CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 07-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2015 |
07-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8420 |
0.8376 |
-0.0044 |
-0.5% |
0.8398 |
| High |
0.8425 |
0.8379 |
-0.0046 |
-0.5% |
0.8403 |
| Low |
0.8362 |
0.8309 |
-0.0053 |
-0.6% |
0.8316 |
| Close |
0.8386 |
0.8315 |
-0.0071 |
-0.8% |
0.8362 |
| Range |
0.0063 |
0.0070 |
0.0007 |
11.1% |
0.0087 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.8% |
0.0000 |
| Volume |
67,775 |
102,179 |
34,404 |
50.8% |
439,414 |
|
| Daily Pivots for day following 07-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8544 |
0.8500 |
0.8354 |
|
| R3 |
0.8474 |
0.8430 |
0.8334 |
|
| R2 |
0.8404 |
0.8404 |
0.8328 |
|
| R1 |
0.8360 |
0.8360 |
0.8321 |
0.8347 |
| PP |
0.8334 |
0.8334 |
0.8334 |
0.8328 |
| S1 |
0.8290 |
0.8290 |
0.8309 |
0.8277 |
| S2 |
0.8264 |
0.8264 |
0.8302 |
|
| S3 |
0.8194 |
0.8220 |
0.8296 |
|
| S4 |
0.8124 |
0.8150 |
0.8277 |
|
|
| 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 |
0.8309 |
0.0116 |
1.4% |
0.0054 |
0.6% |
5% |
False |
True |
101,442 |
| 10 |
0.8460 |
0.8309 |
0.0151 |
1.8% |
0.0059 |
0.7% |
4% |
False |
True |
109,532 |
| 20 |
0.8460 |
0.8205 |
0.0255 |
3.1% |
0.0062 |
0.8% |
43% |
False |
False |
107,814 |
| 40 |
0.8469 |
0.8205 |
0.0264 |
3.2% |
0.0061 |
0.7% |
42% |
False |
False |
55,947 |
| 60 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0070 |
0.8% |
25% |
False |
False |
37,434 |
| 80 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0071 |
0.9% |
24% |
False |
False |
28,147 |
| 100 |
0.8719 |
0.8205 |
0.0514 |
6.2% |
0.0067 |
0.8% |
21% |
False |
False |
22,524 |
| 120 |
0.9489 |
0.8205 |
0.1284 |
15.4% |
0.0063 |
0.8% |
9% |
False |
False |
18,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8677 |
|
2.618 |
0.8562 |
|
1.618 |
0.8492 |
|
1.000 |
0.8449 |
|
0.618 |
0.8422 |
|
HIGH |
0.8379 |
|
0.618 |
0.8352 |
|
0.500 |
0.8344 |
|
0.382 |
0.8336 |
|
LOW |
0.8309 |
|
0.618 |
0.8266 |
|
1.000 |
0.8239 |
|
1.618 |
0.8196 |
|
2.618 |
0.8126 |
|
4.250 |
0.8012 |
|
|
| Fisher Pivots for day following 07-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8344 |
0.8367 |
| PP |
0.8334 |
0.8350 |
| S1 |
0.8325 |
0.8332 |
|