CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 10-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2015 |
10-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.8327 |
0.8297 |
-0.0030 |
-0.4% |
0.8420 |
High |
0.8349 |
0.8336 |
-0.0013 |
-0.2% |
0.8425 |
Low |
0.8287 |
0.8296 |
0.0009 |
0.1% |
0.8287 |
Close |
0.8292 |
0.8327 |
0.0035 |
0.4% |
0.8327 |
Range |
0.0062 |
0.0040 |
-0.0022 |
-35.5% |
0.0138 |
ATR |
0.0062 |
0.0060 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
104,535 |
88,868 |
-15,667 |
-15.0% |
472,809 |
|
Daily Pivots for day following 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8440 |
0.8423 |
0.8349 |
|
R3 |
0.8400 |
0.8383 |
0.8338 |
|
R2 |
0.8360 |
0.8360 |
0.8334 |
|
R1 |
0.8343 |
0.8343 |
0.8331 |
0.8352 |
PP |
0.8320 |
0.8320 |
0.8320 |
0.8324 |
S1 |
0.8303 |
0.8303 |
0.8323 |
0.8312 |
S2 |
0.8280 |
0.8280 |
0.8320 |
|
S3 |
0.8240 |
0.8263 |
0.8316 |
|
S4 |
0.8200 |
0.8223 |
0.8305 |
|
|
Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8760 |
0.8682 |
0.8403 |
|
R3 |
0.8622 |
0.8544 |
0.8365 |
|
R2 |
0.8484 |
0.8484 |
0.8352 |
|
R1 |
0.8406 |
0.8406 |
0.8340 |
0.8376 |
PP |
0.8346 |
0.8346 |
0.8346 |
0.8332 |
S1 |
0.8268 |
0.8268 |
0.8314 |
0.8238 |
S2 |
0.8208 |
0.8208 |
0.8302 |
|
S3 |
0.8070 |
0.8130 |
0.8289 |
|
S4 |
0.7932 |
0.7992 |
0.8251 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8425 |
0.8287 |
0.0138 |
1.7% |
0.0057 |
0.7% |
29% |
False |
False |
94,561 |
10 |
0.8425 |
0.8287 |
0.0138 |
1.7% |
0.0054 |
0.6% |
29% |
False |
False |
101,378 |
20 |
0.8460 |
0.8235 |
0.0225 |
2.7% |
0.0060 |
0.7% |
41% |
False |
False |
111,247 |
40 |
0.8469 |
0.8205 |
0.0264 |
3.2% |
0.0060 |
0.7% |
46% |
False |
False |
63,496 |
60 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0068 |
0.8% |
28% |
False |
False |
42,469 |
80 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0069 |
0.8% |
26% |
False |
False |
31,928 |
100 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0067 |
0.8% |
26% |
False |
False |
25,552 |
120 |
0.9401 |
0.8205 |
0.1196 |
14.4% |
0.0063 |
0.8% |
10% |
False |
False |
21,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8506 |
2.618 |
0.8441 |
1.618 |
0.8401 |
1.000 |
0.8376 |
0.618 |
0.8361 |
HIGH |
0.8336 |
0.618 |
0.8321 |
0.500 |
0.8316 |
0.382 |
0.8311 |
LOW |
0.8296 |
0.618 |
0.8271 |
1.000 |
0.8256 |
1.618 |
0.8231 |
2.618 |
0.8191 |
4.250 |
0.8126 |
|
|
Fisher Pivots for day following 10-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8323 |
0.8327 |
PP |
0.8320 |
0.8326 |
S1 |
0.8316 |
0.8326 |
|