CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 21-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2015 |
21-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8413 |
0.8392 |
-0.0021 |
-0.2% |
0.8319 |
| High |
0.8442 |
0.8395 |
-0.0047 |
-0.6% |
0.8439 |
| Low |
0.8377 |
0.8349 |
-0.0028 |
-0.3% |
0.8280 |
| Close |
0.8388 |
0.8357 |
-0.0031 |
-0.4% |
0.8424 |
| Range |
0.0065 |
0.0046 |
-0.0019 |
-29.2% |
0.0159 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
85,069 |
93,479 |
8,410 |
9.9% |
626,807 |
|
| Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8505 |
0.8477 |
0.8382 |
|
| R3 |
0.8459 |
0.8431 |
0.8370 |
|
| R2 |
0.8413 |
0.8413 |
0.8365 |
|
| R1 |
0.8385 |
0.8385 |
0.8361 |
0.8376 |
| PP |
0.8367 |
0.8367 |
0.8367 |
0.8363 |
| S1 |
0.8339 |
0.8339 |
0.8353 |
0.8330 |
| S2 |
0.8321 |
0.8321 |
0.8349 |
|
| S3 |
0.8275 |
0.8293 |
0.8344 |
|
| S4 |
0.8229 |
0.8247 |
0.8332 |
|
|
| 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 |
0.8349 |
0.0093 |
1.1% |
0.0055 |
0.7% |
9% |
False |
True |
105,426 |
| 10 |
0.8442 |
0.8280 |
0.0162 |
1.9% |
0.0059 |
0.7% |
48% |
False |
False |
110,821 |
| 20 |
0.8460 |
0.8280 |
0.0180 |
2.2% |
0.0059 |
0.7% |
43% |
False |
False |
110,176 |
| 40 |
0.8460 |
0.8205 |
0.0255 |
3.1% |
0.0059 |
0.7% |
60% |
False |
False |
83,518 |
| 60 |
0.8562 |
0.8205 |
0.0357 |
4.3% |
0.0062 |
0.7% |
43% |
False |
False |
55,821 |
| 80 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0067 |
0.8% |
34% |
False |
False |
41,966 |
| 100 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0070 |
0.8% |
33% |
False |
False |
33,605 |
| 120 |
0.9277 |
0.8205 |
0.1072 |
12.8% |
0.0065 |
0.8% |
14% |
False |
False |
28,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8591 |
|
2.618 |
0.8515 |
|
1.618 |
0.8469 |
|
1.000 |
0.8441 |
|
0.618 |
0.8423 |
|
HIGH |
0.8395 |
|
0.618 |
0.8377 |
|
0.500 |
0.8372 |
|
0.382 |
0.8367 |
|
LOW |
0.8349 |
|
0.618 |
0.8321 |
|
1.000 |
0.8303 |
|
1.618 |
0.8275 |
|
2.618 |
0.8229 |
|
4.250 |
0.8154 |
|
|
| Fisher Pivots for day following 21-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8372 |
0.8396 |
| PP |
0.8367 |
0.8383 |
| S1 |
0.8362 |
0.8370 |
|