CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 12-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8363 |
0.8335 |
-0.0028 |
-0.3% |
0.8335 |
High |
0.8364 |
0.8360 |
-0.0004 |
0.0% |
0.8412 |
Low |
0.8336 |
0.8327 |
-0.0009 |
-0.1% |
0.8312 |
Close |
0.8340 |
0.8355 |
0.0015 |
0.2% |
0.8360 |
Range |
0.0028 |
0.0033 |
0.0005 |
17.9% |
0.0100 |
ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
367 |
71 |
-296 |
-80.7% |
1,379 |
|
Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8446 |
0.8434 |
0.8373 |
|
R3 |
0.8413 |
0.8401 |
0.8364 |
|
R2 |
0.8380 |
0.8380 |
0.8361 |
|
R1 |
0.8368 |
0.8368 |
0.8358 |
0.8374 |
PP |
0.8347 |
0.8347 |
0.8347 |
0.8351 |
S1 |
0.8335 |
0.8335 |
0.8352 |
0.8341 |
S2 |
0.8314 |
0.8314 |
0.8349 |
|
S3 |
0.8281 |
0.8302 |
0.8346 |
|
S4 |
0.8248 |
0.8269 |
0.8337 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8661 |
0.8611 |
0.8415 |
|
R3 |
0.8561 |
0.8511 |
0.8388 |
|
R2 |
0.8461 |
0.8461 |
0.8378 |
|
R1 |
0.8411 |
0.8411 |
0.8369 |
0.8436 |
PP |
0.8361 |
0.8361 |
0.8361 |
0.8374 |
S1 |
0.8311 |
0.8311 |
0.8351 |
0.8336 |
S2 |
0.8261 |
0.8261 |
0.8342 |
|
S3 |
0.8161 |
0.8211 |
0.8333 |
|
S4 |
0.8061 |
0.8111 |
0.8305 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8412 |
0.8327 |
0.0085 |
1.0% |
0.0041 |
0.5% |
33% |
False |
True |
239 |
10 |
0.8455 |
0.8312 |
0.0143 |
1.7% |
0.0047 |
0.6% |
30% |
False |
False |
280 |
20 |
0.8455 |
0.8312 |
0.0143 |
1.7% |
0.0045 |
0.5% |
30% |
False |
False |
224 |
40 |
0.8470 |
0.8260 |
0.0210 |
2.5% |
0.0052 |
0.6% |
45% |
False |
False |
160 |
60 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0042 |
0.5% |
55% |
False |
False |
117 |
80 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0039 |
0.5% |
40% |
False |
False |
95 |
100 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0038 |
0.5% |
33% |
False |
False |
76 |
120 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0036 |
0.4% |
33% |
False |
False |
64 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8500 |
2.618 |
0.8446 |
1.618 |
0.8413 |
1.000 |
0.8393 |
0.618 |
0.8380 |
HIGH |
0.8360 |
0.618 |
0.8347 |
0.500 |
0.8344 |
0.382 |
0.8340 |
LOW |
0.8327 |
0.618 |
0.8307 |
1.000 |
0.8294 |
1.618 |
0.8274 |
2.618 |
0.8241 |
4.250 |
0.8187 |
|
|
Fisher Pivots for day following 12-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8351 |
0.8353 |
PP |
0.8347 |
0.8350 |
S1 |
0.8344 |
0.8348 |
|