CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 26-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
0.8438 |
0.8400 |
-0.0038 |
-0.5% |
0.8457 |
High |
0.8438 |
0.8400 |
-0.0038 |
-0.5% |
0.8470 |
Low |
0.8438 |
0.8397 |
-0.0041 |
-0.5% |
0.8407 |
Close |
0.8438 |
0.8398 |
-0.0040 |
-0.5% |
0.8424 |
Range |
0.0000 |
0.0003 |
0.0003 |
|
0.0063 |
ATR |
0.0046 |
0.0046 |
0.0000 |
-0.8% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
26 |
|
Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8407 |
0.8406 |
0.8400 |
|
R3 |
0.8404 |
0.8403 |
0.8399 |
|
R2 |
0.8401 |
0.8401 |
0.8399 |
|
R1 |
0.8400 |
0.8400 |
0.8398 |
0.8399 |
PP |
0.8398 |
0.8398 |
0.8398 |
0.8398 |
S1 |
0.8397 |
0.8397 |
0.8398 |
0.8396 |
S2 |
0.8395 |
0.8395 |
0.8397 |
|
S3 |
0.8392 |
0.8394 |
0.8397 |
|
S4 |
0.8389 |
0.8391 |
0.8396 |
|
|
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 |
0.8438 |
0.8397 |
0.0041 |
0.5% |
0.0014 |
0.2% |
2% |
False |
True |
2 |
10 |
0.8470 |
0.8336 |
0.0134 |
1.6% |
0.0030 |
0.4% |
46% |
False |
False |
4 |
20 |
0.8559 |
0.8336 |
0.0223 |
2.7% |
0.0026 |
0.3% |
28% |
False |
False |
29 |
40 |
0.8640 |
0.8332 |
0.0308 |
3.7% |
0.0032 |
0.4% |
21% |
False |
False |
16 |
60 |
0.8640 |
0.8258 |
0.0382 |
4.5% |
0.0030 |
0.4% |
37% |
False |
False |
11 |
80 |
0.8942 |
0.8258 |
0.0684 |
8.1% |
0.0028 |
0.3% |
20% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8413 |
2.618 |
0.8408 |
1.618 |
0.8405 |
1.000 |
0.8403 |
0.618 |
0.8402 |
HIGH |
0.8400 |
0.618 |
0.8399 |
0.500 |
0.8399 |
0.382 |
0.8398 |
LOW |
0.8397 |
0.618 |
0.8395 |
1.000 |
0.8394 |
1.618 |
0.8392 |
2.618 |
0.8389 |
4.250 |
0.8384 |
|
|
Fisher Pivots for day following 26-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8399 |
0.8418 |
PP |
0.8398 |
0.8411 |
S1 |
0.8398 |
0.8405 |
|