CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 16-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8378 |
0.8411 |
0.0033 |
0.4% |
0.8428 |
| High |
0.8435 |
0.8431 |
-0.0004 |
0.0% |
0.8428 |
| Low |
0.8373 |
0.8395 |
0.0022 |
0.3% |
0.8303 |
| Close |
0.8428 |
0.8431 |
0.0003 |
0.0% |
0.8339 |
| Range |
0.0062 |
0.0036 |
-0.0026 |
-41.9% |
0.0125 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
150 |
37 |
-113 |
-75.3% |
400 |
|
| Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8527 |
0.8515 |
0.8451 |
|
| R3 |
0.8491 |
0.8479 |
0.8441 |
|
| R2 |
0.8455 |
0.8455 |
0.8438 |
|
| R1 |
0.8443 |
0.8443 |
0.8434 |
0.8449 |
| PP |
0.8419 |
0.8419 |
0.8419 |
0.8422 |
| S1 |
0.8407 |
0.8407 |
0.8428 |
0.8413 |
| S2 |
0.8383 |
0.8383 |
0.8424 |
|
| S3 |
0.8347 |
0.8371 |
0.8421 |
|
| S4 |
0.8311 |
0.8335 |
0.8411 |
|
|
| 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 |
0.8435 |
0.8295 |
0.0140 |
1.7% |
0.0055 |
0.7% |
97% |
False |
False |
129 |
| 10 |
0.8443 |
0.8295 |
0.0148 |
1.8% |
0.0057 |
0.7% |
92% |
False |
False |
99 |
| 20 |
0.8470 |
0.8278 |
0.0192 |
2.3% |
0.0053 |
0.6% |
80% |
False |
False |
97 |
| 40 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0042 |
0.5% |
85% |
False |
False |
67 |
| 60 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0037 |
0.4% |
63% |
False |
False |
54 |
| 80 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0037 |
0.4% |
51% |
False |
False |
42 |
| 100 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0035 |
0.4% |
51% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8584 |
|
2.618 |
0.8525 |
|
1.618 |
0.8489 |
|
1.000 |
0.8467 |
|
0.618 |
0.8453 |
|
HIGH |
0.8431 |
|
0.618 |
0.8417 |
|
0.500 |
0.8413 |
|
0.382 |
0.8409 |
|
LOW |
0.8395 |
|
0.618 |
0.8373 |
|
1.000 |
0.8359 |
|
1.618 |
0.8337 |
|
2.618 |
0.8301 |
|
4.250 |
0.8242 |
|
|
| Fisher Pivots for day following 16-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8425 |
0.8417 |
| PP |
0.8419 |
0.8404 |
| S1 |
0.8413 |
0.8390 |
|