CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 28-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8520 |
0.8528 |
0.0008 |
0.1% |
0.8462 |
High |
0.8522 |
0.8550 |
0.0028 |
0.3% |
0.8537 |
Low |
0.8520 |
0.8528 |
0.0008 |
0.1% |
0.8444 |
Close |
0.8522 |
0.8528 |
0.0006 |
0.1% |
0.8522 |
Range |
0.0002 |
0.0022 |
0.0020 |
1,000.0% |
0.0093 |
ATR |
0.0064 |
0.0062 |
-0.0003 |
-4.0% |
0.0000 |
Volume |
8 |
1 |
-7 |
-87.5% |
15 |
|
Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8601 |
0.8587 |
0.8540 |
|
R3 |
0.8579 |
0.8565 |
0.8534 |
|
R2 |
0.8557 |
0.8557 |
0.8532 |
|
R1 |
0.8543 |
0.8543 |
0.8530 |
0.8539 |
PP |
0.8535 |
0.8535 |
0.8535 |
0.8534 |
S1 |
0.8521 |
0.8521 |
0.8526 |
0.8517 |
S2 |
0.8513 |
0.8513 |
0.8524 |
|
S3 |
0.8491 |
0.8499 |
0.8522 |
|
S4 |
0.8469 |
0.8477 |
0.8516 |
|
|
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 |
0.8550 |
0.8470 |
0.0080 |
0.9% |
0.0020 |
0.2% |
73% |
True |
False |
4 |
10 |
0.8640 |
0.8444 |
0.0196 |
2.3% |
0.0050 |
0.6% |
43% |
False |
False |
5 |
20 |
0.8640 |
0.8332 |
0.0308 |
3.6% |
0.0039 |
0.5% |
64% |
False |
False |
4 |
40 |
0.8640 |
0.8258 |
0.0382 |
4.5% |
0.0033 |
0.4% |
71% |
False |
False |
3 |
60 |
0.8942 |
0.8258 |
0.0684 |
8.0% |
0.0029 |
0.3% |
39% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8644 |
2.618 |
0.8608 |
1.618 |
0.8586 |
1.000 |
0.8572 |
0.618 |
0.8564 |
HIGH |
0.8550 |
0.618 |
0.8542 |
0.500 |
0.8539 |
0.382 |
0.8536 |
LOW |
0.8528 |
0.618 |
0.8514 |
1.000 |
0.8506 |
1.618 |
0.8492 |
2.618 |
0.8470 |
4.250 |
0.8435 |
|
|
Fisher Pivots for day following 28-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8539 |
0.8522 |
PP |
0.8535 |
0.8516 |
S1 |
0.8532 |
0.8510 |
|