CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 15-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8500 |
0.8529 |
0.0029 |
0.3% |
0.8306 |
High |
0.8628 |
0.8614 |
-0.0014 |
-0.2% |
0.8482 |
Low |
0.8500 |
0.8494 |
-0.0006 |
-0.1% |
0.8304 |
Close |
0.8541 |
0.8596 |
0.0055 |
0.6% |
0.8447 |
Range |
0.0128 |
0.0120 |
-0.0008 |
-6.3% |
0.0178 |
ATR |
0.0078 |
0.0081 |
0.0003 |
3.9% |
0.0000 |
Volume |
209 |
342 |
133 |
63.6% |
2,156 |
|
Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8928 |
0.8882 |
0.8662 |
|
R3 |
0.8808 |
0.8762 |
0.8629 |
|
R2 |
0.8688 |
0.8688 |
0.8618 |
|
R1 |
0.8642 |
0.8642 |
0.8607 |
0.8665 |
PP |
0.8568 |
0.8568 |
0.8568 |
0.8580 |
S1 |
0.8522 |
0.8522 |
0.8585 |
0.8545 |
S2 |
0.8448 |
0.8448 |
0.8574 |
|
S3 |
0.8328 |
0.8402 |
0.8563 |
|
S4 |
0.8208 |
0.8282 |
0.8530 |
|
|
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 |
0.8360 |
0.0268 |
3.1% |
0.0098 |
1.1% |
88% |
False |
False |
262 |
10 |
0.8628 |
0.8295 |
0.0333 |
3.9% |
0.0084 |
1.0% |
90% |
False |
False |
367 |
20 |
0.8628 |
0.8295 |
0.0333 |
3.9% |
0.0070 |
0.8% |
90% |
False |
False |
327 |
40 |
0.8670 |
0.8229 |
0.0441 |
5.1% |
0.0072 |
0.8% |
83% |
False |
False |
191 |
60 |
0.9401 |
0.8229 |
0.1172 |
13.6% |
0.0061 |
0.7% |
31% |
False |
False |
130 |
80 |
0.9489 |
0.8229 |
0.1260 |
14.7% |
0.0051 |
0.6% |
29% |
False |
False |
98 |
100 |
0.9674 |
0.8229 |
0.1445 |
16.8% |
0.0042 |
0.5% |
25% |
False |
False |
79 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9124 |
2.618 |
0.8928 |
1.618 |
0.8808 |
1.000 |
0.8734 |
0.618 |
0.8688 |
HIGH |
0.8614 |
0.618 |
0.8568 |
0.500 |
0.8554 |
0.382 |
0.8540 |
LOW |
0.8494 |
0.618 |
0.8420 |
1.000 |
0.8374 |
1.618 |
0.8300 |
2.618 |
0.8180 |
4.250 |
0.7984 |
|
|
Fisher Pivots for day following 15-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8582 |
0.8574 |
PP |
0.8568 |
0.8552 |
S1 |
0.8554 |
0.8530 |
|