CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 22-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2015 |
22-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.8400 |
0.8376 |
-0.0024 |
-0.3% |
0.8336 |
High |
0.8400 |
0.8394 |
-0.0006 |
-0.1% |
0.8450 |
Low |
0.8369 |
0.8352 |
-0.0017 |
-0.2% |
0.8295 |
Close |
0.8369 |
0.8360 |
-0.0009 |
-0.1% |
0.8436 |
Range |
0.0031 |
0.0042 |
0.0011 |
35.5% |
0.0155 |
ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
168 |
281 |
113 |
67.3% |
613 |
|
Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8495 |
0.8469 |
0.8383 |
|
R3 |
0.8453 |
0.8427 |
0.8372 |
|
R2 |
0.8411 |
0.8411 |
0.8368 |
|
R1 |
0.8385 |
0.8385 |
0.8364 |
0.8377 |
PP |
0.8369 |
0.8369 |
0.8369 |
0.8365 |
S1 |
0.8343 |
0.8343 |
0.8356 |
0.8335 |
S2 |
0.8327 |
0.8327 |
0.8352 |
|
S3 |
0.8285 |
0.8301 |
0.8348 |
|
S4 |
0.8243 |
0.8259 |
0.8337 |
|
|
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 |
0.8453 |
0.8352 |
0.0101 |
1.2% |
0.0043 |
0.5% |
8% |
False |
True |
150 |
10 |
0.8453 |
0.8295 |
0.0158 |
1.9% |
0.0051 |
0.6% |
41% |
False |
False |
150 |
20 |
0.8470 |
0.8295 |
0.0175 |
2.1% |
0.0053 |
0.6% |
37% |
False |
False |
113 |
40 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0045 |
0.5% |
57% |
False |
False |
84 |
60 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0039 |
0.5% |
42% |
False |
False |
66 |
80 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0039 |
0.5% |
34% |
False |
False |
50 |
100 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0036 |
0.4% |
34% |
False |
False |
41 |
120 |
0.9213 |
0.8217 |
0.0996 |
11.9% |
0.0034 |
0.4% |
14% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8573 |
2.618 |
0.8504 |
1.618 |
0.8462 |
1.000 |
0.8436 |
0.618 |
0.8420 |
HIGH |
0.8394 |
0.618 |
0.8378 |
0.500 |
0.8373 |
0.382 |
0.8368 |
LOW |
0.8352 |
0.618 |
0.8326 |
1.000 |
0.8310 |
1.618 |
0.8284 |
2.618 |
0.8242 |
4.250 |
0.8174 |
|
|
Fisher Pivots for day following 22-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8373 |
0.8403 |
PP |
0.8369 |
0.8388 |
S1 |
0.8364 |
0.8374 |
|