CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 02-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8367 |
0.8333 |
-0.0034 |
-0.4% |
0.8305 |
| High |
0.8389 |
0.8357 |
-0.0032 |
-0.4% |
0.8425 |
| Low |
0.8354 |
0.8295 |
-0.0059 |
-0.7% |
0.8295 |
| Close |
0.8357 |
0.8319 |
-0.0038 |
-0.5% |
0.8319 |
| Range |
0.0035 |
0.0062 |
0.0027 |
77.1% |
0.0130 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
126 |
322 |
196 |
155.6% |
535 |
|
| Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8510 |
0.8476 |
0.8353 |
|
| R3 |
0.8448 |
0.8414 |
0.8336 |
|
| R2 |
0.8386 |
0.8386 |
0.8330 |
|
| R1 |
0.8352 |
0.8352 |
0.8325 |
0.8338 |
| PP |
0.8324 |
0.8324 |
0.8324 |
0.8317 |
| S1 |
0.8290 |
0.8290 |
0.8313 |
0.8276 |
| S2 |
0.8262 |
0.8262 |
0.8308 |
|
| S3 |
0.8200 |
0.8228 |
0.8302 |
|
| S4 |
0.8138 |
0.8166 |
0.8285 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8736 |
0.8658 |
0.8391 |
|
| R3 |
0.8606 |
0.8528 |
0.8355 |
|
| R2 |
0.8476 |
0.8476 |
0.8343 |
|
| R1 |
0.8398 |
0.8398 |
0.8331 |
0.8437 |
| PP |
0.8346 |
0.8346 |
0.8346 |
0.8366 |
| S1 |
0.8268 |
0.8268 |
0.8307 |
0.8307 |
| S2 |
0.8216 |
0.8216 |
0.8295 |
|
| S3 |
0.8086 |
0.8138 |
0.8283 |
|
| S4 |
0.7956 |
0.8008 |
0.8248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8425 |
0.8295 |
0.0130 |
1.6% |
0.0050 |
0.6% |
18% |
False |
True |
118 |
| 10 |
0.8463 |
0.8295 |
0.0168 |
2.0% |
0.0047 |
0.6% |
14% |
False |
True |
271 |
| 20 |
0.8670 |
0.8229 |
0.0441 |
5.3% |
0.0082 |
1.0% |
20% |
False |
False |
202 |
| 40 |
0.8812 |
0.8229 |
0.0583 |
7.0% |
0.0061 |
0.7% |
15% |
False |
False |
109 |
| 60 |
0.9489 |
0.8229 |
0.1260 |
15.1% |
0.0052 |
0.6% |
7% |
False |
False |
74 |
| 80 |
0.9489 |
0.8229 |
0.1260 |
15.1% |
0.0042 |
0.5% |
7% |
False |
False |
56 |
| 100 |
0.9814 |
0.8229 |
0.1585 |
19.1% |
0.0035 |
0.4% |
6% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8621 |
|
2.618 |
0.8519 |
|
1.618 |
0.8457 |
|
1.000 |
0.8419 |
|
0.618 |
0.8395 |
|
HIGH |
0.8357 |
|
0.618 |
0.8333 |
|
0.500 |
0.8326 |
|
0.382 |
0.8319 |
|
LOW |
0.8295 |
|
0.618 |
0.8257 |
|
1.000 |
0.8233 |
|
1.618 |
0.8195 |
|
2.618 |
0.8133 |
|
4.250 |
0.8032 |
|
|
| Fisher Pivots for day following 02-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8326 |
0.8360 |
| PP |
0.8324 |
0.8346 |
| S1 |
0.8321 |
0.8333 |
|