CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 08-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8412 |
0.8371 |
-0.0041 |
-0.5% |
0.8351 |
High |
0.8412 |
0.8384 |
-0.0028 |
-0.3% |
0.8412 |
Low |
0.8379 |
0.8371 |
-0.0008 |
-0.1% |
0.8333 |
Close |
0.8379 |
0.8377 |
-0.0002 |
0.0% |
0.8377 |
Range |
0.0033 |
0.0013 |
-0.0020 |
-60.6% |
0.0079 |
ATR |
0.0037 |
0.0036 |
-0.0002 |
-4.7% |
0.0000 |
Volume |
129 |
3 |
-126 |
-97.7% |
284 |
|
Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8416 |
0.8410 |
0.8384 |
|
R3 |
0.8403 |
0.8397 |
0.8381 |
|
R2 |
0.8390 |
0.8390 |
0.8379 |
|
R1 |
0.8384 |
0.8384 |
0.8378 |
0.8387 |
PP |
0.8377 |
0.8377 |
0.8377 |
0.8379 |
S1 |
0.8371 |
0.8371 |
0.8376 |
0.8374 |
S2 |
0.8364 |
0.8364 |
0.8375 |
|
S3 |
0.8351 |
0.8358 |
0.8373 |
|
S4 |
0.8338 |
0.8345 |
0.8370 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8611 |
0.8573 |
0.8420 |
|
R3 |
0.8532 |
0.8494 |
0.8399 |
|
R2 |
0.8453 |
0.8453 |
0.8391 |
|
R1 |
0.8415 |
0.8415 |
0.8384 |
0.8434 |
PP |
0.8374 |
0.8374 |
0.8374 |
0.8384 |
S1 |
0.8336 |
0.8336 |
0.8370 |
0.8355 |
S2 |
0.8295 |
0.8295 |
0.8363 |
|
S3 |
0.8216 |
0.8257 |
0.8355 |
|
S4 |
0.8137 |
0.8178 |
0.8334 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8412 |
0.8333 |
0.0079 |
0.9% |
0.0022 |
0.3% |
56% |
False |
False |
56 |
10 |
0.8454 |
0.8333 |
0.0121 |
1.4% |
0.0022 |
0.3% |
36% |
False |
False |
32 |
20 |
0.8455 |
0.8320 |
0.0135 |
1.6% |
0.0026 |
0.3% |
42% |
False |
False |
18 |
40 |
0.8470 |
0.8268 |
0.0202 |
2.4% |
0.0028 |
0.3% |
54% |
False |
False |
12 |
60 |
0.8492 |
0.8246 |
0.0246 |
2.9% |
0.0025 |
0.3% |
53% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8439 |
2.618 |
0.8418 |
1.618 |
0.8405 |
1.000 |
0.8397 |
0.618 |
0.8392 |
HIGH |
0.8384 |
0.618 |
0.8379 |
0.500 |
0.8378 |
0.382 |
0.8376 |
LOW |
0.8371 |
0.618 |
0.8363 |
1.000 |
0.8358 |
1.618 |
0.8350 |
2.618 |
0.8337 |
4.250 |
0.8316 |
|
|
Fisher Pivots for day following 08-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8378 |
0.8392 |
PP |
0.8377 |
0.8387 |
S1 |
0.8377 |
0.8382 |
|