CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 02-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8388 |
0.8343 |
-0.0045 |
-0.5% |
0.8311 |
| High |
0.8388 |
0.8343 |
-0.0045 |
-0.5% |
0.8393 |
| Low |
0.8371 |
0.8332 |
-0.0039 |
-0.5% |
0.8311 |
| Close |
0.8371 |
0.8332 |
-0.0039 |
-0.5% |
0.8332 |
| Range |
0.0017 |
0.0011 |
-0.0006 |
-35.3% |
0.0082 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
5 |
1 |
-4 |
-80.0% |
16 |
|
| Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8369 |
0.8361 |
0.8338 |
|
| R3 |
0.8358 |
0.8350 |
0.8335 |
|
| R2 |
0.8347 |
0.8347 |
0.8334 |
|
| R1 |
0.8339 |
0.8339 |
0.8333 |
0.8338 |
| PP |
0.8336 |
0.8336 |
0.8336 |
0.8335 |
| S1 |
0.8328 |
0.8328 |
0.8331 |
0.8327 |
| S2 |
0.8325 |
0.8325 |
0.8330 |
|
| S3 |
0.8314 |
0.8317 |
0.8329 |
|
| S4 |
0.8303 |
0.8306 |
0.8326 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8591 |
0.8544 |
0.8377 |
|
| R3 |
0.8509 |
0.8462 |
0.8355 |
|
| R2 |
0.8427 |
0.8427 |
0.8347 |
|
| R1 |
0.8380 |
0.8380 |
0.8340 |
0.8404 |
| PP |
0.8345 |
0.8345 |
0.8345 |
0.8357 |
| S1 |
0.8298 |
0.8298 |
0.8324 |
0.8322 |
| S2 |
0.8263 |
0.8263 |
0.8317 |
|
| S3 |
0.8181 |
0.8216 |
0.8309 |
|
| S4 |
0.8099 |
0.8134 |
0.8287 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8390 |
|
2.618 |
0.8372 |
|
1.618 |
0.8361 |
|
1.000 |
0.8354 |
|
0.618 |
0.8350 |
|
HIGH |
0.8343 |
|
0.618 |
0.8339 |
|
0.500 |
0.8338 |
|
0.382 |
0.8336 |
|
LOW |
0.8332 |
|
0.618 |
0.8325 |
|
1.000 |
0.8321 |
|
1.618 |
0.8314 |
|
2.618 |
0.8303 |
|
4.250 |
0.8285 |
|
|
| Fisher Pivots for day following 02-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8338 |
0.8363 |
| PP |
0.8336 |
0.8352 |
| S1 |
0.8334 |
0.8342 |
|