CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 28-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8446 |
0.8506 |
0.0060 |
0.7% |
0.8530 |
| High |
0.8534 |
0.8540 |
0.0006 |
0.1% |
0.8560 |
| Low |
0.8446 |
0.8480 |
0.0034 |
0.4% |
0.8430 |
| Close |
0.8508 |
0.8513 |
0.0005 |
0.1% |
0.8508 |
| Range |
0.0088 |
0.0060 |
-0.0028 |
-31.8% |
0.0130 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
189 |
209 |
20 |
10.6% |
2,895 |
|
| Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8691 |
0.8662 |
0.8546 |
|
| R3 |
0.8631 |
0.8602 |
0.8530 |
|
| R2 |
0.8571 |
0.8571 |
0.8524 |
|
| R1 |
0.8542 |
0.8542 |
0.8519 |
0.8557 |
| PP |
0.8511 |
0.8511 |
0.8511 |
0.8518 |
| S1 |
0.8482 |
0.8482 |
0.8508 |
0.8497 |
| S2 |
0.8451 |
0.8451 |
0.8502 |
|
| S3 |
0.8391 |
0.8422 |
0.8497 |
|
| S4 |
0.8331 |
0.8362 |
0.8480 |
|
|
| 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 |
0.8540 |
0.8437 |
0.0103 |
1.2% |
0.0078 |
0.9% |
74% |
True |
False |
187 |
| 10 |
0.8646 |
0.8430 |
0.0216 |
2.5% |
0.0101 |
1.2% |
38% |
False |
False |
483 |
| 20 |
0.8646 |
0.8295 |
0.0351 |
4.1% |
0.0087 |
1.0% |
62% |
False |
False |
408 |
| 40 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0083 |
1.0% |
64% |
False |
False |
293 |
| 60 |
0.9026 |
0.8229 |
0.0797 |
9.4% |
0.0071 |
0.8% |
36% |
False |
False |
200 |
| 80 |
0.9489 |
0.8229 |
0.1260 |
14.8% |
0.0058 |
0.7% |
23% |
False |
False |
151 |
| 100 |
0.9546 |
0.8229 |
0.1317 |
15.5% |
0.0049 |
0.6% |
22% |
False |
False |
121 |
| 120 |
0.9831 |
0.8229 |
0.1602 |
18.8% |
0.0042 |
0.5% |
18% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8795 |
|
2.618 |
0.8697 |
|
1.618 |
0.8637 |
|
1.000 |
0.8600 |
|
0.618 |
0.8577 |
|
HIGH |
0.8540 |
|
0.618 |
0.8517 |
|
0.500 |
0.8510 |
|
0.382 |
0.8503 |
|
LOW |
0.8480 |
|
0.618 |
0.8443 |
|
1.000 |
0.8420 |
|
1.618 |
0.8383 |
|
2.618 |
0.8323 |
|
4.250 |
0.8225 |
|
|
| Fisher Pivots for day following 28-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8512 |
0.8506 |
| PP |
0.8511 |
0.8500 |
| S1 |
0.8510 |
0.8493 |
|