CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 05-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8351 |
0.8333 |
-0.0018 |
-0.2% |
0.8442 |
High |
0.8367 |
0.8381 |
0.0014 |
0.2% |
0.8454 |
Low |
0.8349 |
0.8333 |
-0.0016 |
-0.2% |
0.8344 |
Close |
0.8357 |
0.8375 |
0.0018 |
0.2% |
0.8344 |
Range |
0.0018 |
0.0048 |
0.0030 |
166.7% |
0.0110 |
ATR |
0.0037 |
0.0038 |
0.0001 |
2.1% |
0.0000 |
Volume |
4 |
19 |
15 |
375.0% |
37 |
|
Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8507 |
0.8489 |
0.8401 |
|
R3 |
0.8459 |
0.8441 |
0.8388 |
|
R2 |
0.8411 |
0.8411 |
0.8384 |
|
R1 |
0.8393 |
0.8393 |
0.8379 |
0.8402 |
PP |
0.8363 |
0.8363 |
0.8363 |
0.8368 |
S1 |
0.8345 |
0.8345 |
0.8371 |
0.8354 |
S2 |
0.8315 |
0.8315 |
0.8366 |
|
S3 |
0.8267 |
0.8297 |
0.8362 |
|
S4 |
0.8219 |
0.8249 |
0.8349 |
|
|
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 |
0.8333 |
0.0121 |
1.4% |
0.0029 |
0.3% |
35% |
False |
True |
7 |
10 |
0.8454 |
0.8333 |
0.0121 |
1.4% |
0.0024 |
0.3% |
35% |
False |
True |
6 |
20 |
0.8455 |
0.8320 |
0.0135 |
1.6% |
0.0026 |
0.3% |
41% |
False |
False |
5 |
40 |
0.8470 |
0.8257 |
0.0213 |
2.5% |
0.0028 |
0.3% |
55% |
False |
False |
6 |
60 |
0.8492 |
0.8246 |
0.0246 |
2.9% |
0.0026 |
0.3% |
52% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8585 |
2.618 |
0.8507 |
1.618 |
0.8459 |
1.000 |
0.8429 |
0.618 |
0.8411 |
HIGH |
0.8381 |
0.618 |
0.8363 |
0.500 |
0.8357 |
0.382 |
0.8351 |
LOW |
0.8333 |
0.618 |
0.8303 |
1.000 |
0.8285 |
1.618 |
0.8255 |
2.618 |
0.8207 |
4.250 |
0.8129 |
|
|
Fisher Pivots for day following 05-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8369 |
0.8369 |
PP |
0.8363 |
0.8363 |
S1 |
0.8357 |
0.8357 |
|