CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 14-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8498 |
0.8585 |
0.0087 |
1.0% |
0.8400 |
High |
0.8520 |
0.8622 |
0.0102 |
1.2% |
0.8480 |
Low |
0.8447 |
0.8549 |
0.0102 |
1.2% |
0.8381 |
Close |
0.8520 |
0.8553 |
0.0033 |
0.4% |
0.8460 |
Range |
0.0073 |
0.0073 |
0.0000 |
0.0% |
0.0099 |
ATR |
0.0056 |
0.0059 |
0.0003 |
5.8% |
0.0000 |
Volume |
3 |
5 |
2 |
66.7% |
12 |
|
Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8794 |
0.8746 |
0.8593 |
|
R3 |
0.8721 |
0.8673 |
0.8573 |
|
R2 |
0.8648 |
0.8648 |
0.8566 |
|
R1 |
0.8600 |
0.8600 |
0.8560 |
0.8588 |
PP |
0.8575 |
0.8575 |
0.8575 |
0.8568 |
S1 |
0.8527 |
0.8527 |
0.8546 |
0.8515 |
S2 |
0.8502 |
0.8502 |
0.8540 |
|
S3 |
0.8429 |
0.8454 |
0.8533 |
|
S4 |
0.8356 |
0.8381 |
0.8513 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8737 |
0.8698 |
0.8514 |
|
R3 |
0.8638 |
0.8599 |
0.8487 |
|
R2 |
0.8539 |
0.8539 |
0.8478 |
|
R1 |
0.8500 |
0.8500 |
0.8469 |
0.8520 |
PP |
0.8440 |
0.8440 |
0.8440 |
0.8450 |
S1 |
0.8401 |
0.8401 |
0.8451 |
0.8421 |
S2 |
0.8341 |
0.8341 |
0.8442 |
|
S3 |
0.8242 |
0.8302 |
0.8433 |
|
S4 |
0.8143 |
0.8203 |
0.8406 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8932 |
2.618 |
0.8813 |
1.618 |
0.8740 |
1.000 |
0.8695 |
0.618 |
0.8667 |
HIGH |
0.8622 |
0.618 |
0.8594 |
0.500 |
0.8586 |
0.382 |
0.8577 |
LOW |
0.8549 |
0.618 |
0.8504 |
1.000 |
0.8476 |
1.618 |
0.8431 |
2.618 |
0.8358 |
4.250 |
0.8239 |
|
|
Fisher Pivots for day following 14-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8586 |
0.8541 |
PP |
0.8575 |
0.8529 |
S1 |
0.8564 |
0.8518 |
|