CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 30-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8474 |
0.8524 |
0.0050 |
0.6% |
0.8488 |
High |
0.8474 |
0.8540 |
0.0066 |
0.8% |
0.8550 |
Low |
0.8474 |
0.8524 |
0.0050 |
0.6% |
0.8470 |
Close |
0.8474 |
0.8537 |
0.0063 |
0.7% |
0.8537 |
Range |
0.0000 |
0.0016 |
0.0016 |
|
0.0080 |
ATR |
0.0061 |
0.0061 |
0.0000 |
0.6% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
16 |
|
Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8582 |
0.8575 |
0.8546 |
|
R3 |
0.8566 |
0.8559 |
0.8541 |
|
R2 |
0.8550 |
0.8550 |
0.8540 |
|
R1 |
0.8543 |
0.8543 |
0.8538 |
0.8547 |
PP |
0.8534 |
0.8534 |
0.8534 |
0.8535 |
S1 |
0.8527 |
0.8527 |
0.8536 |
0.8531 |
S2 |
0.8518 |
0.8518 |
0.8534 |
|
S3 |
0.8502 |
0.8511 |
0.8533 |
|
S4 |
0.8486 |
0.8495 |
0.8528 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8759 |
0.8728 |
0.8581 |
|
R3 |
0.8679 |
0.8648 |
0.8559 |
|
R2 |
0.8599 |
0.8599 |
0.8552 |
|
R1 |
0.8568 |
0.8568 |
0.8544 |
0.8584 |
PP |
0.8519 |
0.8519 |
0.8519 |
0.8527 |
S1 |
0.8488 |
0.8488 |
0.8530 |
0.8504 |
S2 |
0.8439 |
0.8439 |
0.8522 |
|
S3 |
0.8359 |
0.8408 |
0.8515 |
|
S4 |
0.8279 |
0.8328 |
0.8493 |
|
|
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% |
0.0012 |
0.1% |
84% |
False |
False |
3 |
10 |
0.8640 |
0.8444 |
0.0196 |
2.3% |
0.0033 |
0.4% |
47% |
False |
False |
4 |
20 |
0.8640 |
0.8332 |
0.0308 |
3.6% |
0.0038 |
0.5% |
67% |
False |
False |
3 |
40 |
0.8640 |
0.8258 |
0.0382 |
4.5% |
0.0033 |
0.4% |
73% |
False |
False |
3 |
60 |
0.8842 |
0.8258 |
0.0584 |
6.8% |
0.0029 |
0.3% |
48% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8608 |
2.618 |
0.8582 |
1.618 |
0.8566 |
1.000 |
0.8556 |
0.618 |
0.8550 |
HIGH |
0.8540 |
0.618 |
0.8534 |
0.500 |
0.8532 |
0.382 |
0.8530 |
LOW |
0.8524 |
0.618 |
0.8514 |
1.000 |
0.8508 |
1.618 |
0.8498 |
2.618 |
0.8482 |
4.250 |
0.8456 |
|
|
Fisher Pivots for day following 30-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8535 |
0.8529 |
PP |
0.8534 |
0.8520 |
S1 |
0.8532 |
0.8512 |
|