CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 28-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2015 |
28-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8416 |
0.8402 |
-0.0014 |
-0.2% |
0.8413 |
| High |
0.8424 |
0.8423 |
-0.0001 |
0.0% |
0.8442 |
| Low |
0.8377 |
0.8394 |
0.0017 |
0.2% |
0.8330 |
| Close |
0.8402 |
0.8416 |
0.0014 |
0.2% |
0.8416 |
| Range |
0.0047 |
0.0029 |
-0.0018 |
-38.3% |
0.0112 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
98,252 |
116,059 |
17,807 |
18.1% |
494,786 |
|
| Daily Pivots for day following 28-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8498 |
0.8486 |
0.8432 |
|
| R3 |
0.8469 |
0.8457 |
0.8424 |
|
| R2 |
0.8440 |
0.8440 |
0.8421 |
|
| R1 |
0.8428 |
0.8428 |
0.8419 |
0.8434 |
| PP |
0.8411 |
0.8411 |
0.8411 |
0.8414 |
| S1 |
0.8399 |
0.8399 |
0.8413 |
0.8405 |
| S2 |
0.8382 |
0.8382 |
0.8411 |
|
| S3 |
0.8353 |
0.8370 |
0.8408 |
|
| S4 |
0.8324 |
0.8341 |
0.8400 |
|
|
| 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 |
0.8424 |
0.8330 |
0.0094 |
1.1% |
0.0046 |
0.5% |
91% |
False |
False |
106,109 |
| 10 |
0.8442 |
0.8330 |
0.0112 |
1.3% |
0.0050 |
0.6% |
77% |
False |
False |
105,768 |
| 20 |
0.8442 |
0.8280 |
0.0162 |
1.9% |
0.0054 |
0.6% |
84% |
False |
False |
107,298 |
| 40 |
0.8460 |
0.8205 |
0.0255 |
3.0% |
0.0059 |
0.7% |
83% |
False |
False |
96,576 |
| 60 |
0.8562 |
0.8205 |
0.0357 |
4.2% |
0.0060 |
0.7% |
59% |
False |
False |
64,639 |
| 80 |
0.8646 |
0.8205 |
0.0441 |
5.2% |
0.0067 |
0.8% |
48% |
False |
False |
48,589 |
| 100 |
0.8670 |
0.8205 |
0.0465 |
5.5% |
0.0070 |
0.8% |
45% |
False |
False |
38,909 |
| 120 |
0.8861 |
0.8205 |
0.0656 |
7.8% |
0.0065 |
0.8% |
32% |
False |
False |
32,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8546 |
|
2.618 |
0.8499 |
|
1.618 |
0.8470 |
|
1.000 |
0.8452 |
|
0.618 |
0.8441 |
|
HIGH |
0.8423 |
|
0.618 |
0.8412 |
|
0.500 |
0.8409 |
|
0.382 |
0.8405 |
|
LOW |
0.8394 |
|
0.618 |
0.8376 |
|
1.000 |
0.8365 |
|
1.618 |
0.8347 |
|
2.618 |
0.8318 |
|
4.250 |
0.8271 |
|
|
| Fisher Pivots for day following 28-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8414 |
0.8408 |
| PP |
0.8411 |
0.8400 |
| S1 |
0.8409 |
0.8393 |
|