CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8462 |
0.8458 |
-0.0004 |
0.0% |
0.8480 |
| High |
0.8480 |
0.8537 |
0.0057 |
0.7% |
0.8640 |
| Low |
0.8444 |
0.8458 |
0.0014 |
0.2% |
0.8413 |
| Close |
0.8444 |
0.8507 |
0.0063 |
0.7% |
0.8540 |
| Range |
0.0036 |
0.0079 |
0.0043 |
119.4% |
0.0227 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
2.6% |
0.0000 |
| Volume |
3 |
6 |
3 |
100.0% |
28 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8738 |
0.8701 |
0.8550 |
|
| R3 |
0.8659 |
0.8622 |
0.8529 |
|
| R2 |
0.8580 |
0.8580 |
0.8521 |
|
| R1 |
0.8543 |
0.8543 |
0.8514 |
0.8562 |
| PP |
0.8501 |
0.8501 |
0.8501 |
0.8510 |
| S1 |
0.8464 |
0.8464 |
0.8500 |
0.8483 |
| S2 |
0.8422 |
0.8422 |
0.8493 |
|
| S3 |
0.8343 |
0.8385 |
0.8485 |
|
| S4 |
0.8264 |
0.8306 |
0.8464 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9212 |
0.9103 |
0.8665 |
|
| R3 |
0.8985 |
0.8876 |
0.8602 |
|
| R2 |
0.8758 |
0.8758 |
0.8582 |
|
| R1 |
0.8649 |
0.8649 |
0.8561 |
0.8704 |
| PP |
0.8531 |
0.8531 |
0.8531 |
0.8558 |
| S1 |
0.8422 |
0.8422 |
0.8519 |
0.8477 |
| S2 |
0.8304 |
0.8304 |
0.8498 |
|
| S3 |
0.8077 |
0.8195 |
0.8478 |
|
| S4 |
0.7850 |
0.7968 |
0.8415 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8873 |
|
2.618 |
0.8744 |
|
1.618 |
0.8665 |
|
1.000 |
0.8616 |
|
0.618 |
0.8586 |
|
HIGH |
0.8537 |
|
0.618 |
0.8507 |
|
0.500 |
0.8498 |
|
0.382 |
0.8488 |
|
LOW |
0.8458 |
|
0.618 |
0.8409 |
|
1.000 |
0.8379 |
|
1.618 |
0.8330 |
|
2.618 |
0.8251 |
|
4.250 |
0.8122 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8504 |
0.8542 |
| PP |
0.8501 |
0.8530 |
| S1 |
0.8498 |
0.8519 |
|