CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 12-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8361 |
0.8466 |
0.0105 |
1.3% |
0.8306 |
High |
0.8452 |
0.8475 |
0.0023 |
0.3% |
0.8482 |
Low |
0.8360 |
0.8401 |
0.0041 |
0.5% |
0.8304 |
Close |
0.8447 |
0.8464 |
0.0017 |
0.2% |
0.8447 |
Range |
0.0092 |
0.0074 |
-0.0018 |
-19.6% |
0.0178 |
ATR |
0.0074 |
0.0074 |
0.0000 |
0.0% |
0.0000 |
Volume |
119 |
519 |
400 |
336.1% |
2,156 |
|
Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8669 |
0.8640 |
0.8505 |
|
R3 |
0.8595 |
0.8566 |
0.8484 |
|
R2 |
0.8521 |
0.8521 |
0.8478 |
|
R1 |
0.8492 |
0.8492 |
0.8471 |
0.8470 |
PP |
0.8447 |
0.8447 |
0.8447 |
0.8435 |
S1 |
0.8418 |
0.8418 |
0.8457 |
0.8396 |
S2 |
0.8373 |
0.8373 |
0.8450 |
|
S3 |
0.8299 |
0.8344 |
0.8444 |
|
S4 |
0.8225 |
0.8270 |
0.8423 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8945 |
0.8874 |
0.8545 |
|
R3 |
0.8767 |
0.8696 |
0.8496 |
|
R2 |
0.8589 |
0.8589 |
0.8480 |
|
R1 |
0.8518 |
0.8518 |
0.8463 |
0.8554 |
PP |
0.8411 |
0.8411 |
0.8411 |
0.8429 |
S1 |
0.8340 |
0.8340 |
0.8431 |
0.8376 |
S2 |
0.8233 |
0.8233 |
0.8414 |
|
S3 |
0.8055 |
0.8162 |
0.8398 |
|
S4 |
0.7877 |
0.7984 |
0.8349 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8482 |
0.8359 |
0.0123 |
1.5% |
0.0074 |
0.9% |
85% |
False |
False |
524 |
10 |
0.8482 |
0.8295 |
0.0187 |
2.2% |
0.0070 |
0.8% |
90% |
False |
False |
321 |
20 |
0.8670 |
0.8295 |
0.0375 |
4.4% |
0.0069 |
0.8% |
45% |
False |
False |
302 |
40 |
0.8671 |
0.8229 |
0.0442 |
5.2% |
0.0065 |
0.8% |
53% |
False |
False |
175 |
60 |
0.9489 |
0.8229 |
0.1260 |
14.9% |
0.0056 |
0.7% |
19% |
False |
False |
119 |
80 |
0.9489 |
0.8229 |
0.1260 |
14.9% |
0.0047 |
0.6% |
19% |
False |
False |
89 |
100 |
0.9703 |
0.8229 |
0.1474 |
17.4% |
0.0039 |
0.5% |
16% |
False |
False |
72 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8790 |
2.618 |
0.8669 |
1.618 |
0.8595 |
1.000 |
0.8549 |
0.618 |
0.8521 |
HIGH |
0.8475 |
0.618 |
0.8447 |
0.500 |
0.8438 |
0.382 |
0.8429 |
LOW |
0.8401 |
0.618 |
0.8355 |
1.000 |
0.8327 |
1.618 |
0.8281 |
2.618 |
0.8207 |
4.250 |
0.8087 |
|
|
Fisher Pivots for day following 12-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8455 |
0.8448 |
PP |
0.8447 |
0.8433 |
S1 |
0.8438 |
0.8417 |
|