CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 23-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8494 |
0.8446 |
-0.0048 |
-0.6% |
0.8530 |
| High |
0.8539 |
0.8513 |
-0.0026 |
-0.3% |
0.8560 |
| Low |
0.8443 |
0.8437 |
-0.0006 |
-0.1% |
0.8430 |
| Close |
0.8463 |
0.8508 |
0.0045 |
0.5% |
0.8508 |
| Range |
0.0096 |
0.0076 |
-0.0020 |
-20.8% |
0.0130 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
178 |
146 |
-32 |
-18.0% |
2,895 |
|
| Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8714 |
0.8687 |
0.8550 |
|
| R3 |
0.8638 |
0.8611 |
0.8529 |
|
| R2 |
0.8562 |
0.8562 |
0.8522 |
|
| R1 |
0.8535 |
0.8535 |
0.8515 |
0.8549 |
| PP |
0.8486 |
0.8486 |
0.8486 |
0.8493 |
| S1 |
0.8459 |
0.8459 |
0.8501 |
0.8473 |
| S2 |
0.8410 |
0.8410 |
0.8494 |
|
| S3 |
0.8334 |
0.8383 |
0.8487 |
|
| S4 |
0.8258 |
0.8307 |
0.8466 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8889 |
0.8829 |
0.8580 |
|
| R3 |
0.8759 |
0.8699 |
0.8544 |
|
| R2 |
0.8629 |
0.8629 |
0.8532 |
|
| R1 |
0.8569 |
0.8569 |
0.8520 |
0.8534 |
| PP |
0.8499 |
0.8499 |
0.8499 |
0.8482 |
| S1 |
0.8439 |
0.8439 |
0.8496 |
0.8404 |
| S2 |
0.8369 |
0.8369 |
0.8484 |
|
| S3 |
0.8239 |
0.8309 |
0.8472 |
|
| S4 |
0.8109 |
0.8179 |
0.8437 |
|
|
| 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% |
0.0109 |
1.3% |
36% |
False |
False |
734 |
| 10 |
0.8646 |
0.8360 |
0.0286 |
3.4% |
0.0103 |
1.2% |
52% |
False |
False |
498 |
| 20 |
0.8646 |
0.8295 |
0.0351 |
4.1% |
0.0079 |
0.9% |
61% |
False |
False |
400 |
| 40 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0081 |
0.9% |
63% |
False |
False |
281 |
| 60 |
0.9277 |
0.8229 |
0.1048 |
12.3% |
0.0068 |
0.8% |
27% |
False |
False |
191 |
| 80 |
0.9489 |
0.8229 |
0.1260 |
14.8% |
0.0056 |
0.7% |
22% |
False |
False |
143 |
| 100 |
0.9566 |
0.8229 |
0.1337 |
15.7% |
0.0047 |
0.6% |
21% |
False |
False |
115 |
| 120 |
0.9849 |
0.8229 |
0.1620 |
19.0% |
0.0040 |
0.5% |
17% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8836 |
|
2.618 |
0.8712 |
|
1.618 |
0.8636 |
|
1.000 |
0.8589 |
|
0.618 |
0.8560 |
|
HIGH |
0.8513 |
|
0.618 |
0.8484 |
|
0.500 |
0.8475 |
|
0.382 |
0.8466 |
|
LOW |
0.8437 |
|
0.618 |
0.8390 |
|
1.000 |
0.8361 |
|
1.618 |
0.8314 |
|
2.618 |
0.8238 |
|
4.250 |
0.8114 |
|
|
| Fisher Pivots for day following 23-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8497 |
0.8502 |
| PP |
0.8486 |
0.8497 |
| S1 |
0.8475 |
0.8491 |
|