CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8530 |
0.8445 |
-0.0085 |
-1.0% |
0.8466 |
| High |
0.8560 |
0.8545 |
-0.0015 |
-0.2% |
0.8646 |
| Low |
0.8430 |
0.8440 |
0.0010 |
0.1% |
0.8401 |
| Close |
0.8431 |
0.8494 |
0.0063 |
0.7% |
0.8527 |
| Range |
0.0130 |
0.0105 |
-0.0025 |
-19.2% |
0.0245 |
| ATR |
0.0088 |
0.0090 |
0.0002 |
2.1% |
0.0000 |
| Volume |
905 |
1,666 |
761 |
84.1% |
1,970 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8808 |
0.8756 |
0.8552 |
|
| R3 |
0.8703 |
0.8651 |
0.8523 |
|
| R2 |
0.8598 |
0.8598 |
0.8513 |
|
| R1 |
0.8546 |
0.8546 |
0.8504 |
0.8572 |
| PP |
0.8493 |
0.8493 |
0.8493 |
0.8506 |
| S1 |
0.8441 |
0.8441 |
0.8484 |
0.8467 |
| S2 |
0.8388 |
0.8388 |
0.8475 |
|
| S3 |
0.8283 |
0.8336 |
0.8465 |
|
| S4 |
0.8178 |
0.8231 |
0.8436 |
|
|
| 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 |
2.5% |
0.0124 |
1.5% |
30% |
False |
False |
779 |
| 10 |
0.8646 |
0.8359 |
0.0287 |
3.4% |
0.0097 |
1.1% |
47% |
False |
False |
642 |
| 20 |
0.8646 |
0.8295 |
0.0351 |
4.1% |
0.0075 |
0.9% |
57% |
False |
False |
409 |
| 40 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0078 |
0.9% |
60% |
False |
False |
274 |
| 60 |
0.9310 |
0.8229 |
0.1081 |
12.7% |
0.0066 |
0.8% |
25% |
False |
False |
185 |
| 80 |
0.9489 |
0.8229 |
0.1260 |
14.8% |
0.0055 |
0.6% |
21% |
False |
False |
140 |
| 100 |
0.9674 |
0.8229 |
0.1445 |
17.0% |
0.0046 |
0.5% |
18% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8991 |
|
2.618 |
0.8820 |
|
1.618 |
0.8715 |
|
1.000 |
0.8650 |
|
0.618 |
0.8610 |
|
HIGH |
0.8545 |
|
0.618 |
0.8505 |
|
0.500 |
0.8493 |
|
0.382 |
0.8480 |
|
LOW |
0.8440 |
|
0.618 |
0.8375 |
|
1.000 |
0.8335 |
|
1.618 |
0.8270 |
|
2.618 |
0.8165 |
|
4.250 |
0.7994 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8494 |
0.8538 |
| PP |
0.8493 |
0.8523 |
| S1 |
0.8493 |
0.8509 |
|