CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8445 |
0.8494 |
0.0049 |
0.6% |
0.8466 |
| High |
0.8545 |
0.8539 |
-0.0006 |
-0.1% |
0.8646 |
| Low |
0.8440 |
0.8443 |
0.0003 |
0.0% |
0.8401 |
| Close |
0.8494 |
0.8463 |
-0.0031 |
-0.4% |
0.8527 |
| Range |
0.0105 |
0.0096 |
-0.0009 |
-8.6% |
0.0245 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.5% |
0.0000 |
| Volume |
1,666 |
178 |
-1,488 |
-89.3% |
1,970 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8770 |
0.8712 |
0.8516 |
|
| R3 |
0.8674 |
0.8616 |
0.8489 |
|
| R2 |
0.8578 |
0.8578 |
0.8481 |
|
| R1 |
0.8520 |
0.8520 |
0.8472 |
0.8501 |
| PP |
0.8482 |
0.8482 |
0.8482 |
0.8472 |
| S1 |
0.8424 |
0.8424 |
0.8454 |
0.8405 |
| S2 |
0.8386 |
0.8386 |
0.8445 |
|
| S3 |
0.8290 |
0.8328 |
0.8437 |
|
| S4 |
0.8194 |
0.8232 |
0.8410 |
|
|
| 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% |
0.0117 |
1.4% |
15% |
False |
False |
773 |
| 10 |
0.8646 |
0.8359 |
0.0287 |
3.4% |
0.0100 |
1.2% |
36% |
False |
False |
555 |
| 20 |
0.8646 |
0.8295 |
0.0351 |
4.1% |
0.0078 |
0.9% |
48% |
False |
False |
396 |
| 40 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0080 |
0.9% |
53% |
False |
False |
278 |
| 60 |
0.9310 |
0.8229 |
0.1081 |
12.8% |
0.0067 |
0.8% |
22% |
False |
False |
188 |
| 80 |
0.9489 |
0.8229 |
0.1260 |
14.9% |
0.0055 |
0.7% |
19% |
False |
False |
142 |
| 100 |
0.9662 |
0.8229 |
0.1433 |
16.9% |
0.0047 |
0.6% |
16% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8947 |
|
2.618 |
0.8790 |
|
1.618 |
0.8694 |
|
1.000 |
0.8635 |
|
0.618 |
0.8598 |
|
HIGH |
0.8539 |
|
0.618 |
0.8502 |
|
0.500 |
0.8491 |
|
0.382 |
0.8480 |
|
LOW |
0.8443 |
|
0.618 |
0.8384 |
|
1.000 |
0.8347 |
|
1.618 |
0.8288 |
|
2.618 |
0.8192 |
|
4.250 |
0.8035 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8491 |
0.8495 |
| PP |
0.8482 |
0.8484 |
| S1 |
0.8472 |
0.8474 |
|