CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 29-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8412 |
0.8428 |
0.0016 |
0.2% |
0.8426 |
| High |
0.8433 |
0.8440 |
0.0007 |
0.1% |
0.8453 |
| Low |
0.8412 |
0.8394 |
-0.0018 |
-0.2% |
0.8347 |
| Close |
0.8427 |
0.8419 |
-0.0008 |
-0.1% |
0.8427 |
| Range |
0.0021 |
0.0046 |
0.0025 |
119.0% |
0.0106 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
417 |
205 |
-212 |
-50.8% |
831 |
|
| Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8556 |
0.8533 |
0.8444 |
|
| R3 |
0.8510 |
0.8487 |
0.8432 |
|
| R2 |
0.8464 |
0.8464 |
0.8427 |
|
| R1 |
0.8441 |
0.8441 |
0.8423 |
0.8430 |
| PP |
0.8418 |
0.8418 |
0.8418 |
0.8412 |
| S1 |
0.8395 |
0.8395 |
0.8415 |
0.8384 |
| S2 |
0.8372 |
0.8372 |
0.8411 |
|
| S3 |
0.8326 |
0.8349 |
0.8406 |
|
| S4 |
0.8280 |
0.8303 |
0.8394 |
|
|
| 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 |
0.8440 |
0.8347 |
0.0093 |
1.1% |
0.0040 |
0.5% |
77% |
True |
False |
199 |
| 10 |
0.8453 |
0.8347 |
0.0106 |
1.3% |
0.0041 |
0.5% |
68% |
False |
False |
175 |
| 20 |
0.8453 |
0.8295 |
0.0158 |
1.9% |
0.0048 |
0.6% |
78% |
False |
False |
137 |
| 40 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0048 |
0.6% |
80% |
False |
False |
107 |
| 60 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0041 |
0.5% |
59% |
False |
False |
82 |
| 80 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0041 |
0.5% |
48% |
False |
False |
63 |
| 100 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0038 |
0.4% |
48% |
False |
False |
51 |
| 120 |
0.8803 |
0.8217 |
0.0586 |
7.0% |
0.0035 |
0.4% |
34% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8636 |
|
2.618 |
0.8560 |
|
1.618 |
0.8514 |
|
1.000 |
0.8486 |
|
0.618 |
0.8468 |
|
HIGH |
0.8440 |
|
0.618 |
0.8422 |
|
0.500 |
0.8417 |
|
0.382 |
0.8412 |
|
LOW |
0.8394 |
|
0.618 |
0.8366 |
|
1.000 |
0.8348 |
|
1.618 |
0.8320 |
|
2.618 |
0.8274 |
|
4.250 |
0.8199 |
|
|
| Fisher Pivots for day following 29-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8418 |
0.8417 |
| PP |
0.8418 |
0.8416 |
| S1 |
0.8417 |
0.8414 |
|