CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 24-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2015 |
24-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8340 |
0.8366 |
0.0026 |
0.3% |
0.8413 |
| High |
0.8378 |
0.8420 |
0.0042 |
0.5% |
0.8442 |
| Low |
0.8330 |
0.8361 |
0.0031 |
0.4% |
0.8330 |
| Close |
0.8373 |
0.8416 |
0.0043 |
0.5% |
0.8416 |
| Range |
0.0048 |
0.0059 |
0.0011 |
22.9% |
0.0112 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.0% |
0.0000 |
| Volume |
101,151 |
122,475 |
21,324 |
21.1% |
494,786 |
|
| Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8576 |
0.8555 |
0.8448 |
|
| R3 |
0.8517 |
0.8496 |
0.8432 |
|
| R2 |
0.8458 |
0.8458 |
0.8427 |
|
| R1 |
0.8437 |
0.8437 |
0.8421 |
0.8448 |
| PP |
0.8399 |
0.8399 |
0.8399 |
0.8404 |
| S1 |
0.8378 |
0.8378 |
0.8411 |
0.8389 |
| S2 |
0.8340 |
0.8340 |
0.8405 |
|
| S3 |
0.8281 |
0.8319 |
0.8400 |
|
| S4 |
0.8222 |
0.8260 |
0.8384 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8732 |
0.8686 |
0.8478 |
|
| R3 |
0.8620 |
0.8574 |
0.8447 |
|
| R2 |
0.8508 |
0.8508 |
0.8437 |
|
| R1 |
0.8462 |
0.8462 |
0.8426 |
0.8485 |
| PP |
0.8396 |
0.8396 |
0.8396 |
0.8408 |
| S1 |
0.8350 |
0.8350 |
0.8406 |
0.8373 |
| S2 |
0.8284 |
0.8284 |
0.8395 |
|
| S3 |
0.8172 |
0.8238 |
0.8385 |
|
| S4 |
0.8060 |
0.8126 |
0.8354 |
|
|
| 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% |
0.0053 |
0.6% |
77% |
False |
False |
98,957 |
| 10 |
0.8442 |
0.8280 |
0.0162 |
1.9% |
0.0059 |
0.7% |
84% |
False |
False |
112,159 |
| 20 |
0.8442 |
0.8280 |
0.0162 |
1.9% |
0.0056 |
0.7% |
84% |
False |
False |
106,768 |
| 40 |
0.8460 |
0.8205 |
0.0255 |
3.0% |
0.0059 |
0.7% |
83% |
False |
False |
91,316 |
| 60 |
0.8562 |
0.8205 |
0.0357 |
4.2% |
0.0061 |
0.7% |
59% |
False |
False |
61,082 |
| 80 |
0.8646 |
0.8205 |
0.0441 |
5.2% |
0.0068 |
0.8% |
48% |
False |
False |
45,913 |
| 100 |
0.8670 |
0.8205 |
0.0465 |
5.5% |
0.0070 |
0.8% |
45% |
False |
False |
36,766 |
| 120 |
0.9026 |
0.8205 |
0.0821 |
9.8% |
0.0066 |
0.8% |
26% |
False |
False |
30,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8671 |
|
2.618 |
0.8574 |
|
1.618 |
0.8515 |
|
1.000 |
0.8479 |
|
0.618 |
0.8456 |
|
HIGH |
0.8420 |
|
0.618 |
0.8397 |
|
0.500 |
0.8391 |
|
0.382 |
0.8384 |
|
LOW |
0.8361 |
|
0.618 |
0.8325 |
|
1.000 |
0.8302 |
|
1.618 |
0.8266 |
|
2.618 |
0.8207 |
|
4.250 |
0.8110 |
|
|
| Fisher Pivots for day following 24-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8408 |
0.8402 |
| PP |
0.8399 |
0.8389 |
| S1 |
0.8391 |
0.8375 |
|