CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8520 |
0.8446 |
-0.0074 |
-0.9% |
0.8530 |
| High |
0.8523 |
0.8534 |
0.0011 |
0.1% |
0.8560 |
| Low |
0.8455 |
0.8446 |
-0.0009 |
-0.1% |
0.8430 |
| Close |
0.8455 |
0.8508 |
0.0053 |
0.6% |
0.8508 |
| Range |
0.0068 |
0.0088 |
0.0020 |
29.4% |
0.0130 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
0.0% |
0.0000 |
| Volume |
216 |
189 |
-27 |
-12.5% |
2,895 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8760 |
0.8722 |
0.8556 |
|
| R3 |
0.8672 |
0.8634 |
0.8532 |
|
| R2 |
0.8584 |
0.8584 |
0.8524 |
|
| R1 |
0.8546 |
0.8546 |
0.8516 |
0.8565 |
| PP |
0.8496 |
0.8496 |
0.8496 |
0.8506 |
| S1 |
0.8458 |
0.8458 |
0.8500 |
0.8477 |
| S2 |
0.8408 |
0.8408 |
0.8492 |
|
| S3 |
0.8320 |
0.8370 |
0.8484 |
|
| S4 |
0.8232 |
0.8282 |
0.8460 |
|
|
| 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 |
0.8545 |
0.8437 |
0.0108 |
1.3% |
0.0087 |
1.0% |
66% |
False |
False |
479 |
| 10 |
0.8646 |
0.8430 |
0.0216 |
2.5% |
0.0102 |
1.2% |
36% |
False |
False |
475 |
| 20 |
0.8646 |
0.8295 |
0.0351 |
4.1% |
0.0086 |
1.0% |
61% |
False |
False |
398 |
| 40 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0083 |
1.0% |
63% |
False |
False |
290 |
| 60 |
0.9190 |
0.8229 |
0.0961 |
11.3% |
0.0070 |
0.8% |
29% |
False |
False |
197 |
| 80 |
0.9489 |
0.8229 |
0.1260 |
14.8% |
0.0057 |
0.7% |
22% |
False |
False |
148 |
| 100 |
0.9553 |
0.8229 |
0.1324 |
15.6% |
0.0049 |
0.6% |
21% |
False |
False |
119 |
| 120 |
0.9849 |
0.8229 |
0.1620 |
19.0% |
0.0042 |
0.5% |
17% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8908 |
|
2.618 |
0.8764 |
|
1.618 |
0.8676 |
|
1.000 |
0.8622 |
|
0.618 |
0.8588 |
|
HIGH |
0.8534 |
|
0.618 |
0.8500 |
|
0.500 |
0.8490 |
|
0.382 |
0.8480 |
|
LOW |
0.8446 |
|
0.618 |
0.8392 |
|
1.000 |
0.8358 |
|
1.618 |
0.8304 |
|
2.618 |
0.8216 |
|
4.250 |
0.8072 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8502 |
0.8501 |
| PP |
0.8496 |
0.8493 |
| S1 |
0.8490 |
0.8486 |
|