CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 06-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8372 |
0.8428 |
0.0056 |
0.7% |
0.8405 |
| High |
0.8443 |
0.8428 |
-0.0015 |
-0.2% |
0.8443 |
| Low |
0.8360 |
0.8381 |
0.0021 |
0.3% |
0.8335 |
| Close |
0.8430 |
0.8398 |
-0.0032 |
-0.4% |
0.8430 |
| Range |
0.0083 |
0.0047 |
-0.0036 |
-43.4% |
0.0108 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
46 |
54 |
8 |
17.4% |
387 |
|
| Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8543 |
0.8518 |
0.8424 |
|
| R3 |
0.8496 |
0.8471 |
0.8411 |
|
| R2 |
0.8449 |
0.8449 |
0.8407 |
|
| R1 |
0.8424 |
0.8424 |
0.8402 |
0.8413 |
| PP |
0.8402 |
0.8402 |
0.8402 |
0.8397 |
| S1 |
0.8377 |
0.8377 |
0.8394 |
0.8366 |
| S2 |
0.8355 |
0.8355 |
0.8389 |
|
| S3 |
0.8308 |
0.8330 |
0.8385 |
|
| S4 |
0.8261 |
0.8283 |
0.8372 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8727 |
0.8686 |
0.8489 |
|
| R3 |
0.8619 |
0.8578 |
0.8460 |
|
| R2 |
0.8511 |
0.8511 |
0.8450 |
|
| R1 |
0.8470 |
0.8470 |
0.8440 |
0.8491 |
| PP |
0.8403 |
0.8403 |
0.8403 |
0.8413 |
| S1 |
0.8362 |
0.8362 |
0.8420 |
0.8383 |
| S2 |
0.8295 |
0.8295 |
0.8410 |
|
| S3 |
0.8187 |
0.8254 |
0.8400 |
|
| S4 |
0.8079 |
0.8146 |
0.8371 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8443 |
0.8335 |
0.0108 |
1.3% |
0.0049 |
0.6% |
58% |
False |
False |
53 |
| 10 |
0.8470 |
0.8335 |
0.0135 |
1.6% |
0.0052 |
0.6% |
47% |
False |
False |
77 |
| 20 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0051 |
0.6% |
72% |
False |
False |
79 |
| 40 |
0.8472 |
0.8217 |
0.0255 |
3.0% |
0.0039 |
0.5% |
71% |
False |
False |
58 |
| 60 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0039 |
0.5% |
43% |
False |
False |
40 |
| 80 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0036 |
0.4% |
43% |
False |
False |
31 |
| 100 |
0.8691 |
0.8217 |
0.0474 |
5.6% |
0.0031 |
0.4% |
38% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8628 |
|
2.618 |
0.8551 |
|
1.618 |
0.8504 |
|
1.000 |
0.8475 |
|
0.618 |
0.8457 |
|
HIGH |
0.8428 |
|
0.618 |
0.8410 |
|
0.500 |
0.8405 |
|
0.382 |
0.8399 |
|
LOW |
0.8381 |
|
0.618 |
0.8352 |
|
1.000 |
0.8334 |
|
1.618 |
0.8305 |
|
2.618 |
0.8258 |
|
4.250 |
0.8181 |
|
|
| Fisher Pivots for day following 06-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8405 |
0.8402 |
| PP |
0.8402 |
0.8400 |
| S1 |
0.8400 |
0.8399 |
|