CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 22-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8458 |
0.8480 |
0.0022 |
0.3% |
0.8480 |
High |
0.8537 |
0.8480 |
-0.0057 |
-0.7% |
0.8640 |
Low |
0.8458 |
0.8476 |
0.0018 |
0.2% |
0.8413 |
Close |
0.8507 |
0.8476 |
-0.0031 |
-0.4% |
0.8540 |
Range |
0.0079 |
0.0004 |
-0.0075 |
-94.9% |
0.0227 |
ATR |
0.0070 |
0.0067 |
-0.0003 |
-4.0% |
0.0000 |
Volume |
6 |
5 |
-1 |
-16.7% |
28 |
|
Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8489 |
0.8487 |
0.8478 |
|
R3 |
0.8485 |
0.8483 |
0.8477 |
|
R2 |
0.8481 |
0.8481 |
0.8477 |
|
R1 |
0.8479 |
0.8479 |
0.8476 |
0.8478 |
PP |
0.8477 |
0.8477 |
0.8477 |
0.8477 |
S1 |
0.8475 |
0.8475 |
0.8476 |
0.8474 |
S2 |
0.8473 |
0.8473 |
0.8475 |
|
S3 |
0.8469 |
0.8471 |
0.8475 |
|
S4 |
0.8465 |
0.8467 |
0.8474 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9212 |
0.9103 |
0.8665 |
|
R3 |
0.8985 |
0.8876 |
0.8602 |
|
R2 |
0.8758 |
0.8758 |
0.8582 |
|
R1 |
0.8649 |
0.8649 |
0.8561 |
0.8704 |
PP |
0.8531 |
0.8531 |
0.8531 |
0.8558 |
S1 |
0.8422 |
0.8422 |
0.8519 |
0.8477 |
S2 |
0.8304 |
0.8304 |
0.8498 |
|
S3 |
0.8077 |
0.8195 |
0.8478 |
|
S4 |
0.7850 |
0.7968 |
0.8415 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8640 |
0.8444 |
0.0196 |
2.3% |
0.0067 |
0.8% |
16% |
False |
False |
6 |
10 |
0.8640 |
0.8381 |
0.0259 |
3.1% |
0.0055 |
0.6% |
37% |
False |
False |
4 |
20 |
0.8640 |
0.8311 |
0.0329 |
3.9% |
0.0036 |
0.4% |
50% |
False |
False |
4 |
40 |
0.8640 |
0.8258 |
0.0382 |
4.5% |
0.0031 |
0.4% |
57% |
False |
False |
2 |
60 |
0.9322 |
0.8258 |
0.1064 |
12.6% |
0.0028 |
0.3% |
20% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8497 |
2.618 |
0.8490 |
1.618 |
0.8486 |
1.000 |
0.8484 |
0.618 |
0.8482 |
HIGH |
0.8480 |
0.618 |
0.8478 |
0.500 |
0.8478 |
0.382 |
0.8478 |
LOW |
0.8476 |
0.618 |
0.8474 |
1.000 |
0.8472 |
1.618 |
0.8470 |
2.618 |
0.8466 |
4.250 |
0.8459 |
|
|
Fisher Pivots for day following 22-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8478 |
0.8491 |
PP |
0.8477 |
0.8486 |
S1 |
0.8477 |
0.8481 |
|