CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 09-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2015 |
09-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8321 |
0.8327 |
0.0006 |
0.1% |
0.8398 |
| High |
0.8365 |
0.8349 |
-0.0016 |
-0.2% |
0.8403 |
| Low |
0.8315 |
0.8287 |
-0.0028 |
-0.3% |
0.8316 |
| Close |
0.8342 |
0.8292 |
-0.0050 |
-0.6% |
0.8362 |
| Range |
0.0050 |
0.0062 |
0.0012 |
24.0% |
0.0087 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.0% |
0.0000 |
| Volume |
109,452 |
104,535 |
-4,917 |
-4.5% |
439,414 |
|
| Daily Pivots for day following 09-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8495 |
0.8456 |
0.8326 |
|
| R3 |
0.8433 |
0.8394 |
0.8309 |
|
| R2 |
0.8371 |
0.8371 |
0.8303 |
|
| R1 |
0.8332 |
0.8332 |
0.8298 |
0.8321 |
| PP |
0.8309 |
0.8309 |
0.8309 |
0.8304 |
| S1 |
0.8270 |
0.8270 |
0.8286 |
0.8259 |
| S2 |
0.8247 |
0.8247 |
0.8281 |
|
| S3 |
0.8185 |
0.8208 |
0.8275 |
|
| S4 |
0.8123 |
0.8146 |
0.8258 |
|
|
| 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 |
0.8287 |
0.0138 |
1.7% |
0.0055 |
0.7% |
4% |
False |
True |
93,734 |
| 10 |
0.8460 |
0.8287 |
0.0173 |
2.1% |
0.0059 |
0.7% |
3% |
False |
True |
107,776 |
| 20 |
0.8460 |
0.8229 |
0.0231 |
2.8% |
0.0062 |
0.7% |
27% |
False |
False |
110,839 |
| 40 |
0.8469 |
0.8205 |
0.0264 |
3.2% |
0.0061 |
0.7% |
33% |
False |
False |
61,282 |
| 60 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0069 |
0.8% |
20% |
False |
False |
40,990 |
| 80 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0069 |
0.8% |
19% |
False |
False |
30,818 |
| 100 |
0.8671 |
0.8205 |
0.0466 |
5.6% |
0.0067 |
0.8% |
19% |
False |
False |
24,664 |
| 120 |
0.9489 |
0.8205 |
0.1284 |
15.5% |
0.0063 |
0.8% |
7% |
False |
False |
20,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8613 |
|
2.618 |
0.8511 |
|
1.618 |
0.8449 |
|
1.000 |
0.8411 |
|
0.618 |
0.8387 |
|
HIGH |
0.8349 |
|
0.618 |
0.8325 |
|
0.500 |
0.8318 |
|
0.382 |
0.8311 |
|
LOW |
0.8287 |
|
0.618 |
0.8249 |
|
1.000 |
0.8225 |
|
1.618 |
0.8187 |
|
2.618 |
0.8125 |
|
4.250 |
0.8024 |
|
|
| Fisher Pivots for day following 09-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8318 |
0.8333 |
| PP |
0.8309 |
0.8319 |
| S1 |
0.8301 |
0.8306 |
|