CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 23-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8361 |
0.8340 |
-0.0021 |
-0.3% |
0.8319 |
| High |
0.8385 |
0.8378 |
-0.0007 |
-0.1% |
0.8439 |
| Low |
0.8340 |
0.8330 |
-0.0010 |
-0.1% |
0.8280 |
| Close |
0.8348 |
0.8373 |
0.0025 |
0.3% |
0.8424 |
| Range |
0.0045 |
0.0048 |
0.0003 |
6.7% |
0.0159 |
| ATR |
0.0059 |
0.0059 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
92,612 |
101,151 |
8,539 |
9.2% |
626,807 |
|
| Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8504 |
0.8487 |
0.8399 |
|
| R3 |
0.8456 |
0.8439 |
0.8386 |
|
| R2 |
0.8408 |
0.8408 |
0.8382 |
|
| R1 |
0.8391 |
0.8391 |
0.8377 |
0.8400 |
| PP |
0.8360 |
0.8360 |
0.8360 |
0.8365 |
| S1 |
0.8343 |
0.8343 |
0.8369 |
0.8352 |
| S2 |
0.8312 |
0.8312 |
0.8364 |
|
| S3 |
0.8264 |
0.8295 |
0.8360 |
|
| S4 |
0.8216 |
0.8247 |
0.8347 |
|
|
| 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 |
0.8330 |
0.0112 |
1.3% |
0.0051 |
0.6% |
38% |
False |
True |
100,388 |
| 10 |
0.8442 |
0.8280 |
0.0162 |
1.9% |
0.0057 |
0.7% |
57% |
False |
False |
108,798 |
| 20 |
0.8460 |
0.8280 |
0.0180 |
2.1% |
0.0058 |
0.7% |
52% |
False |
False |
108,287 |
| 40 |
0.8460 |
0.8205 |
0.0255 |
3.0% |
0.0059 |
0.7% |
66% |
False |
False |
88,331 |
| 60 |
0.8562 |
0.8205 |
0.0357 |
4.3% |
0.0061 |
0.7% |
47% |
False |
False |
59,044 |
| 80 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0067 |
0.8% |
38% |
False |
False |
44,382 |
| 100 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0070 |
0.8% |
36% |
False |
False |
35,542 |
| 120 |
0.9190 |
0.8205 |
0.0985 |
11.8% |
0.0066 |
0.8% |
17% |
False |
False |
29,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8582 |
|
2.618 |
0.8504 |
|
1.618 |
0.8456 |
|
1.000 |
0.8426 |
|
0.618 |
0.8408 |
|
HIGH |
0.8378 |
|
0.618 |
0.8360 |
|
0.500 |
0.8354 |
|
0.382 |
0.8348 |
|
LOW |
0.8330 |
|
0.618 |
0.8300 |
|
1.000 |
0.8282 |
|
1.618 |
0.8252 |
|
2.618 |
0.8204 |
|
4.250 |
0.8126 |
|
|
| Fisher Pivots for day following 23-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8367 |
0.8370 |
| PP |
0.8360 |
0.8366 |
| S1 |
0.8354 |
0.8363 |
|