CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 16-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8529 |
0.8615 |
0.0086 |
1.0% |
0.8466 |
| High |
0.8614 |
0.8646 |
0.0032 |
0.4% |
0.8646 |
| Low |
0.8494 |
0.8510 |
0.0016 |
0.2% |
0.8401 |
| Close |
0.8596 |
0.8527 |
-0.0069 |
-0.8% |
0.8527 |
| Range |
0.0120 |
0.0136 |
0.0016 |
13.3% |
0.0245 |
| ATR |
0.0081 |
0.0085 |
0.0004 |
4.9% |
0.0000 |
| Volume |
342 |
777 |
435 |
127.2% |
1,970 |
|
| Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8969 |
0.8884 |
0.8602 |
|
| R3 |
0.8833 |
0.8748 |
0.8564 |
|
| R2 |
0.8697 |
0.8697 |
0.8552 |
|
| R1 |
0.8612 |
0.8612 |
0.8539 |
0.8587 |
| PP |
0.8561 |
0.8561 |
0.8561 |
0.8548 |
| S1 |
0.8476 |
0.8476 |
0.8515 |
0.8451 |
| S2 |
0.8425 |
0.8425 |
0.8502 |
|
| S3 |
0.8289 |
0.8340 |
0.8490 |
|
| S4 |
0.8153 |
0.8204 |
0.8452 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9260 |
0.9138 |
0.8662 |
|
| R3 |
0.9015 |
0.8893 |
0.8594 |
|
| R2 |
0.8770 |
0.8770 |
0.8572 |
|
| R1 |
0.8648 |
0.8648 |
0.8549 |
0.8709 |
| PP |
0.8525 |
0.8525 |
0.8525 |
0.8555 |
| S1 |
0.8403 |
0.8403 |
0.8505 |
0.8464 |
| S2 |
0.8280 |
0.8280 |
0.8482 |
|
| S3 |
0.8035 |
0.8158 |
0.8460 |
|
| S4 |
0.7790 |
0.7913 |
0.8392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8646 |
0.8401 |
0.0245 |
2.9% |
0.0107 |
1.3% |
51% |
True |
False |
394 |
| 10 |
0.8646 |
0.8304 |
0.0342 |
4.0% |
0.0091 |
1.1% |
65% |
True |
False |
412 |
| 20 |
0.8646 |
0.8295 |
0.0351 |
4.1% |
0.0069 |
0.8% |
66% |
True |
False |
342 |
| 40 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0075 |
0.9% |
68% |
False |
False |
211 |
| 60 |
0.9355 |
0.8229 |
0.1126 |
13.2% |
0.0063 |
0.7% |
26% |
False |
False |
143 |
| 80 |
0.9489 |
0.8229 |
0.1260 |
14.8% |
0.0052 |
0.6% |
24% |
False |
False |
107 |
| 100 |
0.9674 |
0.8229 |
0.1445 |
16.9% |
0.0043 |
0.5% |
21% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9224 |
|
2.618 |
0.9002 |
|
1.618 |
0.8866 |
|
1.000 |
0.8782 |
|
0.618 |
0.8730 |
|
HIGH |
0.8646 |
|
0.618 |
0.8594 |
|
0.500 |
0.8578 |
|
0.382 |
0.8562 |
|
LOW |
0.8510 |
|
0.618 |
0.8426 |
|
1.000 |
0.8374 |
|
1.618 |
0.8290 |
|
2.618 |
0.8154 |
|
4.250 |
0.7932 |
|
|
| Fisher Pivots for day following 16-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8578 |
0.8570 |
| PP |
0.8561 |
0.8556 |
| S1 |
0.8544 |
0.8541 |
|