CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 08-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8442 |
0.8394 |
-0.0048 |
-0.6% |
0.8305 |
| High |
0.8442 |
0.8399 |
-0.0043 |
-0.5% |
0.8425 |
| Low |
0.8374 |
0.8359 |
-0.0015 |
-0.2% |
0.8295 |
| Close |
0.8420 |
0.8368 |
-0.0052 |
-0.6% |
0.8319 |
| Range |
0.0068 |
0.0040 |
-0.0028 |
-41.2% |
0.0130 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
1,044 |
717 |
-327 |
-31.3% |
535 |
|
| Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8495 |
0.8472 |
0.8390 |
|
| R3 |
0.8455 |
0.8432 |
0.8379 |
|
| R2 |
0.8415 |
0.8415 |
0.8375 |
|
| R1 |
0.8392 |
0.8392 |
0.8372 |
0.8384 |
| PP |
0.8375 |
0.8375 |
0.8375 |
0.8371 |
| S1 |
0.8352 |
0.8352 |
0.8364 |
0.8344 |
| S2 |
0.8335 |
0.8335 |
0.8361 |
|
| S3 |
0.8295 |
0.8312 |
0.8357 |
|
| S4 |
0.8255 |
0.8272 |
0.8346 |
|
|
| 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% |
0.0070 |
0.8% |
39% |
False |
False |
471 |
| 10 |
0.8482 |
0.8295 |
0.0187 |
2.2% |
0.0055 |
0.7% |
39% |
False |
False |
301 |
| 20 |
0.8670 |
0.8295 |
0.0375 |
4.5% |
0.0074 |
0.9% |
19% |
False |
False |
285 |
| 40 |
0.8719 |
0.8229 |
0.0490 |
5.9% |
0.0062 |
0.7% |
28% |
False |
False |
159 |
| 60 |
0.9489 |
0.8229 |
0.1260 |
15.1% |
0.0056 |
0.7% |
11% |
False |
False |
108 |
| 80 |
0.9489 |
0.8229 |
0.1260 |
15.1% |
0.0045 |
0.5% |
11% |
False |
False |
82 |
| 100 |
0.9776 |
0.8229 |
0.1547 |
18.5% |
0.0037 |
0.4% |
9% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8569 |
|
2.618 |
0.8504 |
|
1.618 |
0.8464 |
|
1.000 |
0.8439 |
|
0.618 |
0.8424 |
|
HIGH |
0.8399 |
|
0.618 |
0.8384 |
|
0.500 |
0.8379 |
|
0.382 |
0.8374 |
|
LOW |
0.8359 |
|
0.618 |
0.8334 |
|
1.000 |
0.8319 |
|
1.618 |
0.8294 |
|
2.618 |
0.8254 |
|
4.250 |
0.8189 |
|
|
| Fisher Pivots for day following 08-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8379 |
0.8421 |
| PP |
0.8375 |
0.8403 |
| S1 |
0.8372 |
0.8386 |
|