CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 14-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2015 |
14-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8336 |
0.8349 |
0.0013 |
0.2% |
0.8428 |
| High |
0.8372 |
0.8413 |
0.0041 |
0.5% |
0.8428 |
| Low |
0.8295 |
0.8345 |
0.0050 |
0.6% |
0.8303 |
| Close |
0.8347 |
0.8396 |
0.0049 |
0.6% |
0.8339 |
| Range |
0.0077 |
0.0068 |
-0.0009 |
-11.7% |
0.0125 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.9% |
0.0000 |
| Volume |
99 |
265 |
166 |
167.7% |
400 |
|
| Daily Pivots for day following 14-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8589 |
0.8560 |
0.8433 |
|
| R3 |
0.8521 |
0.8492 |
0.8415 |
|
| R2 |
0.8453 |
0.8453 |
0.8408 |
|
| R1 |
0.8424 |
0.8424 |
0.8402 |
0.8439 |
| PP |
0.8385 |
0.8385 |
0.8385 |
0.8392 |
| S1 |
0.8356 |
0.8356 |
0.8390 |
0.8371 |
| S2 |
0.8317 |
0.8317 |
0.8384 |
|
| S3 |
0.8249 |
0.8288 |
0.8377 |
|
| S4 |
0.8181 |
0.8220 |
0.8359 |
|
|
| 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 |
0.8413 |
0.8295 |
0.0118 |
1.4% |
0.0055 |
0.7% |
86% |
True |
False |
136 |
| 10 |
0.8443 |
0.8295 |
0.0148 |
1.8% |
0.0055 |
0.7% |
68% |
False |
False |
90 |
| 20 |
0.8470 |
0.8260 |
0.0210 |
2.5% |
0.0060 |
0.7% |
65% |
False |
False |
96 |
| 40 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0040 |
0.5% |
71% |
False |
False |
63 |
| 60 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0038 |
0.4% |
52% |
False |
False |
51 |
| 80 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0037 |
0.4% |
42% |
False |
False |
39 |
| 100 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0034 |
0.4% |
42% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8702 |
|
2.618 |
0.8591 |
|
1.618 |
0.8523 |
|
1.000 |
0.8481 |
|
0.618 |
0.8455 |
|
HIGH |
0.8413 |
|
0.618 |
0.8387 |
|
0.500 |
0.8379 |
|
0.382 |
0.8371 |
|
LOW |
0.8345 |
|
0.618 |
0.8303 |
|
1.000 |
0.8277 |
|
1.618 |
0.8235 |
|
2.618 |
0.8167 |
|
4.250 |
0.8056 |
|
|
| Fisher Pivots for day following 14-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8390 |
0.8382 |
| PP |
0.8385 |
0.8368 |
| S1 |
0.8379 |
0.8354 |
|