CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 10-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2015 |
10-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8336 |
0.8315 |
-0.0021 |
-0.3% |
0.8428 |
| High |
0.8354 |
0.8344 |
-0.0010 |
-0.1% |
0.8428 |
| Low |
0.8303 |
0.8311 |
0.0008 |
0.1% |
0.8303 |
| Close |
0.8304 |
0.8339 |
0.0035 |
0.4% |
0.8339 |
| Range |
0.0051 |
0.0033 |
-0.0018 |
-35.3% |
0.0125 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
142 |
96 |
-46 |
-32.4% |
400 |
|
| Daily Pivots for day following 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8430 |
0.8418 |
0.8357 |
|
| R3 |
0.8397 |
0.8385 |
0.8348 |
|
| R2 |
0.8364 |
0.8364 |
0.8345 |
|
| R1 |
0.8352 |
0.8352 |
0.8342 |
0.8358 |
| PP |
0.8331 |
0.8331 |
0.8331 |
0.8335 |
| S1 |
0.8319 |
0.8319 |
0.8336 |
0.8325 |
| S2 |
0.8298 |
0.8298 |
0.8333 |
|
| S3 |
0.8265 |
0.8286 |
0.8330 |
|
| S4 |
0.8232 |
0.8253 |
0.8321 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8732 |
0.8660 |
0.8408 |
|
| R3 |
0.8607 |
0.8535 |
0.8373 |
|
| R2 |
0.8482 |
0.8482 |
0.8362 |
|
| R1 |
0.8410 |
0.8410 |
0.8350 |
0.8384 |
| PP |
0.8357 |
0.8357 |
0.8357 |
0.8343 |
| S1 |
0.8285 |
0.8285 |
0.8328 |
0.8259 |
| S2 |
0.8232 |
0.8232 |
0.8316 |
|
| S3 |
0.8107 |
0.8160 |
0.8305 |
|
| S4 |
0.7982 |
0.8035 |
0.8270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8428 |
0.8303 |
0.0125 |
1.5% |
0.0049 |
0.6% |
29% |
False |
False |
80 |
| 10 |
0.8443 |
0.8303 |
0.0140 |
1.7% |
0.0051 |
0.6% |
26% |
False |
False |
78 |
| 20 |
0.8470 |
0.8255 |
0.0215 |
2.6% |
0.0054 |
0.6% |
39% |
False |
False |
84 |
| 40 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0039 |
0.5% |
48% |
False |
False |
54 |
| 60 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0039 |
0.5% |
29% |
False |
False |
46 |
| 80 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0037 |
0.4% |
29% |
False |
False |
35 |
| 100 |
0.8648 |
0.8217 |
0.0431 |
5.2% |
0.0033 |
0.4% |
28% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8484 |
|
2.618 |
0.8430 |
|
1.618 |
0.8397 |
|
1.000 |
0.8377 |
|
0.618 |
0.8364 |
|
HIGH |
0.8344 |
|
0.618 |
0.8331 |
|
0.500 |
0.8328 |
|
0.382 |
0.8324 |
|
LOW |
0.8311 |
|
0.618 |
0.8291 |
|
1.000 |
0.8278 |
|
1.618 |
0.8258 |
|
2.618 |
0.8225 |
|
4.250 |
0.8171 |
|
|
| Fisher Pivots for day following 10-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8335 |
0.8339 |
| PP |
0.8331 |
0.8339 |
| S1 |
0.8328 |
0.8339 |
|