CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 19-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8381 |
0.8360 |
-0.0021 |
-0.3% |
0.8363 |
High |
0.8381 |
0.8360 |
-0.0021 |
-0.3% |
0.8434 |
Low |
0.8360 |
0.8310 |
-0.0050 |
-0.6% |
0.8356 |
Close |
0.8360 |
0.8310 |
-0.0050 |
-0.6% |
0.8413 |
Range |
0.0021 |
0.0050 |
0.0029 |
138.1% |
0.0078 |
ATR |
0.0035 |
0.0036 |
0.0001 |
3.0% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
89 |
|
Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8477 |
0.8443 |
0.8338 |
|
R3 |
0.8427 |
0.8393 |
0.8324 |
|
R2 |
0.8377 |
0.8377 |
0.8319 |
|
R1 |
0.8343 |
0.8343 |
0.8315 |
0.8335 |
PP |
0.8327 |
0.8327 |
0.8327 |
0.8323 |
S1 |
0.8293 |
0.8293 |
0.8305 |
0.8285 |
S2 |
0.8277 |
0.8277 |
0.8301 |
|
S3 |
0.8227 |
0.8243 |
0.8296 |
|
S4 |
0.8177 |
0.8193 |
0.8283 |
|
|
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 |
0.8310 |
0.0124 |
1.5% |
0.0034 |
0.4% |
0% |
False |
True |
5 |
10 |
0.8434 |
0.8310 |
0.0124 |
1.5% |
0.0024 |
0.3% |
0% |
False |
True |
35 |
20 |
0.8454 |
0.8310 |
0.0144 |
1.7% |
0.0024 |
0.3% |
0% |
False |
True |
20 |
40 |
0.8470 |
0.8310 |
0.0160 |
1.9% |
0.0023 |
0.3% |
0% |
False |
True |
12 |
60 |
0.8470 |
0.8246 |
0.0224 |
2.7% |
0.0026 |
0.3% |
29% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8573 |
2.618 |
0.8491 |
1.618 |
0.8441 |
1.000 |
0.8410 |
0.618 |
0.8391 |
HIGH |
0.8360 |
0.618 |
0.8341 |
0.500 |
0.8335 |
0.382 |
0.8329 |
LOW |
0.8310 |
0.618 |
0.8279 |
1.000 |
0.8260 |
1.618 |
0.8229 |
2.618 |
0.8179 |
4.250 |
0.8098 |
|
|
Fisher Pivots for day following 19-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8335 |
0.8362 |
PP |
0.8327 |
0.8344 |
S1 |
0.8318 |
0.8327 |
|