CME Japanese Yen Future December 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 |
0.8385 |
0.8368 |
-0.0017 |
-0.2% |
0.8320 |
High |
0.8398 |
0.8403 |
0.0005 |
0.1% |
0.8455 |
Low |
0.8379 |
0.8367 |
-0.0012 |
-0.1% |
0.8320 |
Close |
0.8379 |
0.8403 |
0.0024 |
0.3% |
0.8455 |
Range |
0.0019 |
0.0036 |
0.0017 |
89.5% |
0.0135 |
ATR |
0.0040 |
0.0039 |
0.0000 |
-0.6% |
0.0000 |
Volume |
1 |
3 |
2 |
200.0% |
32 |
|
Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8499 |
0.8487 |
0.8423 |
|
R3 |
0.8463 |
0.8451 |
0.8413 |
|
R2 |
0.8427 |
0.8427 |
0.8410 |
|
R1 |
0.8415 |
0.8415 |
0.8406 |
0.8421 |
PP |
0.8391 |
0.8391 |
0.8391 |
0.8394 |
S1 |
0.8379 |
0.8379 |
0.8400 |
0.8385 |
S2 |
0.8355 |
0.8355 |
0.8396 |
|
S3 |
0.8319 |
0.8343 |
0.8393 |
|
S4 |
0.8283 |
0.8307 |
0.8383 |
|
|
Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8815 |
0.8770 |
0.8529 |
|
R3 |
0.8680 |
0.8635 |
0.8492 |
|
R2 |
0.8545 |
0.8545 |
0.8480 |
|
R1 |
0.8500 |
0.8500 |
0.8467 |
0.8523 |
PP |
0.8410 |
0.8410 |
0.8410 |
0.8421 |
S1 |
0.8365 |
0.8365 |
0.8443 |
0.8388 |
S2 |
0.8275 |
0.8275 |
0.8430 |
|
S3 |
0.8140 |
0.8230 |
0.8418 |
|
S4 |
0.8005 |
0.8095 |
0.8381 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8455 |
0.8367 |
0.0088 |
1.0% |
0.0023 |
0.3% |
41% |
False |
True |
1 |
10 |
0.8455 |
0.8320 |
0.0135 |
1.6% |
0.0033 |
0.4% |
61% |
False |
False |
4 |
20 |
0.8455 |
0.8320 |
0.0135 |
1.6% |
0.0024 |
0.3% |
61% |
False |
False |
4 |
40 |
0.8470 |
0.8246 |
0.0224 |
2.7% |
0.0028 |
0.3% |
70% |
False |
False |
6 |
60 |
0.8598 |
0.8246 |
0.0352 |
4.2% |
0.0025 |
0.3% |
45% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8556 |
2.618 |
0.8497 |
1.618 |
0.8461 |
1.000 |
0.8439 |
0.618 |
0.8425 |
HIGH |
0.8403 |
0.618 |
0.8389 |
0.500 |
0.8385 |
0.382 |
0.8381 |
LOW |
0.8367 |
0.618 |
0.8345 |
1.000 |
0.8331 |
1.618 |
0.8309 |
2.618 |
0.8273 |
4.250 |
0.8214 |
|
|
Fisher Pivots for day following 23-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8397 |
0.8397 |
PP |
0.8391 |
0.8391 |
S1 |
0.8385 |
0.8385 |
|