CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 16-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8384 |
0.8400 |
0.0016 |
0.2% |
0.8420 |
| High |
0.8424 |
0.8423 |
-0.0001 |
0.0% |
0.8425 |
| Low |
0.8356 |
0.8375 |
0.0019 |
0.2% |
0.8287 |
| Close |
0.8416 |
0.8419 |
0.0003 |
0.0% |
0.8327 |
| Range |
0.0068 |
0.0048 |
-0.0020 |
-29.4% |
0.0138 |
| ATR |
0.0064 |
0.0062 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
106,108 |
112,846 |
6,738 |
6.4% |
472,809 |
|
| Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8550 |
0.8532 |
0.8445 |
|
| R3 |
0.8502 |
0.8484 |
0.8432 |
|
| R2 |
0.8454 |
0.8454 |
0.8428 |
|
| R1 |
0.8436 |
0.8436 |
0.8423 |
0.8445 |
| PP |
0.8406 |
0.8406 |
0.8406 |
0.8410 |
| S1 |
0.8388 |
0.8388 |
0.8415 |
0.8397 |
| S2 |
0.8358 |
0.8358 |
0.8410 |
|
| S3 |
0.8310 |
0.8340 |
0.8406 |
|
| S4 |
0.8262 |
0.8292 |
0.8393 |
|
|
| 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% |
0.0063 |
0.8% |
97% |
False |
False |
117,208 |
| 10 |
0.8425 |
0.8280 |
0.0145 |
1.7% |
0.0059 |
0.7% |
96% |
False |
False |
105,471 |
| 20 |
0.8460 |
0.8260 |
0.0200 |
2.4% |
0.0062 |
0.7% |
80% |
False |
False |
113,523 |
| 40 |
0.8464 |
0.8205 |
0.0259 |
3.1% |
0.0059 |
0.7% |
83% |
False |
False |
75,838 |
| 60 |
0.8562 |
0.8205 |
0.0357 |
4.2% |
0.0064 |
0.8% |
60% |
False |
False |
50,718 |
| 80 |
0.8646 |
0.8205 |
0.0441 |
5.2% |
0.0066 |
0.8% |
49% |
False |
False |
38,120 |
| 100 |
0.8670 |
0.8205 |
0.0465 |
5.5% |
0.0069 |
0.8% |
46% |
False |
False |
30,524 |
| 120 |
0.9335 |
0.8205 |
0.1130 |
13.4% |
0.0065 |
0.8% |
19% |
False |
False |
25,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8627 |
|
2.618 |
0.8549 |
|
1.618 |
0.8501 |
|
1.000 |
0.8471 |
|
0.618 |
0.8453 |
|
HIGH |
0.8423 |
|
0.618 |
0.8405 |
|
0.500 |
0.8399 |
|
0.382 |
0.8393 |
|
LOW |
0.8375 |
|
0.618 |
0.8345 |
|
1.000 |
0.8327 |
|
1.618 |
0.8297 |
|
2.618 |
0.8249 |
|
4.250 |
0.8171 |
|
|
| Fisher Pivots for day following 16-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8412 |
0.8405 |
| PP |
0.8406 |
0.8390 |
| S1 |
0.8399 |
0.8376 |
|