CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 14-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8461 |
0.8500 |
0.0039 |
0.5% |
0.8306 |
| High |
0.8508 |
0.8628 |
0.0120 |
1.4% |
0.8482 |
| Low |
0.8431 |
0.8500 |
0.0069 |
0.8% |
0.8304 |
| Close |
0.8508 |
0.8541 |
0.0033 |
0.4% |
0.8447 |
| Range |
0.0077 |
0.0128 |
0.0051 |
66.2% |
0.0178 |
| ATR |
0.0074 |
0.0078 |
0.0004 |
5.2% |
0.0000 |
| Volume |
123 |
209 |
86 |
69.9% |
2,156 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8940 |
0.8869 |
0.8611 |
|
| R3 |
0.8812 |
0.8741 |
0.8576 |
|
| R2 |
0.8684 |
0.8684 |
0.8564 |
|
| R1 |
0.8613 |
0.8613 |
0.8553 |
0.8649 |
| PP |
0.8556 |
0.8556 |
0.8556 |
0.8574 |
| S1 |
0.8485 |
0.8485 |
0.8529 |
0.8521 |
| S2 |
0.8428 |
0.8428 |
0.8518 |
|
| S3 |
0.8300 |
0.8357 |
0.8506 |
|
| S4 |
0.8172 |
0.8229 |
0.8471 |
|
|
| 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 |
0.8628 |
0.8359 |
0.0269 |
3.1% |
0.0082 |
1.0% |
68% |
True |
False |
337 |
| 10 |
0.8628 |
0.8295 |
0.0333 |
3.9% |
0.0075 |
0.9% |
74% |
True |
False |
345 |
| 20 |
0.8670 |
0.8295 |
0.0375 |
4.4% |
0.0073 |
0.9% |
66% |
False |
False |
315 |
| 40 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0069 |
0.8% |
71% |
False |
False |
183 |
| 60 |
0.9401 |
0.8229 |
0.1172 |
13.7% |
0.0059 |
0.7% |
27% |
False |
False |
124 |
| 80 |
0.9489 |
0.8229 |
0.1260 |
14.8% |
0.0049 |
0.6% |
25% |
False |
False |
94 |
| 100 |
0.9674 |
0.8229 |
0.1445 |
16.9% |
0.0041 |
0.5% |
22% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9172 |
|
2.618 |
0.8963 |
|
1.618 |
0.8835 |
|
1.000 |
0.8756 |
|
0.618 |
0.8707 |
|
HIGH |
0.8628 |
|
0.618 |
0.8579 |
|
0.500 |
0.8564 |
|
0.382 |
0.8549 |
|
LOW |
0.8500 |
|
0.618 |
0.8421 |
|
1.000 |
0.8372 |
|
1.618 |
0.8293 |
|
2.618 |
0.8165 |
|
4.250 |
0.7956 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8564 |
0.8532 |
| PP |
0.8556 |
0.8523 |
| S1 |
0.8549 |
0.8515 |
|