CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 14-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8498 |
0.8585 |
0.0087 |
1.0% |
0.8400 |
| High |
0.8520 |
0.8622 |
0.0102 |
1.2% |
0.8480 |
| Low |
0.8447 |
0.8549 |
0.0102 |
1.2% |
0.8381 |
| Close |
0.8520 |
0.8553 |
0.0033 |
0.4% |
0.8460 |
| Range |
0.0073 |
0.0073 |
0.0000 |
0.0% |
0.0099 |
| ATR |
0.0056 |
0.0059 |
0.0003 |
5.8% |
0.0000 |
| Volume |
3 |
5 |
2 |
66.7% |
12 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8794 |
0.8746 |
0.8593 |
|
| R3 |
0.8721 |
0.8673 |
0.8573 |
|
| R2 |
0.8648 |
0.8648 |
0.8566 |
|
| R1 |
0.8600 |
0.8600 |
0.8560 |
0.8588 |
| PP |
0.8575 |
0.8575 |
0.8575 |
0.8568 |
| S1 |
0.8527 |
0.8527 |
0.8546 |
0.8515 |
| S2 |
0.8502 |
0.8502 |
0.8540 |
|
| S3 |
0.8429 |
0.8454 |
0.8533 |
|
| S4 |
0.8356 |
0.8381 |
0.8513 |
|
|
| 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 |
0.8932 |
|
2.618 |
0.8813 |
|
1.618 |
0.8740 |
|
1.000 |
0.8695 |
|
0.618 |
0.8667 |
|
HIGH |
0.8622 |
|
0.618 |
0.8594 |
|
0.500 |
0.8586 |
|
0.382 |
0.8577 |
|
LOW |
0.8549 |
|
0.618 |
0.8504 |
|
1.000 |
0.8476 |
|
1.618 |
0.8431 |
|
2.618 |
0.8358 |
|
4.250 |
0.8239 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8586 |
0.8541 |
| PP |
0.8575 |
0.8529 |
| S1 |
0.8564 |
0.8518 |
|