CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 08-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2015 |
08-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8389 |
0.8328 |
-0.0061 |
-0.7% |
0.8405 |
| High |
0.8389 |
0.8374 |
-0.0015 |
-0.2% |
0.8443 |
| Low |
0.8322 |
0.8328 |
0.0006 |
0.1% |
0.8335 |
| Close |
0.8327 |
0.8354 |
0.0027 |
0.3% |
0.8430 |
| Range |
0.0067 |
0.0046 |
-0.0021 |
-31.3% |
0.0108 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
29 |
79 |
50 |
172.4% |
387 |
|
| Daily Pivots for day following 08-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8490 |
0.8468 |
0.8379 |
|
| R3 |
0.8444 |
0.8422 |
0.8367 |
|
| R2 |
0.8398 |
0.8398 |
0.8362 |
|
| R1 |
0.8376 |
0.8376 |
0.8358 |
0.8387 |
| PP |
0.8352 |
0.8352 |
0.8352 |
0.8358 |
| S1 |
0.8330 |
0.8330 |
0.8350 |
0.8341 |
| S2 |
0.8306 |
0.8306 |
0.8346 |
|
| S3 |
0.8260 |
0.8284 |
0.8341 |
|
| S4 |
0.8214 |
0.8238 |
0.8329 |
|
|
| 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 |
0.8322 |
0.0121 |
1.4% |
0.0053 |
0.6% |
26% |
False |
False |
49 |
| 10 |
0.8470 |
0.8322 |
0.0148 |
1.8% |
0.0055 |
0.7% |
22% |
False |
False |
76 |
| 20 |
0.8470 |
0.8239 |
0.0231 |
2.8% |
0.0052 |
0.6% |
50% |
False |
False |
79 |
| 40 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0041 |
0.5% |
54% |
False |
False |
48 |
| 60 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0040 |
0.5% |
32% |
False |
False |
42 |
| 80 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0036 |
0.4% |
32% |
False |
False |
32 |
| 100 |
0.8680 |
0.8217 |
0.0463 |
5.5% |
0.0032 |
0.4% |
30% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8570 |
|
2.618 |
0.8494 |
|
1.618 |
0.8448 |
|
1.000 |
0.8420 |
|
0.618 |
0.8402 |
|
HIGH |
0.8374 |
|
0.618 |
0.8356 |
|
0.500 |
0.8351 |
|
0.382 |
0.8346 |
|
LOW |
0.8328 |
|
0.618 |
0.8300 |
|
1.000 |
0.8282 |
|
1.618 |
0.8254 |
|
2.618 |
0.8208 |
|
4.250 |
0.8133 |
|
|
| Fisher Pivots for day following 08-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8353 |
0.8375 |
| PP |
0.8352 |
0.8368 |
| S1 |
0.8351 |
0.8361 |
|