CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 01-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
01-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8406 |
0.8378 |
-0.0028 |
-0.3% |
0.8442 |
High |
0.8406 |
0.8378 |
-0.0028 |
-0.3% |
0.8454 |
Low |
0.8406 |
0.8344 |
-0.0062 |
-0.7% |
0.8344 |
Close |
0.8406 |
0.8344 |
-0.0062 |
-0.7% |
0.8344 |
Range |
0.0000 |
0.0034 |
0.0034 |
|
0.0110 |
ATR |
0.0036 |
0.0038 |
0.0002 |
5.0% |
0.0000 |
Volume |
5 |
5 |
0 |
0.0% |
37 |
|
Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8457 |
0.8435 |
0.8363 |
|
R3 |
0.8423 |
0.8401 |
0.8353 |
|
R2 |
0.8389 |
0.8389 |
0.8350 |
|
R1 |
0.8367 |
0.8367 |
0.8347 |
0.8361 |
PP |
0.8355 |
0.8355 |
0.8355 |
0.8353 |
S1 |
0.8333 |
0.8333 |
0.8341 |
0.8327 |
S2 |
0.8321 |
0.8321 |
0.8338 |
|
S3 |
0.8287 |
0.8299 |
0.8335 |
|
S4 |
0.8253 |
0.8265 |
0.8325 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8711 |
0.8637 |
0.8405 |
|
R3 |
0.8601 |
0.8527 |
0.8374 |
|
R2 |
0.8491 |
0.8491 |
0.8364 |
|
R1 |
0.8417 |
0.8417 |
0.8354 |
0.8399 |
PP |
0.8381 |
0.8381 |
0.8381 |
0.8372 |
S1 |
0.8307 |
0.8307 |
0.8334 |
0.8289 |
S2 |
0.8271 |
0.8271 |
0.8324 |
|
S3 |
0.8161 |
0.8197 |
0.8314 |
|
S4 |
0.8051 |
0.8087 |
0.8284 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8454 |
0.8344 |
0.0110 |
1.3% |
0.0021 |
0.2% |
0% |
False |
True |
7 |
10 |
0.8454 |
0.8344 |
0.0110 |
1.3% |
0.0020 |
0.2% |
0% |
False |
True |
4 |
20 |
0.8455 |
0.8320 |
0.0135 |
1.6% |
0.0024 |
0.3% |
18% |
False |
False |
5 |
40 |
0.8470 |
0.8246 |
0.0224 |
2.7% |
0.0028 |
0.3% |
44% |
False |
False |
6 |
60 |
0.8492 |
0.8246 |
0.0246 |
2.9% |
0.0025 |
0.3% |
40% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8523 |
2.618 |
0.8467 |
1.618 |
0.8433 |
1.000 |
0.8412 |
0.618 |
0.8399 |
HIGH |
0.8378 |
0.618 |
0.8365 |
0.500 |
0.8361 |
0.382 |
0.8357 |
LOW |
0.8344 |
0.618 |
0.8323 |
1.000 |
0.8310 |
1.618 |
0.8289 |
2.618 |
0.8255 |
4.250 |
0.8200 |
|
|
Fisher Pivots for day following 01-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8361 |
0.8399 |
PP |
0.8355 |
0.8381 |
S1 |
0.8350 |
0.8362 |
|