CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8446 |
0.8520 |
0.0074 |
0.9% |
0.8530 |
| High |
0.8513 |
0.8523 |
0.0010 |
0.1% |
0.8560 |
| Low |
0.8437 |
0.8455 |
0.0018 |
0.2% |
0.8430 |
| Close |
0.8508 |
0.8455 |
-0.0053 |
-0.6% |
0.8508 |
| Range |
0.0076 |
0.0068 |
-0.0008 |
-10.5% |
0.0130 |
| ATR |
0.0089 |
0.0088 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
146 |
216 |
70 |
47.9% |
2,895 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8682 |
0.8636 |
0.8492 |
|
| R3 |
0.8614 |
0.8568 |
0.8474 |
|
| R2 |
0.8546 |
0.8546 |
0.8467 |
|
| R1 |
0.8500 |
0.8500 |
0.8461 |
0.8489 |
| PP |
0.8478 |
0.8478 |
0.8478 |
0.8472 |
| S1 |
0.8432 |
0.8432 |
0.8449 |
0.8421 |
| S2 |
0.8410 |
0.8410 |
0.8443 |
|
| S3 |
0.8342 |
0.8364 |
0.8436 |
|
| S4 |
0.8274 |
0.8296 |
0.8418 |
|
|
| 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 |
0.8560 |
0.8430 |
0.0130 |
1.5% |
0.0095 |
1.1% |
19% |
False |
False |
622 |
| 10 |
0.8646 |
0.8401 |
0.0245 |
2.9% |
0.0101 |
1.2% |
22% |
False |
False |
508 |
| 20 |
0.8646 |
0.8295 |
0.0351 |
4.2% |
0.0082 |
1.0% |
46% |
False |
False |
391 |
| 40 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0082 |
1.0% |
51% |
False |
False |
286 |
| 60 |
0.9246 |
0.8229 |
0.1017 |
12.0% |
0.0069 |
0.8% |
22% |
False |
False |
194 |
| 80 |
0.9489 |
0.8229 |
0.1260 |
14.9% |
0.0057 |
0.7% |
18% |
False |
False |
146 |
| 100 |
0.9566 |
0.8229 |
0.1337 |
15.8% |
0.0048 |
0.6% |
17% |
False |
False |
117 |
| 120 |
0.9849 |
0.8229 |
0.1620 |
19.2% |
0.0041 |
0.5% |
14% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8812 |
|
2.618 |
0.8701 |
|
1.618 |
0.8633 |
|
1.000 |
0.8591 |
|
0.618 |
0.8565 |
|
HIGH |
0.8523 |
|
0.618 |
0.8497 |
|
0.500 |
0.8489 |
|
0.382 |
0.8481 |
|
LOW |
0.8455 |
|
0.618 |
0.8413 |
|
1.000 |
0.8387 |
|
1.618 |
0.8345 |
|
2.618 |
0.8277 |
|
4.250 |
0.8166 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8489 |
0.8488 |
| PP |
0.8478 |
0.8477 |
| S1 |
0.8466 |
0.8466 |
|