CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8458 |
0.8480 |
0.0022 |
0.3% |
0.8480 |
| High |
0.8537 |
0.8480 |
-0.0057 |
-0.7% |
0.8640 |
| Low |
0.8458 |
0.8476 |
0.0018 |
0.2% |
0.8413 |
| Close |
0.8507 |
0.8476 |
-0.0031 |
-0.4% |
0.8540 |
| Range |
0.0079 |
0.0004 |
-0.0075 |
-94.9% |
0.0227 |
| ATR |
0.0070 |
0.0067 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
6 |
5 |
-1 |
-16.7% |
28 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8489 |
0.8487 |
0.8478 |
|
| R3 |
0.8485 |
0.8483 |
0.8477 |
|
| R2 |
0.8481 |
0.8481 |
0.8477 |
|
| R1 |
0.8479 |
0.8479 |
0.8476 |
0.8478 |
| PP |
0.8477 |
0.8477 |
0.8477 |
0.8477 |
| S1 |
0.8475 |
0.8475 |
0.8476 |
0.8474 |
| S2 |
0.8473 |
0.8473 |
0.8475 |
|
| S3 |
0.8469 |
0.8471 |
0.8475 |
|
| S4 |
0.8465 |
0.8467 |
0.8474 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8640 |
0.8444 |
0.0196 |
2.3% |
0.0067 |
0.8% |
16% |
False |
False |
6 |
| 10 |
0.8640 |
0.8381 |
0.0259 |
3.1% |
0.0055 |
0.6% |
37% |
False |
False |
4 |
| 20 |
0.8640 |
0.8311 |
0.0329 |
3.9% |
0.0036 |
0.4% |
50% |
False |
False |
4 |
| 40 |
0.8640 |
0.8258 |
0.0382 |
4.5% |
0.0031 |
0.4% |
57% |
False |
False |
2 |
| 60 |
0.9322 |
0.8258 |
0.1064 |
12.6% |
0.0028 |
0.3% |
20% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8497 |
|
2.618 |
0.8490 |
|
1.618 |
0.8486 |
|
1.000 |
0.8484 |
|
0.618 |
0.8482 |
|
HIGH |
0.8480 |
|
0.618 |
0.8478 |
|
0.500 |
0.8478 |
|
0.382 |
0.8478 |
|
LOW |
0.8476 |
|
0.618 |
0.8474 |
|
1.000 |
0.8472 |
|
1.618 |
0.8470 |
|
2.618 |
0.8466 |
|
4.250 |
0.8459 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8478 |
0.8491 |
| PP |
0.8477 |
0.8486 |
| S1 |
0.8477 |
0.8481 |
|