CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 30-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8523 |
0.8472 |
-0.0051 |
-0.6% |
0.8520 |
| High |
0.8526 |
0.8539 |
0.0013 |
0.2% |
0.8540 |
| Low |
0.8452 |
0.8471 |
0.0019 |
0.2% |
0.8446 |
| Close |
0.8461 |
0.8524 |
0.0063 |
0.7% |
0.8524 |
| Range |
0.0074 |
0.0068 |
-0.0006 |
-8.1% |
0.0094 |
| ATR |
0.0085 |
0.0084 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
300 |
539 |
239 |
79.7% |
1,453 |
|
| Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8715 |
0.8688 |
0.8561 |
|
| R3 |
0.8647 |
0.8620 |
0.8543 |
|
| R2 |
0.8579 |
0.8579 |
0.8536 |
|
| R1 |
0.8552 |
0.8552 |
0.8530 |
0.8566 |
| PP |
0.8511 |
0.8511 |
0.8511 |
0.8518 |
| S1 |
0.8484 |
0.8484 |
0.8518 |
0.8498 |
| S2 |
0.8443 |
0.8443 |
0.8512 |
|
| S3 |
0.8375 |
0.8416 |
0.8505 |
|
| S4 |
0.8307 |
0.8348 |
0.8487 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8785 |
0.8749 |
0.8576 |
|
| R3 |
0.8691 |
0.8655 |
0.8550 |
|
| R2 |
0.8597 |
0.8597 |
0.8541 |
|
| R1 |
0.8561 |
0.8561 |
0.8533 |
0.8579 |
| PP |
0.8503 |
0.8503 |
0.8503 |
0.8513 |
| S1 |
0.8467 |
0.8467 |
0.8515 |
0.8485 |
| S2 |
0.8409 |
0.8409 |
0.8507 |
|
| S3 |
0.8315 |
0.8373 |
0.8498 |
|
| S4 |
0.8221 |
0.8279 |
0.8472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8540 |
0.8446 |
0.0094 |
1.1% |
0.0072 |
0.8% |
83% |
False |
False |
290 |
| 10 |
0.8646 |
0.8430 |
0.0216 |
2.5% |
0.0090 |
1.1% |
44% |
False |
False |
512 |
| 20 |
0.8646 |
0.8295 |
0.0351 |
4.1% |
0.0087 |
1.0% |
65% |
False |
False |
439 |
| 40 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0084 |
1.0% |
67% |
False |
False |
314 |
| 60 |
0.8861 |
0.8229 |
0.0632 |
7.4% |
0.0070 |
0.8% |
47% |
False |
False |
214 |
| 80 |
0.9489 |
0.8229 |
0.1260 |
14.8% |
0.0060 |
0.7% |
23% |
False |
False |
162 |
| 100 |
0.9489 |
0.8229 |
0.1260 |
14.8% |
0.0050 |
0.6% |
23% |
False |
False |
130 |
| 120 |
0.9817 |
0.8229 |
0.1588 |
18.6% |
0.0043 |
0.5% |
19% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8828 |
|
2.618 |
0.8717 |
|
1.618 |
0.8649 |
|
1.000 |
0.8607 |
|
0.618 |
0.8581 |
|
HIGH |
0.8539 |
|
0.618 |
0.8513 |
|
0.500 |
0.8505 |
|
0.382 |
0.8497 |
|
LOW |
0.8471 |
|
0.618 |
0.8429 |
|
1.000 |
0.8403 |
|
1.618 |
0.8361 |
|
2.618 |
0.8293 |
|
4.250 |
0.8182 |
|
|
| Fisher Pivots for day following 30-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8518 |
0.8515 |
| PP |
0.8511 |
0.8505 |
| S1 |
0.8505 |
0.8496 |
|