CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 06-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8359 |
0.8420 |
0.0061 |
0.7% |
0.8398 |
| High |
0.8379 |
0.8425 |
0.0046 |
0.5% |
0.8403 |
| Low |
0.8348 |
0.8362 |
0.0014 |
0.2% |
0.8316 |
| Close |
0.8362 |
0.8386 |
0.0024 |
0.3% |
0.8362 |
| Range |
0.0031 |
0.0063 |
0.0032 |
103.2% |
0.0087 |
| ATR |
0.0061 |
0.0062 |
0.0000 |
0.2% |
0.0000 |
| Volume |
84,733 |
67,775 |
-16,958 |
-20.0% |
439,414 |
|
| Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8580 |
0.8546 |
0.8421 |
|
| R3 |
0.8517 |
0.8483 |
0.8403 |
|
| R2 |
0.8454 |
0.8454 |
0.8398 |
|
| R1 |
0.8420 |
0.8420 |
0.8392 |
0.8406 |
| PP |
0.8391 |
0.8391 |
0.8391 |
0.8384 |
| S1 |
0.8357 |
0.8357 |
0.8380 |
0.8343 |
| S2 |
0.8328 |
0.8328 |
0.8374 |
|
| S3 |
0.8265 |
0.8294 |
0.8369 |
|
| S4 |
0.8202 |
0.8231 |
0.8351 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8621 |
0.8579 |
0.8410 |
|
| R3 |
0.8534 |
0.8492 |
0.8386 |
|
| R2 |
0.8447 |
0.8447 |
0.8378 |
|
| R1 |
0.8405 |
0.8405 |
0.8370 |
0.8383 |
| PP |
0.8360 |
0.8360 |
0.8360 |
0.8349 |
| S1 |
0.8318 |
0.8318 |
0.8354 |
0.8296 |
| S2 |
0.8273 |
0.8273 |
0.8346 |
|
| S3 |
0.8186 |
0.8231 |
0.8338 |
|
| S4 |
0.8099 |
0.8144 |
0.8314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8425 |
0.8316 |
0.0109 |
1.3% |
0.0055 |
0.7% |
64% |
True |
False |
101,437 |
| 10 |
0.8460 |
0.8316 |
0.0144 |
1.7% |
0.0056 |
0.7% |
49% |
False |
False |
109,471 |
| 20 |
0.8460 |
0.8205 |
0.0255 |
3.0% |
0.0062 |
0.7% |
71% |
False |
False |
104,666 |
| 40 |
0.8545 |
0.8205 |
0.0340 |
4.1% |
0.0063 |
0.8% |
53% |
False |
False |
53,400 |
| 60 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0069 |
0.8% |
41% |
False |
False |
35,743 |
| 80 |
0.8670 |
0.8205 |
0.0465 |
5.5% |
0.0072 |
0.9% |
39% |
False |
False |
26,872 |
| 100 |
0.8784 |
0.8205 |
0.0579 |
6.9% |
0.0067 |
0.8% |
31% |
False |
False |
21,502 |
| 120 |
0.9489 |
0.8205 |
0.1284 |
15.3% |
0.0062 |
0.7% |
14% |
False |
False |
17,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8693 |
|
2.618 |
0.8590 |
|
1.618 |
0.8527 |
|
1.000 |
0.8488 |
|
0.618 |
0.8464 |
|
HIGH |
0.8425 |
|
0.618 |
0.8401 |
|
0.500 |
0.8394 |
|
0.382 |
0.8386 |
|
LOW |
0.8362 |
|
0.618 |
0.8323 |
|
1.000 |
0.8299 |
|
1.618 |
0.8260 |
|
2.618 |
0.8197 |
|
4.250 |
0.8094 |
|
|
| Fisher Pivots for day following 06-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8394 |
0.8381 |
| PP |
0.8391 |
0.8377 |
| S1 |
0.8389 |
0.8372 |
|