CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 15-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8349 |
0.8378 |
0.0029 |
0.3% |
0.8428 |
| High |
0.8413 |
0.8435 |
0.0022 |
0.3% |
0.8428 |
| Low |
0.8345 |
0.8373 |
0.0028 |
0.3% |
0.8303 |
| Close |
0.8396 |
0.8428 |
0.0032 |
0.4% |
0.8339 |
| Range |
0.0068 |
0.0062 |
-0.0006 |
-8.8% |
0.0125 |
| ATR |
0.0055 |
0.0055 |
0.0001 |
1.0% |
0.0000 |
| Volume |
265 |
150 |
-115 |
-43.4% |
400 |
|
| Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8598 |
0.8575 |
0.8462 |
|
| R3 |
0.8536 |
0.8513 |
0.8445 |
|
| R2 |
0.8474 |
0.8474 |
0.8439 |
|
| R1 |
0.8451 |
0.8451 |
0.8434 |
0.8463 |
| PP |
0.8412 |
0.8412 |
0.8412 |
0.8418 |
| S1 |
0.8389 |
0.8389 |
0.8422 |
0.8401 |
| S2 |
0.8350 |
0.8350 |
0.8417 |
|
| S3 |
0.8288 |
0.8327 |
0.8411 |
|
| S4 |
0.8226 |
0.8265 |
0.8394 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8732 |
0.8660 |
0.8408 |
|
| R3 |
0.8607 |
0.8535 |
0.8373 |
|
| R2 |
0.8482 |
0.8482 |
0.8362 |
|
| R1 |
0.8410 |
0.8410 |
0.8350 |
0.8384 |
| PP |
0.8357 |
0.8357 |
0.8357 |
0.8343 |
| S1 |
0.8285 |
0.8285 |
0.8328 |
0.8259 |
| S2 |
0.8232 |
0.8232 |
0.8316 |
|
| S3 |
0.8107 |
0.8160 |
0.8305 |
|
| S4 |
0.7982 |
0.8035 |
0.8270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8435 |
0.8295 |
0.0140 |
1.7% |
0.0058 |
0.7% |
95% |
True |
False |
150 |
| 10 |
0.8443 |
0.8295 |
0.0148 |
1.8% |
0.0056 |
0.7% |
90% |
False |
False |
99 |
| 20 |
0.8470 |
0.8278 |
0.0192 |
2.3% |
0.0056 |
0.7% |
78% |
False |
False |
100 |
| 40 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0041 |
0.5% |
83% |
False |
False |
66 |
| 60 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0038 |
0.5% |
62% |
False |
False |
54 |
| 80 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0037 |
0.4% |
50% |
False |
False |
41 |
| 100 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0034 |
0.4% |
50% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8699 |
|
2.618 |
0.8597 |
|
1.618 |
0.8535 |
|
1.000 |
0.8497 |
|
0.618 |
0.8473 |
|
HIGH |
0.8435 |
|
0.618 |
0.8411 |
|
0.500 |
0.8404 |
|
0.382 |
0.8397 |
|
LOW |
0.8373 |
|
0.618 |
0.8335 |
|
1.000 |
0.8311 |
|
1.618 |
0.8273 |
|
2.618 |
0.8211 |
|
4.250 |
0.8110 |
|
|
| Fisher Pivots for day following 15-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8420 |
0.8407 |
| PP |
0.8412 |
0.8386 |
| S1 |
0.8404 |
0.8365 |
|