CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 09-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2015 |
09-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8328 |
0.8336 |
0.0008 |
0.1% |
0.8405 |
| High |
0.8374 |
0.8354 |
-0.0020 |
-0.2% |
0.8443 |
| Low |
0.8328 |
0.8303 |
-0.0025 |
-0.3% |
0.8335 |
| Close |
0.8354 |
0.8304 |
-0.0050 |
-0.6% |
0.8430 |
| Range |
0.0046 |
0.0051 |
0.0005 |
10.9% |
0.0108 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
79 |
142 |
63 |
79.7% |
387 |
|
| Daily Pivots for day following 09-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8473 |
0.8440 |
0.8332 |
|
| R3 |
0.8422 |
0.8389 |
0.8318 |
|
| R2 |
0.8371 |
0.8371 |
0.8313 |
|
| R1 |
0.8338 |
0.8338 |
0.8309 |
0.8329 |
| PP |
0.8320 |
0.8320 |
0.8320 |
0.8316 |
| S1 |
0.8287 |
0.8287 |
0.8299 |
0.8278 |
| S2 |
0.8269 |
0.8269 |
0.8295 |
|
| S3 |
0.8218 |
0.8236 |
0.8290 |
|
| S4 |
0.8167 |
0.8185 |
0.8276 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8727 |
0.8686 |
0.8489 |
|
| R3 |
0.8619 |
0.8578 |
0.8460 |
|
| R2 |
0.8511 |
0.8511 |
0.8450 |
|
| R1 |
0.8470 |
0.8470 |
0.8440 |
0.8491 |
| PP |
0.8403 |
0.8403 |
0.8403 |
0.8413 |
| S1 |
0.8362 |
0.8362 |
0.8420 |
0.8383 |
| S2 |
0.8295 |
0.8295 |
0.8410 |
|
| S3 |
0.8187 |
0.8254 |
0.8400 |
|
| S4 |
0.8079 |
0.8146 |
0.8371 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8443 |
0.8303 |
0.0140 |
1.7% |
0.0059 |
0.7% |
1% |
False |
True |
70 |
| 10 |
0.8443 |
0.8303 |
0.0140 |
1.7% |
0.0051 |
0.6% |
1% |
False |
True |
88 |
| 20 |
0.8470 |
0.8255 |
0.0215 |
2.6% |
0.0053 |
0.6% |
23% |
False |
False |
82 |
| 40 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0041 |
0.5% |
34% |
False |
False |
51 |
| 60 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0039 |
0.5% |
21% |
False |
False |
44 |
| 80 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0037 |
0.4% |
21% |
False |
False |
34 |
| 100 |
0.8648 |
0.8217 |
0.0431 |
5.2% |
0.0033 |
0.4% |
20% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8571 |
|
2.618 |
0.8488 |
|
1.618 |
0.8437 |
|
1.000 |
0.8405 |
|
0.618 |
0.8386 |
|
HIGH |
0.8354 |
|
0.618 |
0.8335 |
|
0.500 |
0.8329 |
|
0.382 |
0.8322 |
|
LOW |
0.8303 |
|
0.618 |
0.8271 |
|
1.000 |
0.8252 |
|
1.618 |
0.8220 |
|
2.618 |
0.8169 |
|
4.250 |
0.8086 |
|
|
| Fisher Pivots for day following 09-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8329 |
0.8346 |
| PP |
0.8320 |
0.8332 |
| S1 |
0.8312 |
0.8318 |
|