CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 04-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2015 |
04-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8378 |
0.8318 |
-0.0060 |
-0.7% |
0.8416 |
| High |
0.8378 |
0.8337 |
-0.0041 |
-0.5% |
0.8446 |
| Low |
0.8315 |
0.8316 |
0.0001 |
0.0% |
0.8315 |
| Close |
0.8316 |
0.8328 |
0.0012 |
0.1% |
0.8316 |
| Range |
0.0063 |
0.0021 |
-0.0042 |
-66.7% |
0.0131 |
| ATR |
0.0059 |
0.0057 |
-0.0003 |
-4.6% |
0.0000 |
| Volume |
112,950 |
69,606 |
-43,344 |
-38.4% |
701,812 |
|
| Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8390 |
0.8380 |
0.8340 |
|
| R3 |
0.8369 |
0.8359 |
0.8334 |
|
| R2 |
0.8348 |
0.8348 |
0.8332 |
|
| R1 |
0.8338 |
0.8338 |
0.8330 |
0.8343 |
| PP |
0.8327 |
0.8327 |
0.8327 |
0.8330 |
| S1 |
0.8317 |
0.8317 |
0.8326 |
0.8322 |
| S2 |
0.8306 |
0.8306 |
0.8324 |
|
| S3 |
0.8285 |
0.8296 |
0.8322 |
|
| S4 |
0.8264 |
0.8275 |
0.8316 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8752 |
0.8665 |
0.8388 |
|
| R3 |
0.8621 |
0.8534 |
0.8352 |
|
| R2 |
0.8490 |
0.8490 |
0.8340 |
|
| R1 |
0.8403 |
0.8403 |
0.8328 |
0.8381 |
| PP |
0.8359 |
0.8359 |
0.8359 |
0.8348 |
| S1 |
0.8272 |
0.8272 |
0.8304 |
0.8250 |
| S2 |
0.8228 |
0.8228 |
0.8292 |
|
| S3 |
0.8097 |
0.8141 |
0.8280 |
|
| S4 |
0.7966 |
0.8010 |
0.8244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8446 |
0.8315 |
0.0131 |
1.6% |
0.0054 |
0.6% |
10% |
False |
False |
134,633 |
| 10 |
0.8446 |
0.8315 |
0.0131 |
1.6% |
0.0052 |
0.6% |
10% |
False |
False |
118,113 |
| 20 |
0.8446 |
0.8280 |
0.0166 |
2.0% |
0.0056 |
0.7% |
29% |
False |
False |
114,902 |
| 40 |
0.8460 |
0.8205 |
0.0255 |
3.1% |
0.0059 |
0.7% |
48% |
False |
False |
109,784 |
| 60 |
0.8545 |
0.8205 |
0.0340 |
4.1% |
0.0061 |
0.7% |
36% |
False |
False |
73,901 |
| 80 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0066 |
0.8% |
28% |
False |
False |
55,533 |
| 100 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0069 |
0.8% |
26% |
False |
False |
44,478 |
| 120 |
0.8784 |
0.8205 |
0.0579 |
7.0% |
0.0065 |
0.8% |
21% |
False |
False |
37,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8426 |
|
2.618 |
0.8392 |
|
1.618 |
0.8371 |
|
1.000 |
0.8358 |
|
0.618 |
0.8350 |
|
HIGH |
0.8337 |
|
0.618 |
0.8329 |
|
0.500 |
0.8327 |
|
0.382 |
0.8324 |
|
LOW |
0.8316 |
|
0.618 |
0.8303 |
|
1.000 |
0.8295 |
|
1.618 |
0.8282 |
|
2.618 |
0.8261 |
|
4.250 |
0.8227 |
|
|
| Fisher Pivots for day following 04-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8328 |
0.8381 |
| PP |
0.8327 |
0.8363 |
| S1 |
0.8327 |
0.8346 |
|