CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 06-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8336 |
0.8354 |
0.0018 |
0.2% |
0.8426 |
High |
0.8366 |
0.8400 |
0.0034 |
0.4% |
0.8455 |
Low |
0.8312 |
0.8348 |
0.0036 |
0.4% |
0.8327 |
Close |
0.8358 |
0.8394 |
0.0036 |
0.4% |
0.8327 |
Range |
0.0054 |
0.0052 |
-0.0002 |
-3.7% |
0.0128 |
ATR |
0.0050 |
0.0050 |
0.0000 |
0.3% |
0.0000 |
Volume |
318 |
184 |
-134 |
-42.1% |
1,600 |
|
Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8537 |
0.8517 |
0.8423 |
|
R3 |
0.8485 |
0.8465 |
0.8408 |
|
R2 |
0.8433 |
0.8433 |
0.8404 |
|
R1 |
0.8413 |
0.8413 |
0.8399 |
0.8423 |
PP |
0.8381 |
0.8381 |
0.8381 |
0.8386 |
S1 |
0.8361 |
0.8361 |
0.8389 |
0.8371 |
S2 |
0.8329 |
0.8329 |
0.8384 |
|
S3 |
0.8277 |
0.8309 |
0.8380 |
|
S4 |
0.8225 |
0.8257 |
0.8365 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8754 |
0.8668 |
0.8397 |
|
R3 |
0.8626 |
0.8540 |
0.8362 |
|
R2 |
0.8498 |
0.8498 |
0.8350 |
|
R1 |
0.8412 |
0.8412 |
0.8339 |
0.8391 |
PP |
0.8370 |
0.8370 |
0.8370 |
0.8359 |
S1 |
0.8284 |
0.8284 |
0.8315 |
0.8263 |
S2 |
0.8242 |
0.8242 |
0.8304 |
|
S3 |
0.8114 |
0.8156 |
0.8292 |
|
S4 |
0.7986 |
0.8028 |
0.8257 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8455 |
0.8312 |
0.0143 |
1.7% |
0.0054 |
0.6% |
57% |
False |
False |
316 |
10 |
0.8455 |
0.8312 |
0.0143 |
1.7% |
0.0047 |
0.6% |
57% |
False |
False |
258 |
20 |
0.8455 |
0.8295 |
0.0160 |
1.9% |
0.0049 |
0.6% |
62% |
False |
False |
204 |
40 |
0.8470 |
0.8239 |
0.0231 |
2.8% |
0.0051 |
0.6% |
67% |
False |
False |
142 |
60 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0044 |
0.5% |
70% |
False |
False |
100 |
80 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0042 |
0.5% |
42% |
False |
False |
82 |
100 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0039 |
0.5% |
42% |
False |
False |
66 |
120 |
0.8680 |
0.8217 |
0.0463 |
5.5% |
0.0035 |
0.4% |
38% |
False |
False |
56 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8621 |
2.618 |
0.8536 |
1.618 |
0.8484 |
1.000 |
0.8452 |
0.618 |
0.8432 |
HIGH |
0.8400 |
0.618 |
0.8380 |
0.500 |
0.8374 |
0.382 |
0.8368 |
LOW |
0.8348 |
0.618 |
0.8316 |
1.000 |
0.8296 |
1.618 |
0.8264 |
2.618 |
0.8212 |
4.250 |
0.8127 |
|
|
Fisher Pivots for day following 06-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8387 |
0.8381 |
PP |
0.8381 |
0.8369 |
S1 |
0.8374 |
0.8356 |
|