CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 17-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2015 |
17-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8411 |
0.8422 |
0.0011 |
0.1% |
0.8336 |
| High |
0.8431 |
0.8450 |
0.0019 |
0.2% |
0.8450 |
| Low |
0.8395 |
0.8401 |
0.0006 |
0.1% |
0.8295 |
| Close |
0.8431 |
0.8436 |
0.0005 |
0.1% |
0.8436 |
| Range |
0.0036 |
0.0049 |
0.0013 |
36.1% |
0.0155 |
| ATR |
0.0054 |
0.0053 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
37 |
62 |
25 |
67.6% |
613 |
|
| Daily Pivots for day following 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8576 |
0.8555 |
0.8463 |
|
| R3 |
0.8527 |
0.8506 |
0.8449 |
|
| R2 |
0.8478 |
0.8478 |
0.8445 |
|
| R1 |
0.8457 |
0.8457 |
0.8440 |
0.8468 |
| PP |
0.8429 |
0.8429 |
0.8429 |
0.8434 |
| S1 |
0.8408 |
0.8408 |
0.8432 |
0.8419 |
| S2 |
0.8380 |
0.8380 |
0.8427 |
|
| S3 |
0.8331 |
0.8359 |
0.8423 |
|
| S4 |
0.8282 |
0.8310 |
0.8409 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8859 |
0.8802 |
0.8521 |
|
| R3 |
0.8704 |
0.8647 |
0.8479 |
|
| R2 |
0.8549 |
0.8549 |
0.8464 |
|
| R1 |
0.8492 |
0.8492 |
0.8450 |
0.8521 |
| PP |
0.8394 |
0.8394 |
0.8394 |
0.8408 |
| S1 |
0.8337 |
0.8337 |
0.8422 |
0.8366 |
| S2 |
0.8239 |
0.8239 |
0.8408 |
|
| S3 |
0.8084 |
0.8182 |
0.8393 |
|
| S4 |
0.7929 |
0.8027 |
0.8351 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8450 |
0.8295 |
0.0155 |
1.8% |
0.0058 |
0.7% |
91% |
True |
False |
122 |
| 10 |
0.8450 |
0.8295 |
0.0155 |
1.8% |
0.0054 |
0.6% |
91% |
True |
False |
101 |
| 20 |
0.8470 |
0.8295 |
0.0175 |
2.1% |
0.0052 |
0.6% |
81% |
False |
False |
92 |
| 40 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0043 |
0.5% |
87% |
False |
False |
68 |
| 60 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0038 |
0.5% |
64% |
False |
False |
55 |
| 80 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0037 |
0.4% |
52% |
False |
False |
42 |
| 100 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0035 |
0.4% |
52% |
False |
False |
34 |
| 120 |
0.9322 |
0.8217 |
0.1105 |
13.1% |
0.0033 |
0.4% |
20% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8658 |
|
2.618 |
0.8578 |
|
1.618 |
0.8529 |
|
1.000 |
0.8499 |
|
0.618 |
0.8480 |
|
HIGH |
0.8450 |
|
0.618 |
0.8431 |
|
0.500 |
0.8426 |
|
0.382 |
0.8420 |
|
LOW |
0.8401 |
|
0.618 |
0.8371 |
|
1.000 |
0.8352 |
|
1.618 |
0.8322 |
|
2.618 |
0.8273 |
|
4.250 |
0.8193 |
|
|
| Fisher Pivots for day following 17-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8433 |
0.8428 |
| PP |
0.8429 |
0.8420 |
| S1 |
0.8426 |
0.8412 |
|