CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 21-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2015 |
21-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8426 |
0.8400 |
-0.0026 |
-0.3% |
0.8336 |
| High |
0.8453 |
0.8400 |
-0.0053 |
-0.6% |
0.8450 |
| Low |
0.8395 |
0.8369 |
-0.0026 |
-0.3% |
0.8295 |
| Close |
0.8400 |
0.8369 |
-0.0031 |
-0.4% |
0.8436 |
| Range |
0.0058 |
0.0031 |
-0.0027 |
-46.6% |
0.0155 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
204 |
168 |
-36 |
-17.6% |
613 |
|
| Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8472 |
0.8452 |
0.8386 |
|
| R3 |
0.8441 |
0.8421 |
0.8378 |
|
| R2 |
0.8410 |
0.8410 |
0.8375 |
|
| R1 |
0.8390 |
0.8390 |
0.8372 |
0.8385 |
| PP |
0.8379 |
0.8379 |
0.8379 |
0.8377 |
| S1 |
0.8359 |
0.8359 |
0.8366 |
0.8354 |
| S2 |
0.8348 |
0.8348 |
0.8363 |
|
| S3 |
0.8317 |
0.8328 |
0.8360 |
|
| S4 |
0.8286 |
0.8297 |
0.8352 |
|
|
| 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 |
0.8369 |
0.0084 |
1.0% |
0.0047 |
0.6% |
0% |
False |
True |
124 |
| 10 |
0.8453 |
0.8295 |
0.0158 |
1.9% |
0.0051 |
0.6% |
47% |
False |
False |
130 |
| 20 |
0.8470 |
0.8295 |
0.0175 |
2.1% |
0.0053 |
0.6% |
42% |
False |
False |
101 |
| 40 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0044 |
0.5% |
60% |
False |
False |
78 |
| 60 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0038 |
0.5% |
44% |
False |
False |
61 |
| 80 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0038 |
0.5% |
36% |
False |
False |
47 |
| 100 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0036 |
0.4% |
36% |
False |
False |
38 |
| 120 |
0.9229 |
0.8217 |
0.1012 |
12.1% |
0.0034 |
0.4% |
15% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8532 |
|
2.618 |
0.8481 |
|
1.618 |
0.8450 |
|
1.000 |
0.8431 |
|
0.618 |
0.8419 |
|
HIGH |
0.8400 |
|
0.618 |
0.8388 |
|
0.500 |
0.8385 |
|
0.382 |
0.8381 |
|
LOW |
0.8369 |
|
0.618 |
0.8350 |
|
1.000 |
0.8338 |
|
1.618 |
0.8319 |
|
2.618 |
0.8288 |
|
4.250 |
0.8237 |
|
|
| Fisher Pivots for day following 21-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8385 |
0.8411 |
| PP |
0.8379 |
0.8397 |
| S1 |
0.8374 |
0.8383 |
|