CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 20-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
0.8429 |
0.8424 |
-0.0005 |
-0.1% |
0.8457 |
High |
0.8429 |
0.8424 |
-0.0005 |
-0.1% |
0.8470 |
Low |
0.8429 |
0.8424 |
-0.0005 |
-0.1% |
0.8407 |
Close |
0.8429 |
0.8424 |
-0.0005 |
-0.1% |
0.8424 |
Range |
|
|
|
|
|
ATR |
0.0056 |
0.0052 |
-0.0004 |
-6.5% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
26 |
|
Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8424 |
0.8424 |
0.8424 |
|
R3 |
0.8424 |
0.8424 |
0.8424 |
|
R2 |
0.8424 |
0.8424 |
0.8424 |
|
R1 |
0.8424 |
0.8424 |
0.8424 |
0.8424 |
PP |
0.8424 |
0.8424 |
0.8424 |
0.8424 |
S1 |
0.8424 |
0.8424 |
0.8424 |
0.8424 |
S2 |
0.8424 |
0.8424 |
0.8424 |
|
S3 |
0.8424 |
0.8424 |
0.8424 |
|
S4 |
0.8424 |
0.8424 |
0.8424 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8623 |
0.8586 |
0.8459 |
|
R3 |
0.8560 |
0.8523 |
0.8441 |
|
R2 |
0.8497 |
0.8497 |
0.8436 |
|
R1 |
0.8460 |
0.8460 |
0.8430 |
0.8447 |
PP |
0.8434 |
0.8434 |
0.8434 |
0.8427 |
S1 |
0.8397 |
0.8397 |
0.8418 |
0.8384 |
S2 |
0.8371 |
0.8371 |
0.8412 |
|
S3 |
0.8308 |
0.8334 |
0.8407 |
|
S4 |
0.8245 |
0.8271 |
0.8389 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8470 |
0.8407 |
0.0063 |
0.7% |
0.0026 |
0.3% |
27% |
False |
False |
6 |
10 |
0.8472 |
0.8336 |
0.0136 |
1.6% |
0.0036 |
0.4% |
65% |
False |
False |
55 |
20 |
0.8559 |
0.8336 |
0.0223 |
2.6% |
0.0027 |
0.3% |
39% |
False |
False |
29 |
40 |
0.8640 |
0.8311 |
0.0329 |
3.9% |
0.0032 |
0.4% |
34% |
False |
False |
16 |
60 |
0.8640 |
0.8258 |
0.0382 |
4.5% |
0.0029 |
0.3% |
43% |
False |
False |
11 |
80 |
0.9322 |
0.8258 |
0.1064 |
12.6% |
0.0028 |
0.3% |
16% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8424 |
2.618 |
0.8424 |
1.618 |
0.8424 |
1.000 |
0.8424 |
0.618 |
0.8424 |
HIGH |
0.8424 |
0.618 |
0.8424 |
0.500 |
0.8424 |
0.382 |
0.8424 |
LOW |
0.8424 |
0.618 |
0.8424 |
1.000 |
0.8424 |
1.618 |
0.8424 |
2.618 |
0.8424 |
4.250 |
0.8424 |
|
|
Fisher Pivots for day following 20-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8424 |
0.8429 |
PP |
0.8424 |
0.8427 |
S1 |
0.8424 |
0.8426 |
|