CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 30-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2015 |
30-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8418 |
0.8402 |
-0.0016 |
-0.2% |
0.8413 |
| High |
0.8435 |
0.8446 |
0.0011 |
0.1% |
0.8442 |
| Low |
0.8381 |
0.8343 |
-0.0038 |
-0.5% |
0.8330 |
| Close |
0.8408 |
0.8378 |
-0.0030 |
-0.4% |
0.8416 |
| Range |
0.0054 |
0.0103 |
0.0049 |
90.7% |
0.0112 |
| ATR |
0.0056 |
0.0059 |
0.0003 |
6.1% |
0.0000 |
| Volume |
162,710 |
211,841 |
49,131 |
30.2% |
494,786 |
|
| Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8698 |
0.8641 |
0.8435 |
|
| R3 |
0.8595 |
0.8538 |
0.8406 |
|
| R2 |
0.8492 |
0.8492 |
0.8397 |
|
| R1 |
0.8435 |
0.8435 |
0.8387 |
0.8412 |
| PP |
0.8389 |
0.8389 |
0.8389 |
0.8378 |
| S1 |
0.8332 |
0.8332 |
0.8369 |
0.8309 |
| S2 |
0.8286 |
0.8286 |
0.8359 |
|
| S3 |
0.8183 |
0.8229 |
0.8350 |
|
| S4 |
0.8080 |
0.8126 |
0.8321 |
|
|
| 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 |
0.8446 |
0.8343 |
0.0103 |
1.2% |
0.0058 |
0.7% |
34% |
True |
True |
142,267 |
| 10 |
0.8446 |
0.8330 |
0.0116 |
1.4% |
0.0055 |
0.7% |
41% |
True |
False |
121,327 |
| 20 |
0.8446 |
0.8280 |
0.0166 |
2.0% |
0.0057 |
0.7% |
59% |
True |
False |
113,399 |
| 40 |
0.8460 |
0.8205 |
0.0255 |
3.0% |
0.0061 |
0.7% |
68% |
False |
False |
105,740 |
| 60 |
0.8552 |
0.8205 |
0.0347 |
4.1% |
0.0061 |
0.7% |
50% |
False |
False |
70,871 |
| 80 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0067 |
0.8% |
39% |
False |
False |
53,267 |
| 100 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0070 |
0.8% |
37% |
False |
False |
42,654 |
| 120 |
0.8784 |
0.8205 |
0.0579 |
6.9% |
0.0065 |
0.8% |
30% |
False |
False |
35,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8884 |
|
2.618 |
0.8716 |
|
1.618 |
0.8613 |
|
1.000 |
0.8549 |
|
0.618 |
0.8510 |
|
HIGH |
0.8446 |
|
0.618 |
0.8407 |
|
0.500 |
0.8395 |
|
0.382 |
0.8382 |
|
LOW |
0.8343 |
|
0.618 |
0.8279 |
|
1.000 |
0.8240 |
|
1.618 |
0.8176 |
|
2.618 |
0.8073 |
|
4.250 |
0.7905 |
|
|
| Fisher Pivots for day following 30-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8395 |
0.8395 |
| PP |
0.8389 |
0.8389 |
| S1 |
0.8384 |
0.8384 |
|