CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 24-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2015 |
24-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.8368 |
0.8388 |
0.0020 |
0.2% |
0.8426 |
High |
0.8387 |
0.8428 |
0.0041 |
0.5% |
0.8453 |
Low |
0.8347 |
0.8378 |
0.0031 |
0.4% |
0.8347 |
Close |
0.8385 |
0.8427 |
0.0042 |
0.5% |
0.8427 |
Range |
0.0040 |
0.0050 |
0.0010 |
25.0% |
0.0106 |
ATR |
0.0051 |
0.0051 |
0.0000 |
-0.1% |
0.0000 |
Volume |
69 |
109 |
40 |
58.0% |
831 |
|
Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8561 |
0.8544 |
0.8455 |
|
R3 |
0.8511 |
0.8494 |
0.8441 |
|
R2 |
0.8461 |
0.8461 |
0.8436 |
|
R1 |
0.8444 |
0.8444 |
0.8432 |
0.8453 |
PP |
0.8411 |
0.8411 |
0.8411 |
0.8415 |
S1 |
0.8394 |
0.8394 |
0.8422 |
0.8403 |
S2 |
0.8361 |
0.8361 |
0.8418 |
|
S3 |
0.8311 |
0.8344 |
0.8413 |
|
S4 |
0.8261 |
0.8294 |
0.8400 |
|
|
Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8727 |
0.8683 |
0.8485 |
|
R3 |
0.8621 |
0.8577 |
0.8456 |
|
R2 |
0.8515 |
0.8515 |
0.8446 |
|
R1 |
0.8471 |
0.8471 |
0.8437 |
0.8493 |
PP |
0.8409 |
0.8409 |
0.8409 |
0.8420 |
S1 |
0.8365 |
0.8365 |
0.8417 |
0.8387 |
S2 |
0.8303 |
0.8303 |
0.8408 |
|
S3 |
0.8197 |
0.8259 |
0.8398 |
|
S4 |
0.8091 |
0.8153 |
0.8369 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8453 |
0.8347 |
0.0106 |
1.3% |
0.0044 |
0.5% |
75% |
False |
False |
166 |
10 |
0.8453 |
0.8295 |
0.0158 |
1.9% |
0.0051 |
0.6% |
84% |
False |
False |
144 |
20 |
0.8453 |
0.8295 |
0.0158 |
1.9% |
0.0051 |
0.6% |
84% |
False |
False |
111 |
40 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0046 |
0.5% |
83% |
False |
False |
89 |
60 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0040 |
0.5% |
61% |
False |
False |
69 |
80 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0040 |
0.5% |
50% |
False |
False |
52 |
100 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0037 |
0.4% |
50% |
False |
False |
42 |
120 |
0.8883 |
0.8217 |
0.0666 |
7.9% |
0.0035 |
0.4% |
32% |
False |
False |
36 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8641 |
2.618 |
0.8559 |
1.618 |
0.8509 |
1.000 |
0.8478 |
0.618 |
0.8459 |
HIGH |
0.8428 |
0.618 |
0.8409 |
0.500 |
0.8403 |
0.382 |
0.8397 |
LOW |
0.8378 |
0.618 |
0.8347 |
1.000 |
0.8328 |
1.618 |
0.8297 |
2.618 |
0.8247 |
4.250 |
0.8166 |
|
|
Fisher Pivots for day following 24-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8419 |
0.8414 |
PP |
0.8411 |
0.8401 |
S1 |
0.8403 |
0.8388 |
|