CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 17-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2015 |
17-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8400 |
0.8409 |
0.0009 |
0.1% |
0.8319 |
| High |
0.8423 |
0.8439 |
0.0016 |
0.2% |
0.8439 |
| Low |
0.8375 |
0.8390 |
0.0015 |
0.2% |
0.8280 |
| Close |
0.8419 |
0.8424 |
0.0005 |
0.1% |
0.8424 |
| Range |
0.0048 |
0.0049 |
0.0001 |
2.1% |
0.0159 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
112,846 |
129,631 |
16,785 |
14.9% |
626,807 |
|
| Daily Pivots for day following 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8565 |
0.8543 |
0.8451 |
|
| R3 |
0.8516 |
0.8494 |
0.8437 |
|
| R2 |
0.8467 |
0.8467 |
0.8433 |
|
| R1 |
0.8445 |
0.8445 |
0.8428 |
0.8456 |
| PP |
0.8418 |
0.8418 |
0.8418 |
0.8423 |
| S1 |
0.8396 |
0.8396 |
0.8420 |
0.8407 |
| S2 |
0.8369 |
0.8369 |
0.8415 |
|
| S3 |
0.8320 |
0.8347 |
0.8411 |
|
| S4 |
0.8271 |
0.8298 |
0.8397 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8858 |
0.8800 |
0.8511 |
|
| R3 |
0.8699 |
0.8641 |
0.8468 |
|
| R2 |
0.8540 |
0.8540 |
0.8453 |
|
| R1 |
0.8482 |
0.8482 |
0.8439 |
0.8511 |
| PP |
0.8381 |
0.8381 |
0.8381 |
0.8396 |
| S1 |
0.8323 |
0.8323 |
0.8409 |
0.8352 |
| S2 |
0.8222 |
0.8222 |
0.8395 |
|
| S3 |
0.8063 |
0.8164 |
0.8380 |
|
| S4 |
0.7904 |
0.8005 |
0.8337 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8439 |
0.8280 |
0.0159 |
1.9% |
0.0065 |
0.8% |
91% |
True |
False |
125,361 |
| 10 |
0.8439 |
0.8280 |
0.0159 |
1.9% |
0.0061 |
0.7% |
91% |
True |
False |
109,961 |
| 20 |
0.8460 |
0.8260 |
0.0200 |
2.4% |
0.0060 |
0.7% |
82% |
False |
False |
112,717 |
| 40 |
0.8464 |
0.8205 |
0.0259 |
3.1% |
0.0059 |
0.7% |
85% |
False |
False |
79,073 |
| 60 |
0.8562 |
0.8205 |
0.0357 |
4.2% |
0.0063 |
0.8% |
61% |
False |
False |
52,851 |
| 80 |
0.8646 |
0.8205 |
0.0441 |
5.2% |
0.0066 |
0.8% |
50% |
False |
False |
39,740 |
| 100 |
0.8670 |
0.8205 |
0.0465 |
5.5% |
0.0069 |
0.8% |
47% |
False |
False |
31,820 |
| 120 |
0.9310 |
0.8205 |
0.1105 |
13.1% |
0.0064 |
0.8% |
20% |
False |
False |
26,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8647 |
|
2.618 |
0.8567 |
|
1.618 |
0.8518 |
|
1.000 |
0.8488 |
|
0.618 |
0.8469 |
|
HIGH |
0.8439 |
|
0.618 |
0.8420 |
|
0.500 |
0.8415 |
|
0.382 |
0.8409 |
|
LOW |
0.8390 |
|
0.618 |
0.8360 |
|
1.000 |
0.8341 |
|
1.618 |
0.8311 |
|
2.618 |
0.8262 |
|
4.250 |
0.8182 |
|
|
| Fisher Pivots for day following 17-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8421 |
0.8415 |
| PP |
0.8418 |
0.8406 |
| S1 |
0.8415 |
0.8398 |
|