CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 08-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2015 |
08-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8376 |
0.8321 |
-0.0055 |
-0.7% |
0.8398 |
| High |
0.8379 |
0.8365 |
-0.0014 |
-0.2% |
0.8403 |
| Low |
0.8309 |
0.8315 |
0.0006 |
0.1% |
0.8316 |
| Close |
0.8315 |
0.8342 |
0.0027 |
0.3% |
0.8362 |
| Range |
0.0070 |
0.0050 |
-0.0020 |
-28.6% |
0.0087 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
102,179 |
109,452 |
7,273 |
7.1% |
439,414 |
|
| Daily Pivots for day following 08-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8491 |
0.8466 |
0.8370 |
|
| R3 |
0.8441 |
0.8416 |
0.8356 |
|
| R2 |
0.8391 |
0.8391 |
0.8351 |
|
| R1 |
0.8366 |
0.8366 |
0.8347 |
0.8379 |
| PP |
0.8341 |
0.8341 |
0.8341 |
0.8347 |
| S1 |
0.8316 |
0.8316 |
0.8337 |
0.8329 |
| S2 |
0.8291 |
0.8291 |
0.8333 |
|
| S3 |
0.8241 |
0.8266 |
0.8328 |
|
| S4 |
0.8191 |
0.8216 |
0.8315 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8621 |
0.8579 |
0.8410 |
|
| R3 |
0.8534 |
0.8492 |
0.8386 |
|
| R2 |
0.8447 |
0.8447 |
0.8378 |
|
| R1 |
0.8405 |
0.8405 |
0.8370 |
0.8383 |
| PP |
0.8360 |
0.8360 |
0.8360 |
0.8349 |
| S1 |
0.8318 |
0.8318 |
0.8354 |
0.8296 |
| S2 |
0.8273 |
0.8273 |
0.8346 |
|
| S3 |
0.8186 |
0.8231 |
0.8338 |
|
| S4 |
0.8099 |
0.8144 |
0.8314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8425 |
0.8309 |
0.0116 |
1.4% |
0.0056 |
0.7% |
28% |
False |
False |
102,010 |
| 10 |
0.8460 |
0.8309 |
0.0151 |
1.8% |
0.0059 |
0.7% |
22% |
False |
False |
107,823 |
| 20 |
0.8460 |
0.8229 |
0.0231 |
2.8% |
0.0061 |
0.7% |
49% |
False |
False |
109,968 |
| 40 |
0.8469 |
0.8205 |
0.0264 |
3.2% |
0.0061 |
0.7% |
52% |
False |
False |
58,676 |
| 60 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0069 |
0.8% |
31% |
False |
False |
39,256 |
| 80 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0070 |
0.8% |
29% |
False |
False |
29,513 |
| 100 |
0.8719 |
0.8205 |
0.0514 |
6.2% |
0.0067 |
0.8% |
27% |
False |
False |
23,619 |
| 120 |
0.9489 |
0.8205 |
0.1284 |
15.4% |
0.0063 |
0.8% |
11% |
False |
False |
19,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8578 |
|
2.618 |
0.8496 |
|
1.618 |
0.8446 |
|
1.000 |
0.8415 |
|
0.618 |
0.8396 |
|
HIGH |
0.8365 |
|
0.618 |
0.8346 |
|
0.500 |
0.8340 |
|
0.382 |
0.8334 |
|
LOW |
0.8315 |
|
0.618 |
0.8284 |
|
1.000 |
0.8265 |
|
1.618 |
0.8234 |
|
2.618 |
0.8184 |
|
4.250 |
0.8103 |
|
|
| Fisher Pivots for day following 08-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8341 |
0.8367 |
| PP |
0.8341 |
0.8359 |
| S1 |
0.8340 |
0.8350 |
|