CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8466 |
0.8461 |
-0.0005 |
-0.1% |
0.8306 |
| High |
0.8475 |
0.8508 |
0.0033 |
0.4% |
0.8482 |
| Low |
0.8401 |
0.8431 |
0.0030 |
0.4% |
0.8304 |
| Close |
0.8464 |
0.8508 |
0.0044 |
0.5% |
0.8447 |
| Range |
0.0074 |
0.0077 |
0.0003 |
4.1% |
0.0178 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.3% |
0.0000 |
| Volume |
519 |
123 |
-396 |
-76.3% |
2,156 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8713 |
0.8688 |
0.8550 |
|
| R3 |
0.8636 |
0.8611 |
0.8529 |
|
| R2 |
0.8559 |
0.8559 |
0.8522 |
|
| R1 |
0.8534 |
0.8534 |
0.8515 |
0.8547 |
| PP |
0.8482 |
0.8482 |
0.8482 |
0.8489 |
| S1 |
0.8457 |
0.8457 |
0.8501 |
0.8470 |
| S2 |
0.8405 |
0.8405 |
0.8494 |
|
| S3 |
0.8328 |
0.8380 |
0.8487 |
|
| S4 |
0.8251 |
0.8303 |
0.8466 |
|
|
| 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 |
0.8508 |
0.8359 |
0.0149 |
1.8% |
0.0070 |
0.8% |
100% |
True |
False |
504 |
| 10 |
0.8508 |
0.8295 |
0.0213 |
2.5% |
0.0074 |
0.9% |
100% |
True |
False |
332 |
| 20 |
0.8670 |
0.8295 |
0.0375 |
4.4% |
0.0071 |
0.8% |
57% |
False |
False |
307 |
| 40 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0066 |
0.8% |
63% |
False |
False |
178 |
| 60 |
0.9401 |
0.8229 |
0.1172 |
13.8% |
0.0057 |
0.7% |
24% |
False |
False |
121 |
| 80 |
0.9489 |
0.8229 |
0.1260 |
14.8% |
0.0048 |
0.6% |
22% |
False |
False |
91 |
| 100 |
0.9676 |
0.8229 |
0.1447 |
17.0% |
0.0040 |
0.5% |
19% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8835 |
|
2.618 |
0.8710 |
|
1.618 |
0.8633 |
|
1.000 |
0.8585 |
|
0.618 |
0.8556 |
|
HIGH |
0.8508 |
|
0.618 |
0.8479 |
|
0.500 |
0.8470 |
|
0.382 |
0.8460 |
|
LOW |
0.8431 |
|
0.618 |
0.8383 |
|
1.000 |
0.8354 |
|
1.618 |
0.8306 |
|
2.618 |
0.8229 |
|
4.250 |
0.8104 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8495 |
0.8483 |
| PP |
0.8482 |
0.8459 |
| S1 |
0.8470 |
0.8434 |
|