CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 05-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8333 |
0.8306 |
-0.0027 |
-0.3% |
0.8305 |
High |
0.8357 |
0.8388 |
0.0031 |
0.4% |
0.8425 |
Low |
0.8295 |
0.8304 |
0.0009 |
0.1% |
0.8295 |
Close |
0.8319 |
0.8380 |
0.0061 |
0.7% |
0.8319 |
Range |
0.0062 |
0.0084 |
0.0022 |
35.5% |
0.0130 |
ATR |
0.0070 |
0.0071 |
0.0001 |
1.4% |
0.0000 |
Volume |
322 |
51 |
-271 |
-84.2% |
535 |
|
Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8609 |
0.8579 |
0.8426 |
|
R3 |
0.8525 |
0.8495 |
0.8403 |
|
R2 |
0.8441 |
0.8441 |
0.8395 |
|
R1 |
0.8411 |
0.8411 |
0.8388 |
0.8426 |
PP |
0.8357 |
0.8357 |
0.8357 |
0.8365 |
S1 |
0.8327 |
0.8327 |
0.8372 |
0.8342 |
S2 |
0.8273 |
0.8273 |
0.8365 |
|
S3 |
0.8189 |
0.8243 |
0.8357 |
|
S4 |
0.8105 |
0.8159 |
0.8334 |
|
|
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% |
0.0065 |
0.8% |
65% |
False |
False |
117 |
10 |
0.8427 |
0.8295 |
0.0132 |
1.6% |
0.0049 |
0.6% |
64% |
False |
False |
158 |
20 |
0.8670 |
0.8229 |
0.0441 |
5.3% |
0.0084 |
1.0% |
34% |
False |
False |
203 |
40 |
0.8784 |
0.8229 |
0.0555 |
6.6% |
0.0062 |
0.7% |
27% |
False |
False |
110 |
60 |
0.9489 |
0.8229 |
0.1260 |
15.0% |
0.0052 |
0.6% |
12% |
False |
False |
75 |
80 |
0.9489 |
0.8229 |
0.1260 |
15.0% |
0.0043 |
0.5% |
12% |
False |
False |
57 |
100 |
0.9801 |
0.8229 |
0.1572 |
18.8% |
0.0036 |
0.4% |
10% |
False |
False |
46 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8745 |
2.618 |
0.8608 |
1.618 |
0.8524 |
1.000 |
0.8472 |
0.618 |
0.8440 |
HIGH |
0.8388 |
0.618 |
0.8356 |
0.500 |
0.8346 |
0.382 |
0.8336 |
LOW |
0.8304 |
0.618 |
0.8252 |
1.000 |
0.8220 |
1.618 |
0.8168 |
2.618 |
0.8084 |
4.250 |
0.7947 |
|
|
Fisher Pivots for day following 05-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8369 |
0.8367 |
PP |
0.8357 |
0.8355 |
S1 |
0.8346 |
0.8342 |
|