CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 20-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8422 |
0.8426 |
0.0004 |
0.0% |
0.8336 |
| High |
0.8450 |
0.8453 |
0.0003 |
0.0% |
0.8450 |
| Low |
0.8401 |
0.8395 |
-0.0006 |
-0.1% |
0.8295 |
| Close |
0.8436 |
0.8400 |
-0.0036 |
-0.4% |
0.8436 |
| Range |
0.0049 |
0.0058 |
0.0009 |
18.4% |
0.0155 |
| ATR |
0.0053 |
0.0054 |
0.0000 |
0.6% |
0.0000 |
| Volume |
62 |
204 |
142 |
229.0% |
613 |
|
| Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8590 |
0.8553 |
0.8432 |
|
| R3 |
0.8532 |
0.8495 |
0.8416 |
|
| R2 |
0.8474 |
0.8474 |
0.8411 |
|
| R1 |
0.8437 |
0.8437 |
0.8405 |
0.8427 |
| PP |
0.8416 |
0.8416 |
0.8416 |
0.8411 |
| S1 |
0.8379 |
0.8379 |
0.8395 |
0.8369 |
| S2 |
0.8358 |
0.8358 |
0.8389 |
|
| S3 |
0.8300 |
0.8321 |
0.8384 |
|
| S4 |
0.8242 |
0.8263 |
0.8368 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8859 |
0.8802 |
0.8521 |
|
| R3 |
0.8704 |
0.8647 |
0.8479 |
|
| R2 |
0.8549 |
0.8549 |
0.8464 |
|
| R1 |
0.8492 |
0.8492 |
0.8450 |
0.8521 |
| PP |
0.8394 |
0.8394 |
0.8394 |
0.8408 |
| S1 |
0.8337 |
0.8337 |
0.8422 |
0.8366 |
| S2 |
0.8239 |
0.8239 |
0.8408 |
|
| S3 |
0.8084 |
0.8182 |
0.8393 |
|
| S4 |
0.7929 |
0.8027 |
0.8351 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8453 |
0.8345 |
0.0108 |
1.3% |
0.0055 |
0.7% |
51% |
True |
False |
143 |
| 10 |
0.8453 |
0.8295 |
0.0158 |
1.9% |
0.0055 |
0.7% |
66% |
True |
False |
116 |
| 20 |
0.8470 |
0.8295 |
0.0175 |
2.1% |
0.0053 |
0.6% |
60% |
False |
False |
96 |
| 40 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0044 |
0.5% |
72% |
False |
False |
73 |
| 60 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0038 |
0.5% |
54% |
False |
False |
59 |
| 80 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0038 |
0.4% |
43% |
False |
False |
45 |
| 100 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0035 |
0.4% |
43% |
False |
False |
36 |
| 120 |
0.9288 |
0.8217 |
0.1071 |
12.8% |
0.0034 |
0.4% |
17% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8700 |
|
2.618 |
0.8605 |
|
1.618 |
0.8547 |
|
1.000 |
0.8511 |
|
0.618 |
0.8489 |
|
HIGH |
0.8453 |
|
0.618 |
0.8431 |
|
0.500 |
0.8424 |
|
0.382 |
0.8417 |
|
LOW |
0.8395 |
|
0.618 |
0.8359 |
|
1.000 |
0.8337 |
|
1.618 |
0.8301 |
|
2.618 |
0.8243 |
|
4.250 |
0.8149 |
|
|
| Fisher Pivots for day following 20-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8424 |
0.8424 |
| PP |
0.8416 |
0.8416 |
| S1 |
0.8408 |
0.8408 |
|