CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 29-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8506 |
0.8523 |
0.0017 |
0.2% |
0.8530 |
| High |
0.8540 |
0.8526 |
-0.0014 |
-0.2% |
0.8560 |
| Low |
0.8480 |
0.8452 |
-0.0028 |
-0.3% |
0.8430 |
| Close |
0.8513 |
0.8461 |
-0.0052 |
-0.6% |
0.8508 |
| Range |
0.0060 |
0.0074 |
0.0014 |
23.3% |
0.0130 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
209 |
300 |
91 |
43.5% |
2,895 |
|
| Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8702 |
0.8655 |
0.8502 |
|
| R3 |
0.8628 |
0.8581 |
0.8481 |
|
| R2 |
0.8554 |
0.8554 |
0.8475 |
|
| R1 |
0.8507 |
0.8507 |
0.8468 |
0.8494 |
| PP |
0.8480 |
0.8480 |
0.8480 |
0.8473 |
| S1 |
0.8433 |
0.8433 |
0.8454 |
0.8420 |
| S2 |
0.8406 |
0.8406 |
0.8447 |
|
| S3 |
0.8332 |
0.8359 |
0.8441 |
|
| S4 |
0.8258 |
0.8285 |
0.8420 |
|
|
| 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% |
0.0073 |
0.9% |
23% |
False |
False |
212 |
| 10 |
0.8646 |
0.8430 |
0.0216 |
2.6% |
0.0095 |
1.1% |
14% |
False |
False |
492 |
| 20 |
0.8646 |
0.8295 |
0.0351 |
4.1% |
0.0085 |
1.0% |
47% |
False |
False |
419 |
| 40 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0083 |
1.0% |
53% |
False |
False |
300 |
| 60 |
0.8866 |
0.8229 |
0.0637 |
7.5% |
0.0070 |
0.8% |
36% |
False |
False |
205 |
| 80 |
0.9489 |
0.8229 |
0.1260 |
14.9% |
0.0059 |
0.7% |
18% |
False |
False |
155 |
| 100 |
0.9494 |
0.8229 |
0.1265 |
15.0% |
0.0050 |
0.6% |
18% |
False |
False |
124 |
| 120 |
0.9831 |
0.8229 |
0.1602 |
18.9% |
0.0042 |
0.5% |
14% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8841 |
|
2.618 |
0.8720 |
|
1.618 |
0.8646 |
|
1.000 |
0.8600 |
|
0.618 |
0.8572 |
|
HIGH |
0.8526 |
|
0.618 |
0.8498 |
|
0.500 |
0.8489 |
|
0.382 |
0.8480 |
|
LOW |
0.8452 |
|
0.618 |
0.8406 |
|
1.000 |
0.8378 |
|
1.618 |
0.8332 |
|
2.618 |
0.8258 |
|
4.250 |
0.8138 |
|
|
| Fisher Pivots for day following 29-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8489 |
0.8493 |
| PP |
0.8480 |
0.8482 |
| S1 |
0.8470 |
0.8472 |
|