CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 22-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2015 |
22-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8392 |
0.8361 |
-0.0031 |
-0.4% |
0.8319 |
| High |
0.8395 |
0.8385 |
-0.0010 |
-0.1% |
0.8439 |
| Low |
0.8349 |
0.8340 |
-0.0009 |
-0.1% |
0.8280 |
| Close |
0.8357 |
0.8348 |
-0.0009 |
-0.1% |
0.8424 |
| Range |
0.0046 |
0.0045 |
-0.0001 |
-2.2% |
0.0159 |
| ATR |
0.0061 |
0.0059 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
93,479 |
92,612 |
-867 |
-0.9% |
626,807 |
|
| Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8493 |
0.8465 |
0.8373 |
|
| R3 |
0.8448 |
0.8420 |
0.8360 |
|
| R2 |
0.8403 |
0.8403 |
0.8356 |
|
| R1 |
0.8375 |
0.8375 |
0.8352 |
0.8367 |
| PP |
0.8358 |
0.8358 |
0.8358 |
0.8353 |
| S1 |
0.8330 |
0.8330 |
0.8344 |
0.8322 |
| S2 |
0.8313 |
0.8313 |
0.8340 |
|
| S3 |
0.8268 |
0.8285 |
0.8336 |
|
| S4 |
0.8223 |
0.8240 |
0.8323 |
|
|
| 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 |
0.8442 |
0.8340 |
0.0102 |
1.2% |
0.0051 |
0.6% |
8% |
False |
True |
102,727 |
| 10 |
0.8442 |
0.8280 |
0.0162 |
1.9% |
0.0058 |
0.7% |
42% |
False |
False |
109,137 |
| 20 |
0.8460 |
0.8280 |
0.0180 |
2.2% |
0.0059 |
0.7% |
38% |
False |
False |
108,480 |
| 40 |
0.8460 |
0.8205 |
0.0255 |
3.1% |
0.0059 |
0.7% |
56% |
False |
False |
85,827 |
| 60 |
0.8562 |
0.8205 |
0.0357 |
4.3% |
0.0062 |
0.7% |
40% |
False |
False |
57,361 |
| 80 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0067 |
0.8% |
32% |
False |
False |
43,119 |
| 100 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0070 |
0.8% |
31% |
False |
False |
34,531 |
| 120 |
0.9246 |
0.8205 |
0.1041 |
12.5% |
0.0066 |
0.8% |
14% |
False |
False |
28,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8576 |
|
2.618 |
0.8503 |
|
1.618 |
0.8458 |
|
1.000 |
0.8430 |
|
0.618 |
0.8413 |
|
HIGH |
0.8385 |
|
0.618 |
0.8368 |
|
0.500 |
0.8363 |
|
0.382 |
0.8357 |
|
LOW |
0.8340 |
|
0.618 |
0.8312 |
|
1.000 |
0.8295 |
|
1.618 |
0.8267 |
|
2.618 |
0.8222 |
|
4.250 |
0.8149 |
|
|
| Fisher Pivots for day following 22-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8363 |
0.8391 |
| PP |
0.8358 |
0.8377 |
| S1 |
0.8353 |
0.8362 |
|