CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 20-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8615 |
0.8530 |
-0.0085 |
-1.0% |
0.8466 |
| High |
0.8646 |
0.8560 |
-0.0086 |
-1.0% |
0.8646 |
| Low |
0.8510 |
0.8430 |
-0.0080 |
-0.9% |
0.8401 |
| Close |
0.8527 |
0.8431 |
-0.0096 |
-1.1% |
0.8527 |
| Range |
0.0136 |
0.0130 |
-0.0006 |
-4.4% |
0.0245 |
| ATR |
0.0085 |
0.0088 |
0.0003 |
3.8% |
0.0000 |
| Volume |
777 |
905 |
128 |
16.5% |
1,970 |
|
| Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8864 |
0.8777 |
0.8503 |
|
| R3 |
0.8734 |
0.8647 |
0.8467 |
|
| R2 |
0.8604 |
0.8604 |
0.8455 |
|
| R1 |
0.8517 |
0.8517 |
0.8443 |
0.8496 |
| PP |
0.8474 |
0.8474 |
0.8474 |
0.8463 |
| S1 |
0.8387 |
0.8387 |
0.8419 |
0.8366 |
| S2 |
0.8344 |
0.8344 |
0.8407 |
|
| S3 |
0.8214 |
0.8257 |
0.8395 |
|
| S4 |
0.8084 |
0.8127 |
0.8360 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9260 |
0.9138 |
0.8662 |
|
| R3 |
0.9015 |
0.8893 |
0.8594 |
|
| R2 |
0.8770 |
0.8770 |
0.8572 |
|
| R1 |
0.8648 |
0.8648 |
0.8549 |
0.8709 |
| PP |
0.8525 |
0.8525 |
0.8525 |
0.8555 |
| S1 |
0.8403 |
0.8403 |
0.8505 |
0.8464 |
| S2 |
0.8280 |
0.8280 |
0.8482 |
|
| S3 |
0.8035 |
0.8158 |
0.8460 |
|
| S4 |
0.7790 |
0.7913 |
0.8392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8646 |
0.8430 |
0.0216 |
2.6% |
0.0118 |
1.4% |
0% |
False |
True |
471 |
| 10 |
0.8646 |
0.8359 |
0.0287 |
3.4% |
0.0096 |
1.1% |
25% |
False |
False |
498 |
| 20 |
0.8646 |
0.8295 |
0.0351 |
4.2% |
0.0073 |
0.9% |
39% |
False |
False |
328 |
| 40 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0077 |
0.9% |
46% |
False |
False |
233 |
| 60 |
0.9335 |
0.8229 |
0.1106 |
13.1% |
0.0065 |
0.8% |
18% |
False |
False |
158 |
| 80 |
0.9489 |
0.8229 |
0.1260 |
14.9% |
0.0054 |
0.6% |
16% |
False |
False |
119 |
| 100 |
0.9674 |
0.8229 |
0.1445 |
17.1% |
0.0045 |
0.5% |
14% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9113 |
|
2.618 |
0.8900 |
|
1.618 |
0.8770 |
|
1.000 |
0.8690 |
|
0.618 |
0.8640 |
|
HIGH |
0.8560 |
|
0.618 |
0.8510 |
|
0.500 |
0.8495 |
|
0.382 |
0.8480 |
|
LOW |
0.8430 |
|
0.618 |
0.8350 |
|
1.000 |
0.8300 |
|
1.618 |
0.8220 |
|
2.618 |
0.8090 |
|
4.250 |
0.7878 |
|
|
| Fisher Pivots for day following 20-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8495 |
0.8538 |
| PP |
0.8474 |
0.8502 |
| S1 |
0.8452 |
0.8467 |
|