CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8480 |
0.8498 |
0.0018 |
0.2% |
0.8400 |
| High |
0.8480 |
0.8520 |
0.0040 |
0.5% |
0.8480 |
| Low |
0.8413 |
0.8447 |
0.0034 |
0.4% |
0.8381 |
| Close |
0.8476 |
0.8520 |
0.0044 |
0.5% |
0.8460 |
| Range |
0.0067 |
0.0073 |
0.0006 |
9.0% |
0.0099 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
2.4% |
0.0000 |
| Volume |
1 |
3 |
2 |
200.0% |
12 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8715 |
0.8690 |
0.8560 |
|
| R3 |
0.8642 |
0.8617 |
0.8540 |
|
| R2 |
0.8569 |
0.8569 |
0.8533 |
|
| R1 |
0.8544 |
0.8544 |
0.8527 |
0.8557 |
| PP |
0.8496 |
0.8496 |
0.8496 |
0.8502 |
| S1 |
0.8471 |
0.8471 |
0.8513 |
0.8484 |
| S2 |
0.8423 |
0.8423 |
0.8507 |
|
| S3 |
0.8350 |
0.8398 |
0.8500 |
|
| S4 |
0.8277 |
0.8325 |
0.8480 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8737 |
0.8698 |
0.8514 |
|
| R3 |
0.8638 |
0.8599 |
0.8487 |
|
| R2 |
0.8539 |
0.8539 |
0.8478 |
|
| R1 |
0.8500 |
0.8500 |
0.8469 |
0.8520 |
| PP |
0.8440 |
0.8440 |
0.8440 |
0.8450 |
| S1 |
0.8401 |
0.8401 |
0.8451 |
0.8421 |
| S2 |
0.8341 |
0.8341 |
0.8442 |
|
| S3 |
0.8242 |
0.8302 |
0.8433 |
|
| S4 |
0.8143 |
0.8203 |
0.8406 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8830 |
|
2.618 |
0.8711 |
|
1.618 |
0.8638 |
|
1.000 |
0.8593 |
|
0.618 |
0.8565 |
|
HIGH |
0.8520 |
|
0.618 |
0.8492 |
|
0.500 |
0.8484 |
|
0.382 |
0.8475 |
|
LOW |
0.8447 |
|
0.618 |
0.8402 |
|
1.000 |
0.8374 |
|
1.618 |
0.8329 |
|
2.618 |
0.8256 |
|
4.250 |
0.8137 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8508 |
0.8502 |
| PP |
0.8496 |
0.8484 |
| S1 |
0.8484 |
0.8467 |
|