CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 13-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2015 |
13-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8315 |
0.8336 |
0.0021 |
0.3% |
0.8428 |
| High |
0.8344 |
0.8372 |
0.0028 |
0.3% |
0.8428 |
| Low |
0.8311 |
0.8295 |
-0.0016 |
-0.2% |
0.8303 |
| Close |
0.8339 |
0.8347 |
0.0008 |
0.1% |
0.8339 |
| Range |
0.0033 |
0.0077 |
0.0044 |
133.3% |
0.0125 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
3.5% |
0.0000 |
| Volume |
96 |
99 |
3 |
3.1% |
400 |
|
| Daily Pivots for day following 13-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8569 |
0.8535 |
0.8389 |
|
| R3 |
0.8492 |
0.8458 |
0.8368 |
|
| R2 |
0.8415 |
0.8415 |
0.8361 |
|
| R1 |
0.8381 |
0.8381 |
0.8354 |
0.8398 |
| PP |
0.8338 |
0.8338 |
0.8338 |
0.8347 |
| S1 |
0.8304 |
0.8304 |
0.8340 |
0.8321 |
| S2 |
0.8261 |
0.8261 |
0.8333 |
|
| S3 |
0.8184 |
0.8227 |
0.8326 |
|
| S4 |
0.8107 |
0.8150 |
0.8305 |
|
|
| 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 |
0.8389 |
0.8295 |
0.0094 |
1.1% |
0.0055 |
0.7% |
55% |
False |
True |
89 |
| 10 |
0.8443 |
0.8295 |
0.0148 |
1.8% |
0.0052 |
0.6% |
35% |
False |
True |
71 |
| 20 |
0.8470 |
0.8255 |
0.0215 |
2.6% |
0.0057 |
0.7% |
43% |
False |
False |
88 |
| 40 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0040 |
0.5% |
51% |
False |
False |
56 |
| 60 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0038 |
0.5% |
31% |
False |
False |
47 |
| 80 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0037 |
0.4% |
31% |
False |
False |
36 |
| 100 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0033 |
0.4% |
31% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8699 |
|
2.618 |
0.8574 |
|
1.618 |
0.8497 |
|
1.000 |
0.8449 |
|
0.618 |
0.8420 |
|
HIGH |
0.8372 |
|
0.618 |
0.8343 |
|
0.500 |
0.8334 |
|
0.382 |
0.8324 |
|
LOW |
0.8295 |
|
0.618 |
0.8247 |
|
1.000 |
0.8218 |
|
1.618 |
0.8170 |
|
2.618 |
0.8093 |
|
4.250 |
0.7968 |
|
|
| Fisher Pivots for day following 13-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8343 |
0.8343 |
| PP |
0.8338 |
0.8338 |
| S1 |
0.8334 |
0.8334 |
|