CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8470 |
0.8488 |
0.0018 |
0.2% |
0.8462 |
| High |
0.8522 |
0.8488 |
-0.0034 |
-0.4% |
0.8537 |
| Low |
0.8470 |
0.8470 |
0.0000 |
0.0% |
0.8444 |
| Close |
0.8522 |
0.8470 |
-0.0052 |
-0.6% |
0.8522 |
| Range |
0.0052 |
0.0018 |
-0.0034 |
-65.4% |
0.0093 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
1 |
5 |
4 |
400.0% |
15 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8530 |
0.8518 |
0.8480 |
|
| R3 |
0.8512 |
0.8500 |
0.8475 |
|
| R2 |
0.8494 |
0.8494 |
0.8473 |
|
| R1 |
0.8482 |
0.8482 |
0.8472 |
0.8479 |
| PP |
0.8476 |
0.8476 |
0.8476 |
0.8475 |
| S1 |
0.8464 |
0.8464 |
0.8468 |
0.8461 |
| S2 |
0.8458 |
0.8458 |
0.8467 |
|
| S3 |
0.8440 |
0.8446 |
0.8465 |
|
| S4 |
0.8422 |
0.8428 |
0.8460 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8780 |
0.8744 |
0.8573 |
|
| R3 |
0.8687 |
0.8651 |
0.8548 |
|
| R2 |
0.8594 |
0.8594 |
0.8539 |
|
| R1 |
0.8558 |
0.8558 |
0.8531 |
0.8576 |
| PP |
0.8501 |
0.8501 |
0.8501 |
0.8510 |
| S1 |
0.8465 |
0.8465 |
0.8513 |
0.8483 |
| S2 |
0.8408 |
0.8408 |
0.8505 |
|
| S3 |
0.8315 |
0.8372 |
0.8496 |
|
| S4 |
0.8222 |
0.8279 |
0.8471 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8537 |
0.8444 |
0.0093 |
1.1% |
0.0038 |
0.4% |
28% |
False |
False |
4 |
| 10 |
0.8640 |
0.8413 |
0.0227 |
2.7% |
0.0062 |
0.7% |
25% |
False |
False |
4 |
| 20 |
0.8640 |
0.8311 |
0.0329 |
3.9% |
0.0037 |
0.4% |
48% |
False |
False |
4 |
| 40 |
0.8640 |
0.8258 |
0.0382 |
4.5% |
0.0032 |
0.4% |
55% |
False |
False |
3 |
| 60 |
0.9229 |
0.8258 |
0.0971 |
11.5% |
0.0029 |
0.3% |
22% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8565 |
|
2.618 |
0.8535 |
|
1.618 |
0.8517 |
|
1.000 |
0.8506 |
|
0.618 |
0.8499 |
|
HIGH |
0.8488 |
|
0.618 |
0.8481 |
|
0.500 |
0.8479 |
|
0.382 |
0.8477 |
|
LOW |
0.8470 |
|
0.618 |
0.8459 |
|
1.000 |
0.8452 |
|
1.618 |
0.8441 |
|
2.618 |
0.8423 |
|
4.250 |
0.8394 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8479 |
0.8496 |
| PP |
0.8476 |
0.8487 |
| S1 |
0.8473 |
0.8479 |
|