CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 27-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.8435 |
0.8442 |
0.0007 |
0.1% |
0.8433 |
High |
0.8446 |
0.8442 |
-0.0004 |
0.0% |
0.8446 |
Low |
0.8435 |
0.8432 |
-0.0003 |
0.0% |
0.8367 |
Close |
0.8446 |
0.8432 |
-0.0014 |
-0.2% |
0.8446 |
Range |
0.0011 |
0.0010 |
-0.0001 |
-9.1% |
0.0079 |
ATR |
0.0040 |
0.0038 |
-0.0002 |
-4.6% |
0.0000 |
Volume |
3 |
2 |
-1 |
-33.3% |
11 |
|
Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8465 |
0.8459 |
0.8438 |
|
R3 |
0.8455 |
0.8449 |
0.8435 |
|
R2 |
0.8445 |
0.8445 |
0.8434 |
|
R1 |
0.8439 |
0.8439 |
0.8433 |
0.8437 |
PP |
0.8435 |
0.8435 |
0.8435 |
0.8435 |
S1 |
0.8429 |
0.8429 |
0.8431 |
0.8427 |
S2 |
0.8425 |
0.8425 |
0.8430 |
|
S3 |
0.8415 |
0.8419 |
0.8429 |
|
S4 |
0.8405 |
0.8409 |
0.8427 |
|
|
Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8657 |
0.8630 |
0.8489 |
|
R3 |
0.8578 |
0.8551 |
0.8468 |
|
R2 |
0.8499 |
0.8499 |
0.8460 |
|
R1 |
0.8472 |
0.8472 |
0.8453 |
0.8486 |
PP |
0.8420 |
0.8420 |
0.8420 |
0.8426 |
S1 |
0.8393 |
0.8393 |
0.8439 |
0.8407 |
S2 |
0.8341 |
0.8341 |
0.8432 |
|
S3 |
0.8262 |
0.8314 |
0.8424 |
|
S4 |
0.8183 |
0.8235 |
0.8403 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8446 |
0.8367 |
0.0079 |
0.9% |
0.0018 |
0.2% |
82% |
False |
False |
2 |
10 |
0.8455 |
0.8363 |
0.0092 |
1.1% |
0.0028 |
0.3% |
75% |
False |
False |
4 |
20 |
0.8455 |
0.8320 |
0.0135 |
1.6% |
0.0022 |
0.3% |
83% |
False |
False |
3 |
40 |
0.8470 |
0.8246 |
0.0224 |
2.7% |
0.0028 |
0.3% |
83% |
False |
False |
6 |
60 |
0.8598 |
0.8246 |
0.0352 |
4.2% |
0.0025 |
0.3% |
53% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8485 |
2.618 |
0.8468 |
1.618 |
0.8458 |
1.000 |
0.8452 |
0.618 |
0.8448 |
HIGH |
0.8442 |
0.618 |
0.8438 |
0.500 |
0.8437 |
0.382 |
0.8436 |
LOW |
0.8432 |
0.618 |
0.8426 |
1.000 |
0.8422 |
1.618 |
0.8416 |
2.618 |
0.8406 |
4.250 |
0.8390 |
|
|
Fisher Pivots for day following 27-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8437 |
0.8424 |
PP |
0.8435 |
0.8415 |
S1 |
0.8434 |
0.8407 |
|