CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 15-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8328 |
0.8384 |
0.0056 |
0.7% |
0.8420 |
| High |
0.8405 |
0.8424 |
0.0019 |
0.2% |
0.8425 |
| Low |
0.8327 |
0.8356 |
0.0029 |
0.3% |
0.8287 |
| Close |
0.8384 |
0.8416 |
0.0032 |
0.4% |
0.8327 |
| Range |
0.0078 |
0.0068 |
-0.0010 |
-12.8% |
0.0138 |
| ATR |
0.0063 |
0.0064 |
0.0000 |
0.5% |
0.0000 |
| Volume |
150,769 |
106,108 |
-44,661 |
-29.6% |
472,809 |
|
| Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8603 |
0.8577 |
0.8453 |
|
| R3 |
0.8535 |
0.8509 |
0.8435 |
|
| R2 |
0.8467 |
0.8467 |
0.8428 |
|
| R1 |
0.8441 |
0.8441 |
0.8422 |
0.8454 |
| PP |
0.8399 |
0.8399 |
0.8399 |
0.8405 |
| S1 |
0.8373 |
0.8373 |
0.8410 |
0.8386 |
| S2 |
0.8331 |
0.8331 |
0.8404 |
|
| S3 |
0.8263 |
0.8305 |
0.8397 |
|
| S4 |
0.8195 |
0.8237 |
0.8379 |
|
|
| 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 |
0.8424 |
0.8280 |
0.0144 |
1.7% |
0.0066 |
0.8% |
94% |
True |
False |
115,546 |
| 10 |
0.8425 |
0.8280 |
0.0145 |
1.7% |
0.0061 |
0.7% |
94% |
False |
False |
108,778 |
| 20 |
0.8460 |
0.8246 |
0.0214 |
2.5% |
0.0067 |
0.8% |
79% |
False |
False |
116,282 |
| 40 |
0.8464 |
0.8205 |
0.0259 |
3.1% |
0.0059 |
0.7% |
81% |
False |
False |
73,034 |
| 60 |
0.8562 |
0.8205 |
0.0357 |
4.2% |
0.0066 |
0.8% |
59% |
False |
False |
48,852 |
| 80 |
0.8646 |
0.8205 |
0.0441 |
5.2% |
0.0067 |
0.8% |
48% |
False |
False |
36,725 |
| 100 |
0.8670 |
0.8205 |
0.0465 |
5.5% |
0.0069 |
0.8% |
45% |
False |
False |
29,396 |
| 120 |
0.9355 |
0.8205 |
0.1150 |
13.7% |
0.0064 |
0.8% |
18% |
False |
False |
24,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8713 |
|
2.618 |
0.8602 |
|
1.618 |
0.8534 |
|
1.000 |
0.8492 |
|
0.618 |
0.8466 |
|
HIGH |
0.8424 |
|
0.618 |
0.8398 |
|
0.500 |
0.8390 |
|
0.382 |
0.8382 |
|
LOW |
0.8356 |
|
0.618 |
0.8314 |
|
1.000 |
0.8288 |
|
1.618 |
0.8246 |
|
2.618 |
0.8178 |
|
4.250 |
0.8067 |
|
|
| Fisher Pivots for day following 15-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8407 |
0.8395 |
| PP |
0.8399 |
0.8373 |
| S1 |
0.8390 |
0.8352 |
|