CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 23-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8480 |
0.8470 |
-0.0010 |
-0.1% |
0.8462 |
High |
0.8480 |
0.8522 |
0.0042 |
0.5% |
0.8537 |
Low |
0.8476 |
0.8470 |
-0.0006 |
-0.1% |
0.8444 |
Close |
0.8476 |
0.8522 |
0.0046 |
0.5% |
0.8522 |
Range |
0.0004 |
0.0052 |
0.0048 |
1,200.0% |
0.0093 |
ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
5 |
1 |
-4 |
-80.0% |
15 |
|
Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8661 |
0.8643 |
0.8551 |
|
R3 |
0.8609 |
0.8591 |
0.8536 |
|
R2 |
0.8557 |
0.8557 |
0.8532 |
|
R1 |
0.8539 |
0.8539 |
0.8527 |
0.8548 |
PP |
0.8505 |
0.8505 |
0.8505 |
0.8509 |
S1 |
0.8487 |
0.8487 |
0.8517 |
0.8496 |
S2 |
0.8453 |
0.8453 |
0.8512 |
|
S3 |
0.8401 |
0.8435 |
0.8508 |
|
S4 |
0.8349 |
0.8383 |
0.8493 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8780 |
0.8744 |
0.8573 |
|
R3 |
0.8687 |
0.8651 |
0.8548 |
|
R2 |
0.8594 |
0.8594 |
0.8539 |
|
R1 |
0.8558 |
0.8558 |
0.8531 |
0.8576 |
PP |
0.8501 |
0.8501 |
0.8501 |
0.8510 |
S1 |
0.8465 |
0.8465 |
0.8513 |
0.8483 |
S2 |
0.8408 |
0.8408 |
0.8505 |
|
S3 |
0.8315 |
0.8372 |
0.8496 |
|
S4 |
0.8222 |
0.8279 |
0.8471 |
|
|
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% |
0.0054 |
0.6% |
40% |
False |
False |
5 |
10 |
0.8640 |
0.8413 |
0.0227 |
2.7% |
0.0060 |
0.7% |
48% |
False |
False |
4 |
20 |
0.8640 |
0.8311 |
0.0329 |
3.9% |
0.0036 |
0.4% |
64% |
False |
False |
4 |
40 |
0.8640 |
0.8258 |
0.0382 |
4.5% |
0.0032 |
0.4% |
69% |
False |
False |
2 |
60 |
0.9288 |
0.8258 |
0.1030 |
12.1% |
0.0029 |
0.3% |
26% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8743 |
2.618 |
0.8658 |
1.618 |
0.8606 |
1.000 |
0.8574 |
0.618 |
0.8554 |
HIGH |
0.8522 |
0.618 |
0.8502 |
0.500 |
0.8496 |
0.382 |
0.8490 |
LOW |
0.8470 |
0.618 |
0.8438 |
1.000 |
0.8418 |
1.618 |
0.8386 |
2.618 |
0.8334 |
4.250 |
0.8249 |
|
|
Fisher Pivots for day following 23-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8513 |
0.8514 |
PP |
0.8505 |
0.8506 |
S1 |
0.8496 |
0.8498 |
|