CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8306 |
0.8393 |
0.0087 |
1.0% |
0.8305 |
| High |
0.8388 |
0.8482 |
0.0094 |
1.1% |
0.8425 |
| Low |
0.8304 |
0.8388 |
0.0084 |
1.0% |
0.8295 |
| Close |
0.8380 |
0.8443 |
0.0063 |
0.8% |
0.8319 |
| Range |
0.0084 |
0.0094 |
0.0010 |
11.9% |
0.0130 |
| ATR |
0.0071 |
0.0073 |
0.0002 |
3.1% |
0.0000 |
| Volume |
51 |
225 |
174 |
341.2% |
535 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8720 |
0.8675 |
0.8495 |
|
| R3 |
0.8626 |
0.8581 |
0.8469 |
|
| R2 |
0.8532 |
0.8532 |
0.8460 |
|
| R1 |
0.8487 |
0.8487 |
0.8452 |
0.8510 |
| PP |
0.8438 |
0.8438 |
0.8438 |
0.8449 |
| S1 |
0.8393 |
0.8393 |
0.8434 |
0.8416 |
| S2 |
0.8344 |
0.8344 |
0.8426 |
|
| S3 |
0.8250 |
0.8299 |
0.8417 |
|
| S4 |
0.8156 |
0.8205 |
0.8391 |
|
|
| 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 |
0.8482 |
0.8295 |
0.0187 |
2.2% |
0.0078 |
0.9% |
79% |
True |
False |
160 |
| 10 |
0.8482 |
0.8295 |
0.0187 |
2.2% |
0.0053 |
0.6% |
79% |
True |
False |
176 |
| 20 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0082 |
1.0% |
49% |
False |
False |
211 |
| 40 |
0.8784 |
0.8229 |
0.0555 |
6.6% |
0.0063 |
0.7% |
39% |
False |
False |
116 |
| 60 |
0.9489 |
0.8229 |
0.1260 |
14.9% |
0.0054 |
0.6% |
17% |
False |
False |
79 |
| 80 |
0.9489 |
0.8229 |
0.1260 |
14.9% |
0.0044 |
0.5% |
17% |
False |
False |
60 |
| 100 |
0.9801 |
0.8229 |
0.1572 |
18.6% |
0.0037 |
0.4% |
14% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8882 |
|
2.618 |
0.8728 |
|
1.618 |
0.8634 |
|
1.000 |
0.8576 |
|
0.618 |
0.8540 |
|
HIGH |
0.8482 |
|
0.618 |
0.8446 |
|
0.500 |
0.8435 |
|
0.382 |
0.8424 |
|
LOW |
0.8388 |
|
0.618 |
0.8330 |
|
1.000 |
0.8294 |
|
1.618 |
0.8236 |
|
2.618 |
0.8142 |
|
4.250 |
0.7989 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8440 |
0.8425 |
| PP |
0.8438 |
0.8407 |
| S1 |
0.8435 |
0.8389 |
|