CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 13-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2015 |
13-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.8297 |
0.8319 |
0.0022 |
0.3% |
0.8420 |
High |
0.8336 |
0.8362 |
0.0026 |
0.3% |
0.8425 |
Low |
0.8296 |
0.8280 |
-0.0016 |
-0.2% |
0.8287 |
Close |
0.8327 |
0.8335 |
0.0008 |
0.1% |
0.8327 |
Range |
0.0040 |
0.0082 |
0.0042 |
105.0% |
0.0138 |
ATR |
0.0060 |
0.0062 |
0.0002 |
2.5% |
0.0000 |
Volume |
88,868 |
127,453 |
38,585 |
43.4% |
472,809 |
|
Daily Pivots for day following 13-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8572 |
0.8535 |
0.8380 |
|
R3 |
0.8490 |
0.8453 |
0.8358 |
|
R2 |
0.8408 |
0.8408 |
0.8350 |
|
R1 |
0.8371 |
0.8371 |
0.8343 |
0.8390 |
PP |
0.8326 |
0.8326 |
0.8326 |
0.8335 |
S1 |
0.8289 |
0.8289 |
0.8327 |
0.8308 |
S2 |
0.8244 |
0.8244 |
0.8320 |
|
S3 |
0.8162 |
0.8207 |
0.8312 |
|
S4 |
0.8080 |
0.8125 |
0.8290 |
|
|
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 |
0.8379 |
0.8280 |
0.0099 |
1.2% |
0.0061 |
0.7% |
56% |
False |
True |
106,497 |
10 |
0.8425 |
0.8280 |
0.0145 |
1.7% |
0.0058 |
0.7% |
38% |
False |
True |
103,967 |
20 |
0.8460 |
0.8238 |
0.0222 |
2.7% |
0.0063 |
0.8% |
44% |
False |
False |
111,926 |
40 |
0.8469 |
0.8205 |
0.0264 |
3.2% |
0.0059 |
0.7% |
49% |
False |
False |
66,651 |
60 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0067 |
0.8% |
29% |
False |
False |
44,590 |
80 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0069 |
0.8% |
28% |
False |
False |
33,521 |
100 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0068 |
0.8% |
28% |
False |
False |
26,827 |
120 |
0.9401 |
0.8205 |
0.1196 |
14.3% |
0.0063 |
0.8% |
11% |
False |
False |
22,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8711 |
2.618 |
0.8577 |
1.618 |
0.8495 |
1.000 |
0.8444 |
0.618 |
0.8413 |
HIGH |
0.8362 |
0.618 |
0.8331 |
0.500 |
0.8321 |
0.382 |
0.8311 |
LOW |
0.8280 |
0.618 |
0.8229 |
1.000 |
0.8198 |
1.618 |
0.8147 |
2.618 |
0.8065 |
4.250 |
0.7932 |
|
|
Fisher Pivots for day following 13-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8330 |
0.8330 |
PP |
0.8326 |
0.8326 |
S1 |
0.8321 |
0.8321 |
|