CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 20-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8409 |
0.8413 |
0.0004 |
0.0% |
0.8319 |
| High |
0.8439 |
0.8442 |
0.0003 |
0.0% |
0.8439 |
| Low |
0.8390 |
0.8377 |
-0.0013 |
-0.2% |
0.8280 |
| Close |
0.8424 |
0.8388 |
-0.0036 |
-0.4% |
0.8424 |
| Range |
0.0049 |
0.0065 |
0.0016 |
32.7% |
0.0159 |
| ATR |
0.0061 |
0.0062 |
0.0000 |
0.4% |
0.0000 |
| Volume |
129,631 |
85,069 |
-44,562 |
-34.4% |
626,807 |
|
| Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8597 |
0.8558 |
0.8424 |
|
| R3 |
0.8532 |
0.8493 |
0.8406 |
|
| R2 |
0.8467 |
0.8467 |
0.8400 |
|
| R1 |
0.8428 |
0.8428 |
0.8394 |
0.8415 |
| PP |
0.8402 |
0.8402 |
0.8402 |
0.8396 |
| S1 |
0.8363 |
0.8363 |
0.8382 |
0.8350 |
| S2 |
0.8337 |
0.8337 |
0.8376 |
|
| S3 |
0.8272 |
0.8298 |
0.8370 |
|
| S4 |
0.8207 |
0.8233 |
0.8352 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8858 |
0.8800 |
0.8511 |
|
| R3 |
0.8699 |
0.8641 |
0.8468 |
|
| R2 |
0.8540 |
0.8540 |
0.8453 |
|
| R1 |
0.8482 |
0.8482 |
0.8439 |
0.8511 |
| PP |
0.8381 |
0.8381 |
0.8381 |
0.8396 |
| S1 |
0.8323 |
0.8323 |
0.8409 |
0.8352 |
| S2 |
0.8222 |
0.8222 |
0.8395 |
|
| S3 |
0.8063 |
0.8164 |
0.8380 |
|
| S4 |
0.7904 |
0.8005 |
0.8337 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8442 |
0.8327 |
0.0115 |
1.4% |
0.0062 |
0.7% |
53% |
True |
False |
116,884 |
| 10 |
0.8442 |
0.8280 |
0.0162 |
1.9% |
0.0061 |
0.7% |
67% |
True |
False |
111,691 |
| 20 |
0.8460 |
0.8280 |
0.0180 |
2.1% |
0.0059 |
0.7% |
60% |
False |
False |
110,581 |
| 40 |
0.8460 |
0.8205 |
0.0255 |
3.0% |
0.0059 |
0.7% |
72% |
False |
False |
81,195 |
| 60 |
0.8562 |
0.8205 |
0.0357 |
4.3% |
0.0063 |
0.7% |
51% |
False |
False |
54,266 |
| 80 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0067 |
0.8% |
41% |
False |
False |
40,798 |
| 100 |
0.8670 |
0.8205 |
0.0465 |
5.5% |
0.0070 |
0.8% |
39% |
False |
False |
32,670 |
| 120 |
0.9310 |
0.8205 |
0.1105 |
13.2% |
0.0065 |
0.8% |
17% |
False |
False |
27,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8718 |
|
2.618 |
0.8612 |
|
1.618 |
0.8547 |
|
1.000 |
0.8507 |
|
0.618 |
0.8482 |
|
HIGH |
0.8442 |
|
0.618 |
0.8417 |
|
0.500 |
0.8410 |
|
0.382 |
0.8402 |
|
LOW |
0.8377 |
|
0.618 |
0.8337 |
|
1.000 |
0.8312 |
|
1.618 |
0.8272 |
|
2.618 |
0.8207 |
|
4.250 |
0.8101 |
|
|
| Fisher Pivots for day following 20-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8410 |
0.8409 |
| PP |
0.8402 |
0.8402 |
| S1 |
0.8395 |
0.8395 |
|