CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 18-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8386 |
0.8381 |
-0.0005 |
-0.1% |
0.8363 |
High |
0.8413 |
0.8381 |
-0.0032 |
-0.4% |
0.8434 |
Low |
0.8386 |
0.8360 |
-0.0026 |
-0.3% |
0.8356 |
Close |
0.8413 |
0.8360 |
-0.0053 |
-0.6% |
0.8413 |
Range |
0.0027 |
0.0021 |
-0.0006 |
-22.2% |
0.0078 |
ATR |
0.0034 |
0.0035 |
0.0001 |
4.1% |
0.0000 |
Volume |
16 |
1 |
-15 |
-93.8% |
89 |
|
Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8430 |
0.8416 |
0.8372 |
|
R3 |
0.8409 |
0.8395 |
0.8366 |
|
R2 |
0.8388 |
0.8388 |
0.8364 |
|
R1 |
0.8374 |
0.8374 |
0.8362 |
0.8371 |
PP |
0.8367 |
0.8367 |
0.8367 |
0.8365 |
S1 |
0.8353 |
0.8353 |
0.8358 |
0.8350 |
S2 |
0.8346 |
0.8346 |
0.8356 |
|
S3 |
0.8325 |
0.8332 |
0.8354 |
|
S4 |
0.8304 |
0.8311 |
0.8348 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8635 |
0.8602 |
0.8456 |
|
R3 |
0.8557 |
0.8524 |
0.8434 |
|
R2 |
0.8479 |
0.8479 |
0.8427 |
|
R1 |
0.8446 |
0.8446 |
0.8420 |
0.8463 |
PP |
0.8401 |
0.8401 |
0.8401 |
0.8409 |
S1 |
0.8368 |
0.8368 |
0.8406 |
0.8385 |
S2 |
0.8323 |
0.8323 |
0.8399 |
|
S3 |
0.8245 |
0.8290 |
0.8392 |
|
S4 |
0.8167 |
0.8212 |
0.8370 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8434 |
0.8356 |
0.0078 |
0.9% |
0.0027 |
0.3% |
5% |
False |
False |
6 |
10 |
0.8434 |
0.8333 |
0.0101 |
1.2% |
0.0024 |
0.3% |
27% |
False |
False |
37 |
20 |
0.8454 |
0.8333 |
0.0121 |
1.4% |
0.0022 |
0.3% |
22% |
False |
False |
21 |
40 |
0.8470 |
0.8320 |
0.0150 |
1.8% |
0.0023 |
0.3% |
27% |
False |
False |
12 |
60 |
0.8470 |
0.8246 |
0.0224 |
2.7% |
0.0026 |
0.3% |
51% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8470 |
2.618 |
0.8436 |
1.618 |
0.8415 |
1.000 |
0.8402 |
0.618 |
0.8394 |
HIGH |
0.8381 |
0.618 |
0.8373 |
0.500 |
0.8371 |
0.382 |
0.8368 |
LOW |
0.8360 |
0.618 |
0.8347 |
1.000 |
0.8339 |
1.618 |
0.8326 |
2.618 |
0.8305 |
4.250 |
0.8271 |
|
|
Fisher Pivots for day following 18-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8371 |
0.8397 |
PP |
0.8367 |
0.8385 |
S1 |
0.8364 |
0.8372 |
|