CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 07-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8393 |
0.8442 |
0.0049 |
0.6% |
0.8305 |
| High |
0.8482 |
0.8442 |
-0.0040 |
-0.5% |
0.8425 |
| Low |
0.8388 |
0.8374 |
-0.0014 |
-0.2% |
0.8295 |
| Close |
0.8443 |
0.8420 |
-0.0023 |
-0.3% |
0.8319 |
| Range |
0.0094 |
0.0068 |
-0.0026 |
-27.7% |
0.0130 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
225 |
1,044 |
819 |
364.0% |
535 |
|
| Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8616 |
0.8586 |
0.8457 |
|
| R3 |
0.8548 |
0.8518 |
0.8439 |
|
| R2 |
0.8480 |
0.8480 |
0.8432 |
|
| R1 |
0.8450 |
0.8450 |
0.8426 |
0.8431 |
| PP |
0.8412 |
0.8412 |
0.8412 |
0.8403 |
| S1 |
0.8382 |
0.8382 |
0.8414 |
0.8363 |
| S2 |
0.8344 |
0.8344 |
0.8408 |
|
| S3 |
0.8276 |
0.8314 |
0.8401 |
|
| S4 |
0.8208 |
0.8246 |
0.8383 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8736 |
0.8658 |
0.8391 |
|
| R3 |
0.8606 |
0.8528 |
0.8355 |
|
| R2 |
0.8476 |
0.8476 |
0.8343 |
|
| R1 |
0.8398 |
0.8398 |
0.8331 |
0.8437 |
| PP |
0.8346 |
0.8346 |
0.8346 |
0.8366 |
| S1 |
0.8268 |
0.8268 |
0.8307 |
0.8307 |
| S2 |
0.8216 |
0.8216 |
0.8295 |
|
| S3 |
0.8086 |
0.8138 |
0.8283 |
|
| S4 |
0.7956 |
0.8008 |
0.8248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8482 |
0.8295 |
0.0187 |
2.2% |
0.0069 |
0.8% |
67% |
False |
False |
353 |
| 10 |
0.8482 |
0.8295 |
0.0187 |
2.2% |
0.0056 |
0.7% |
67% |
False |
False |
238 |
| 20 |
0.8670 |
0.8295 |
0.0375 |
4.5% |
0.0081 |
1.0% |
33% |
False |
False |
260 |
| 40 |
0.8784 |
0.8229 |
0.0555 |
6.6% |
0.0063 |
0.7% |
34% |
False |
False |
141 |
| 60 |
0.9489 |
0.8229 |
0.1260 |
15.0% |
0.0055 |
0.7% |
15% |
False |
False |
96 |
| 80 |
0.9489 |
0.8229 |
0.1260 |
15.0% |
0.0044 |
0.5% |
15% |
False |
False |
73 |
| 100 |
0.9801 |
0.8229 |
0.1572 |
18.7% |
0.0037 |
0.4% |
12% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8731 |
|
2.618 |
0.8620 |
|
1.618 |
0.8552 |
|
1.000 |
0.8510 |
|
0.618 |
0.8484 |
|
HIGH |
0.8442 |
|
0.618 |
0.8416 |
|
0.500 |
0.8408 |
|
0.382 |
0.8400 |
|
LOW |
0.8374 |
|
0.618 |
0.8332 |
|
1.000 |
0.8306 |
|
1.618 |
0.8264 |
|
2.618 |
0.8196 |
|
4.250 |
0.8085 |
|
|
| Fisher Pivots for day following 07-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8416 |
0.8411 |
| PP |
0.8412 |
0.8402 |
| S1 |
0.8408 |
0.8393 |
|