CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 19-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8389 |
0.8351 |
-0.0038 |
-0.5% |
0.8363 |
High |
0.8390 |
0.8355 |
-0.0035 |
-0.4% |
0.8423 |
Low |
0.8344 |
0.8292 |
-0.0052 |
-0.6% |
0.8327 |
Close |
0.8344 |
0.8294 |
-0.0050 |
-0.6% |
0.8397 |
Range |
0.0046 |
0.0063 |
0.0017 |
37.0% |
0.0096 |
ATR |
0.0047 |
0.0048 |
0.0001 |
2.4% |
0.0000 |
Volume |
332 |
271 |
-61 |
-18.4% |
1,811 |
|
Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8503 |
0.8461 |
0.8329 |
|
R3 |
0.8440 |
0.8398 |
0.8311 |
|
R2 |
0.8377 |
0.8377 |
0.8306 |
|
R1 |
0.8335 |
0.8335 |
0.8300 |
0.8325 |
PP |
0.8314 |
0.8314 |
0.8314 |
0.8308 |
S1 |
0.8272 |
0.8272 |
0.8288 |
0.8262 |
S2 |
0.8251 |
0.8251 |
0.8282 |
|
S3 |
0.8188 |
0.8209 |
0.8277 |
|
S4 |
0.8125 |
0.8146 |
0.8259 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8670 |
0.8630 |
0.8450 |
|
R3 |
0.8574 |
0.8534 |
0.8423 |
|
R2 |
0.8478 |
0.8478 |
0.8415 |
|
R1 |
0.8438 |
0.8438 |
0.8406 |
0.8458 |
PP |
0.8382 |
0.8382 |
0.8382 |
0.8393 |
S1 |
0.8342 |
0.8342 |
0.8388 |
0.8362 |
S2 |
0.8286 |
0.8286 |
0.8379 |
|
S3 |
0.8190 |
0.8246 |
0.8371 |
|
S4 |
0.8094 |
0.8150 |
0.8344 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8423 |
0.8292 |
0.0131 |
1.6% |
0.0050 |
0.6% |
2% |
False |
True |
395 |
10 |
0.8423 |
0.8292 |
0.0131 |
1.6% |
0.0045 |
0.5% |
2% |
False |
True |
317 |
20 |
0.8455 |
0.8292 |
0.0163 |
2.0% |
0.0046 |
0.5% |
1% |
False |
True |
292 |
40 |
0.8470 |
0.8292 |
0.0178 |
2.1% |
0.0049 |
0.6% |
1% |
False |
True |
197 |
60 |
0.8470 |
0.8217 |
0.0253 |
3.1% |
0.0044 |
0.5% |
30% |
False |
False |
149 |
80 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0040 |
0.5% |
23% |
False |
False |
119 |
100 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0040 |
0.5% |
18% |
False |
False |
96 |
120 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0037 |
0.5% |
18% |
False |
False |
80 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8623 |
2.618 |
0.8520 |
1.618 |
0.8457 |
1.000 |
0.8418 |
0.618 |
0.8394 |
HIGH |
0.8355 |
0.618 |
0.8331 |
0.500 |
0.8324 |
0.382 |
0.8316 |
LOW |
0.8292 |
0.618 |
0.8253 |
1.000 |
0.8229 |
1.618 |
0.8190 |
2.618 |
0.8127 |
4.250 |
0.8024 |
|
|
Fisher Pivots for day following 19-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8324 |
0.8346 |
PP |
0.8314 |
0.8329 |
S1 |
0.8304 |
0.8311 |
|