CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 09-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8394 |
0.8361 |
-0.0033 |
-0.4% |
0.8306 |
| High |
0.8399 |
0.8452 |
0.0053 |
0.6% |
0.8482 |
| Low |
0.8359 |
0.8360 |
0.0001 |
0.0% |
0.8304 |
| Close |
0.8368 |
0.8447 |
0.0079 |
0.9% |
0.8447 |
| Range |
0.0040 |
0.0092 |
0.0052 |
130.0% |
0.0178 |
| ATR |
0.0072 |
0.0074 |
0.0001 |
2.0% |
0.0000 |
| Volume |
717 |
119 |
-598 |
-83.4% |
2,156 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8696 |
0.8663 |
0.8498 |
|
| R3 |
0.8604 |
0.8571 |
0.8472 |
|
| R2 |
0.8512 |
0.8512 |
0.8464 |
|
| R1 |
0.8479 |
0.8479 |
0.8455 |
0.8496 |
| PP |
0.8420 |
0.8420 |
0.8420 |
0.8428 |
| S1 |
0.8387 |
0.8387 |
0.8439 |
0.8404 |
| S2 |
0.8328 |
0.8328 |
0.8430 |
|
| S3 |
0.8236 |
0.8295 |
0.8422 |
|
| S4 |
0.8144 |
0.8203 |
0.8396 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8945 |
0.8874 |
0.8545 |
|
| R3 |
0.8767 |
0.8696 |
0.8496 |
|
| R2 |
0.8589 |
0.8589 |
0.8480 |
|
| R1 |
0.8518 |
0.8518 |
0.8463 |
0.8554 |
| PP |
0.8411 |
0.8411 |
0.8411 |
0.8429 |
| S1 |
0.8340 |
0.8340 |
0.8431 |
0.8376 |
| S2 |
0.8233 |
0.8233 |
0.8414 |
|
| S3 |
0.8055 |
0.8162 |
0.8398 |
|
| S4 |
0.7877 |
0.7984 |
0.8349 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8482 |
0.8304 |
0.0178 |
2.1% |
0.0076 |
0.9% |
80% |
False |
False |
431 |
| 10 |
0.8482 |
0.8295 |
0.0187 |
2.2% |
0.0063 |
0.7% |
81% |
False |
False |
274 |
| 20 |
0.8670 |
0.8295 |
0.0375 |
4.4% |
0.0072 |
0.9% |
41% |
False |
False |
283 |
| 40 |
0.8719 |
0.8229 |
0.0490 |
5.8% |
0.0064 |
0.8% |
44% |
False |
False |
162 |
| 60 |
0.9489 |
0.8229 |
0.1260 |
14.9% |
0.0057 |
0.7% |
17% |
False |
False |
110 |
| 80 |
0.9489 |
0.8229 |
0.1260 |
14.9% |
0.0046 |
0.5% |
17% |
False |
False |
83 |
| 100 |
0.9745 |
0.8229 |
0.1516 |
17.9% |
0.0038 |
0.5% |
14% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8843 |
|
2.618 |
0.8693 |
|
1.618 |
0.8601 |
|
1.000 |
0.8544 |
|
0.618 |
0.8509 |
|
HIGH |
0.8452 |
|
0.618 |
0.8417 |
|
0.500 |
0.8406 |
|
0.382 |
0.8395 |
|
LOW |
0.8360 |
|
0.618 |
0.8303 |
|
1.000 |
0.8268 |
|
1.618 |
0.8211 |
|
2.618 |
0.8119 |
|
4.250 |
0.7969 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8433 |
0.8433 |
| PP |
0.8420 |
0.8419 |
| S1 |
0.8406 |
0.8406 |
|