CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 27-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8366 |
0.8416 |
0.0050 |
0.6% |
0.8413 |
| High |
0.8420 |
0.8424 |
0.0004 |
0.0% |
0.8442 |
| Low |
0.8361 |
0.8377 |
0.0016 |
0.2% |
0.8330 |
| Close |
0.8416 |
0.8402 |
-0.0014 |
-0.2% |
0.8416 |
| Range |
0.0059 |
0.0047 |
-0.0012 |
-20.3% |
0.0112 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
122,475 |
98,252 |
-24,223 |
-19.8% |
494,786 |
|
| Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8542 |
0.8519 |
0.8428 |
|
| R3 |
0.8495 |
0.8472 |
0.8415 |
|
| R2 |
0.8448 |
0.8448 |
0.8411 |
|
| R1 |
0.8425 |
0.8425 |
0.8406 |
0.8413 |
| PP |
0.8401 |
0.8401 |
0.8401 |
0.8395 |
| S1 |
0.8378 |
0.8378 |
0.8398 |
0.8366 |
| S2 |
0.8354 |
0.8354 |
0.8393 |
|
| S3 |
0.8307 |
0.8331 |
0.8389 |
|
| S4 |
0.8260 |
0.8284 |
0.8376 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8732 |
0.8686 |
0.8478 |
|
| R3 |
0.8620 |
0.8574 |
0.8447 |
|
| R2 |
0.8508 |
0.8508 |
0.8437 |
|
| R1 |
0.8462 |
0.8462 |
0.8426 |
0.8485 |
| PP |
0.8396 |
0.8396 |
0.8396 |
0.8408 |
| S1 |
0.8350 |
0.8350 |
0.8406 |
0.8373 |
| S2 |
0.8284 |
0.8284 |
0.8395 |
|
| S3 |
0.8172 |
0.8238 |
0.8385 |
|
| S4 |
0.8060 |
0.8126 |
0.8354 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8424 |
0.8330 |
0.0094 |
1.1% |
0.0049 |
0.6% |
77% |
True |
False |
101,593 |
| 10 |
0.8442 |
0.8327 |
0.0115 |
1.4% |
0.0055 |
0.7% |
65% |
False |
False |
109,239 |
| 20 |
0.8442 |
0.8280 |
0.0162 |
1.9% |
0.0057 |
0.7% |
75% |
False |
False |
106,603 |
| 40 |
0.8460 |
0.8205 |
0.0255 |
3.0% |
0.0059 |
0.7% |
77% |
False |
False |
93,752 |
| 60 |
0.8562 |
0.8205 |
0.0357 |
4.2% |
0.0061 |
0.7% |
55% |
False |
False |
62,714 |
| 80 |
0.8646 |
0.8205 |
0.0441 |
5.2% |
0.0067 |
0.8% |
45% |
False |
False |
47,140 |
| 100 |
0.8670 |
0.8205 |
0.0465 |
5.5% |
0.0070 |
0.8% |
42% |
False |
False |
37,749 |
| 120 |
0.8866 |
0.8205 |
0.0661 |
7.9% |
0.0066 |
0.8% |
30% |
False |
False |
31,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8624 |
|
2.618 |
0.8547 |
|
1.618 |
0.8500 |
|
1.000 |
0.8471 |
|
0.618 |
0.8453 |
|
HIGH |
0.8424 |
|
0.618 |
0.8406 |
|
0.500 |
0.8401 |
|
0.382 |
0.8395 |
|
LOW |
0.8377 |
|
0.618 |
0.8348 |
|
1.000 |
0.8330 |
|
1.618 |
0.8301 |
|
2.618 |
0.8254 |
|
4.250 |
0.8177 |
|
|
| Fisher Pivots for day following 27-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8402 |
0.8394 |
| PP |
0.8401 |
0.8385 |
| S1 |
0.8401 |
0.8377 |
|