CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 29-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8402 |
0.8418 |
0.0016 |
0.2% |
0.8413 |
| High |
0.8423 |
0.8435 |
0.0012 |
0.1% |
0.8442 |
| Low |
0.8394 |
0.8381 |
-0.0013 |
-0.2% |
0.8330 |
| Close |
0.8416 |
0.8408 |
-0.0008 |
-0.1% |
0.8416 |
| Range |
0.0029 |
0.0054 |
0.0025 |
86.2% |
0.0112 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
116,059 |
162,710 |
46,651 |
40.2% |
494,786 |
|
| Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8570 |
0.8543 |
0.8438 |
|
| R3 |
0.8516 |
0.8489 |
0.8423 |
|
| R2 |
0.8462 |
0.8462 |
0.8418 |
|
| R1 |
0.8435 |
0.8435 |
0.8413 |
0.8422 |
| PP |
0.8408 |
0.8408 |
0.8408 |
0.8401 |
| S1 |
0.8381 |
0.8381 |
0.8403 |
0.8368 |
| S2 |
0.8354 |
0.8354 |
0.8398 |
|
| S3 |
0.8300 |
0.8327 |
0.8393 |
|
| S4 |
0.8246 |
0.8273 |
0.8378 |
|
|
| 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 |
0.8435 |
0.8330 |
0.0105 |
1.2% |
0.0047 |
0.6% |
74% |
True |
False |
120,129 |
| 10 |
0.8442 |
0.8330 |
0.0112 |
1.3% |
0.0049 |
0.6% |
70% |
False |
False |
111,428 |
| 20 |
0.8442 |
0.8280 |
0.0162 |
1.9% |
0.0055 |
0.7% |
79% |
False |
False |
110,103 |
| 40 |
0.8460 |
0.8205 |
0.0255 |
3.0% |
0.0059 |
0.7% |
80% |
False |
False |
100,559 |
| 60 |
0.8562 |
0.8205 |
0.0357 |
4.2% |
0.0060 |
0.7% |
57% |
False |
False |
67,343 |
| 80 |
0.8646 |
0.8205 |
0.0441 |
5.2% |
0.0067 |
0.8% |
46% |
False |
False |
50,619 |
| 100 |
0.8670 |
0.8205 |
0.0465 |
5.5% |
0.0070 |
0.8% |
44% |
False |
False |
40,536 |
| 120 |
0.8812 |
0.8205 |
0.0607 |
7.2% |
0.0065 |
0.8% |
33% |
False |
False |
33,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8665 |
|
2.618 |
0.8576 |
|
1.618 |
0.8522 |
|
1.000 |
0.8489 |
|
0.618 |
0.8468 |
|
HIGH |
0.8435 |
|
0.618 |
0.8414 |
|
0.500 |
0.8408 |
|
0.382 |
0.8402 |
|
LOW |
0.8381 |
|
0.618 |
0.8348 |
|
1.000 |
0.8327 |
|
1.618 |
0.8294 |
|
2.618 |
0.8240 |
|
4.250 |
0.8152 |
|
|
| Fisher Pivots for day following 29-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8408 |
0.8407 |
| PP |
0.8408 |
0.8407 |
| S1 |
0.8408 |
0.8406 |
|