CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 07-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2015 |
07-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8354 |
0.8383 |
0.0029 |
0.3% |
0.8426 |
High |
0.8400 |
0.8412 |
0.0012 |
0.1% |
0.8455 |
Low |
0.8348 |
0.8358 |
0.0010 |
0.1% |
0.8327 |
Close |
0.8394 |
0.8362 |
-0.0032 |
-0.4% |
0.8327 |
Range |
0.0052 |
0.0054 |
0.0002 |
3.8% |
0.0128 |
ATR |
0.0050 |
0.0050 |
0.0000 |
0.6% |
0.0000 |
Volume |
184 |
184 |
0 |
0.0% |
1,600 |
|
Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8539 |
0.8505 |
0.8392 |
|
R3 |
0.8485 |
0.8451 |
0.8377 |
|
R2 |
0.8431 |
0.8431 |
0.8372 |
|
R1 |
0.8397 |
0.8397 |
0.8367 |
0.8387 |
PP |
0.8377 |
0.8377 |
0.8377 |
0.8373 |
S1 |
0.8343 |
0.8343 |
0.8357 |
0.8333 |
S2 |
0.8323 |
0.8323 |
0.8352 |
|
S3 |
0.8269 |
0.8289 |
0.8347 |
|
S4 |
0.8215 |
0.8235 |
0.8332 |
|
|
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 |
0.8412 |
0.8312 |
0.0100 |
1.2% |
0.0045 |
0.5% |
50% |
True |
False |
310 |
10 |
0.8455 |
0.8312 |
0.0143 |
1.7% |
0.0048 |
0.6% |
35% |
False |
False |
269 |
20 |
0.8455 |
0.8295 |
0.0160 |
1.9% |
0.0049 |
0.6% |
42% |
False |
False |
206 |
40 |
0.8470 |
0.8255 |
0.0215 |
2.6% |
0.0051 |
0.6% |
50% |
False |
False |
144 |
60 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0044 |
0.5% |
57% |
False |
False |
103 |
80 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0042 |
0.5% |
34% |
False |
False |
85 |
100 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0039 |
0.5% |
34% |
False |
False |
68 |
120 |
0.8648 |
0.8217 |
0.0431 |
5.2% |
0.0035 |
0.4% |
34% |
False |
False |
57 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8642 |
2.618 |
0.8553 |
1.618 |
0.8499 |
1.000 |
0.8466 |
0.618 |
0.8445 |
HIGH |
0.8412 |
0.618 |
0.8391 |
0.500 |
0.8385 |
0.382 |
0.8379 |
LOW |
0.8358 |
0.618 |
0.8325 |
1.000 |
0.8304 |
1.618 |
0.8271 |
2.618 |
0.8217 |
4.250 |
0.8129 |
|
|
Fisher Pivots for day following 07-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8385 |
0.8362 |
PP |
0.8377 |
0.8362 |
S1 |
0.8370 |
0.8362 |
|