CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 23-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.8376 |
0.8368 |
-0.0008 |
-0.1% |
0.8336 |
High |
0.8394 |
0.8387 |
-0.0007 |
-0.1% |
0.8450 |
Low |
0.8352 |
0.8347 |
-0.0005 |
-0.1% |
0.8295 |
Close |
0.8360 |
0.8385 |
0.0025 |
0.3% |
0.8436 |
Range |
0.0042 |
0.0040 |
-0.0002 |
-4.8% |
0.0155 |
ATR |
0.0051 |
0.0051 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
281 |
69 |
-212 |
-75.4% |
613 |
|
Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8493 |
0.8479 |
0.8407 |
|
R3 |
0.8453 |
0.8439 |
0.8396 |
|
R2 |
0.8413 |
0.8413 |
0.8392 |
|
R1 |
0.8399 |
0.8399 |
0.8389 |
0.8406 |
PP |
0.8373 |
0.8373 |
0.8373 |
0.8377 |
S1 |
0.8359 |
0.8359 |
0.8381 |
0.8366 |
S2 |
0.8333 |
0.8333 |
0.8378 |
|
S3 |
0.8293 |
0.8319 |
0.8374 |
|
S4 |
0.8253 |
0.8279 |
0.8363 |
|
|
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 |
0.8347 |
0.0106 |
1.3% |
0.0044 |
0.5% |
36% |
False |
True |
156 |
10 |
0.8453 |
0.8295 |
0.0158 |
1.9% |
0.0050 |
0.6% |
57% |
False |
False |
143 |
20 |
0.8453 |
0.8295 |
0.0158 |
1.9% |
0.0051 |
0.6% |
57% |
False |
False |
115 |
40 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0046 |
0.5% |
66% |
False |
False |
86 |
60 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0039 |
0.5% |
49% |
False |
False |
67 |
80 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0039 |
0.5% |
40% |
False |
False |
51 |
100 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0037 |
0.4% |
40% |
False |
False |
41 |
120 |
0.8942 |
0.8217 |
0.0725 |
8.6% |
0.0034 |
0.4% |
23% |
False |
False |
35 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8557 |
2.618 |
0.8492 |
1.618 |
0.8452 |
1.000 |
0.8427 |
0.618 |
0.8412 |
HIGH |
0.8387 |
0.618 |
0.8372 |
0.500 |
0.8367 |
0.382 |
0.8362 |
LOW |
0.8347 |
0.618 |
0.8322 |
1.000 |
0.8307 |
1.618 |
0.8282 |
2.618 |
0.8242 |
4.250 |
0.8177 |
|
|
Fisher Pivots for day following 23-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8379 |
0.8381 |
PP |
0.8373 |
0.8377 |
S1 |
0.8367 |
0.8374 |
|