% |
29 |
|
Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8541 |
0.8519 |
0.8441 |
|
R3 |
0.8503 |
0.8481 |
0.8430 |
|
R2 |
0.8465 |
0.8465 |
0.8427 |
|
R1 |
0.8443 |
0.8443 |
0.8423 |
0.8435 |
PP |
0.8427 |
0.8427 |
0.8427 |
0.8424 |
S1 |
0.8405 |
0.8405 |
0.8417 |
0.8397 |
S2 |
0.8389 |
0.8389 |
0.8413 |
|
S3 |
0.8351 |
0.8367 |
0.8410 |
|
S4 |
0.8313 |
0.8329 |
0.8399 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8905 |
0.8809 |
0.8501 |
|
R3 |
0.8758 |
0.8662 |
0.8460 |
|
R2 |
0.8611 |
0.8611 |
0.8447 |
|
R1 |
0.8515 |
0.8515 |
0.8433 |
0.8490 |
PP |
0.8464 |
0.8464 |
0.8464 |
0.8451 |
S1 |
0.8368 |
0.8368 |
0.8407 |
0.8343 |
S2 |
0.8317 |
0.8317 |
0.8393 |
|
S3 |
0.8170 |
0.8221 |
0.8380 |
|
S4 |
0.8023 |
0.8074 |
0.8339 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8559 |
0.8412 |
0.0147 |
1.7% |
0.0022 |
0.3% |
5% |
False |
True |
5 |
10 |
0.8559 |
0.8412 |
0.0147 |
1.7% |
0.0017 |
0.2% |
5% |
False |
True |
4 |
20 |
0.8640 |
0.8412 |
0.0228 |
2.7% |
0.0038 |
0.5% |
4% |
False |
True |
4 |
40 |
0.8640 |
0.8311 |
0.0329 |
3.9% |
0.0033 |
0.4% |
33% |
False |
False |
3 |
60 |
0.8691 |
0.8258 |
0.0433 |
5.1% |
0.0026 |
0.3% |
37% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8612 |
2.618 |
0.8549 |
1.618 |
0.8511 |
1.000 |
0.8488 |
0.618 |
0.8473 |
HIGH |
0.8450 |
0.618 |
0.8435 |
0.500 |
0.8431 |
0.382 |
0.8427 |
LOW |
0.8412 |
0.618 |
0.8389 |
1.000 |
0.8374 |
1.618 |
0.8351 |
2.618 |
0.8313 |
4.250 |
0.8251 |
|
|
Fisher Pivots for day following 06-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8431 |
0.8486 |
PP |
0.8427 |
0.8464 |
S1 |
0.8424 |
0.8442 |
|