CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 14-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2015 |
14-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8319 |
0.8328 |
0.0009 |
0.1% |
0.8420 |
| High |
0.8362 |
0.8405 |
0.0043 |
0.5% |
0.8425 |
| Low |
0.8280 |
0.8327 |
0.0047 |
0.6% |
0.8287 |
| Close |
0.8335 |
0.8384 |
0.0049 |
0.6% |
0.8327 |
| Range |
0.0082 |
0.0078 |
-0.0004 |
-4.9% |
0.0138 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.8% |
0.0000 |
| Volume |
127,453 |
150,769 |
23,316 |
18.3% |
472,809 |
|
| Daily Pivots for day following 14-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8606 |
0.8573 |
0.8427 |
|
| R3 |
0.8528 |
0.8495 |
0.8405 |
|
| R2 |
0.8450 |
0.8450 |
0.8398 |
|
| R1 |
0.8417 |
0.8417 |
0.8391 |
0.8434 |
| PP |
0.8372 |
0.8372 |
0.8372 |
0.8380 |
| S1 |
0.8339 |
0.8339 |
0.8377 |
0.8356 |
| S2 |
0.8294 |
0.8294 |
0.8370 |
|
| S3 |
0.8216 |
0.8261 |
0.8363 |
|
| S4 |
0.8138 |
0.8183 |
0.8341 |
|
|
| 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 |
0.8405 |
0.8280 |
0.0125 |
1.5% |
0.0062 |
0.7% |
83% |
True |
False |
116,215 |
| 10 |
0.8425 |
0.8280 |
0.0145 |
1.7% |
0.0058 |
0.7% |
72% |
False |
False |
108,829 |
| 20 |
0.8460 |
0.8238 |
0.0222 |
2.6% |
0.0065 |
0.8% |
66% |
False |
False |
115,131 |
| 40 |
0.8469 |
0.8205 |
0.0264 |
3.1% |
0.0059 |
0.7% |
68% |
False |
False |
70,394 |
| 60 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0067 |
0.8% |
41% |
False |
False |
47,097 |
| 80 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0068 |
0.8% |
41% |
False |
False |
35,404 |
| 100 |
0.8670 |
0.8205 |
0.0465 |
5.5% |
0.0069 |
0.8% |
38% |
False |
False |
28,335 |
| 120 |
0.9401 |
0.8205 |
0.1196 |
14.3% |
0.0064 |
0.8% |
15% |
False |
False |
23,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8737 |
|
2.618 |
0.8609 |
|
1.618 |
0.8531 |
|
1.000 |
0.8483 |
|
0.618 |
0.8453 |
|
HIGH |
0.8405 |
|
0.618 |
0.8375 |
|
0.500 |
0.8366 |
|
0.382 |
0.8357 |
|
LOW |
0.8327 |
|
0.618 |
0.8279 |
|
1.000 |
0.8249 |
|
1.618 |
0.8201 |
|
2.618 |
0.8123 |
|
4.250 |
0.7996 |
|
|
| Fisher Pivots for day following 14-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8378 |
0.8370 |
| PP |
0.8372 |
0.8356 |
| S1 |
0.8366 |
0.8343 |
|