CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 01-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
01-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8415 |
0.8376 |
-0.0039 |
-0.5% |
0.8426 |
| High |
0.8455 |
0.8376 |
-0.0079 |
-0.9% |
0.8455 |
| Low |
0.8355 |
0.8327 |
-0.0028 |
-0.3% |
0.8327 |
| Close |
0.8388 |
0.8327 |
-0.0061 |
-0.7% |
0.8327 |
| Range |
0.0100 |
0.0049 |
-0.0051 |
-51.0% |
0.0128 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.3% |
0.0000 |
| Volume |
214 |
566 |
352 |
164.5% |
1,600 |
|
| Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8490 |
0.8458 |
0.8354 |
|
| R3 |
0.8441 |
0.8409 |
0.8340 |
|
| R2 |
0.8392 |
0.8392 |
0.8336 |
|
| R1 |
0.8360 |
0.8360 |
0.8331 |
0.8352 |
| PP |
0.8343 |
0.8343 |
0.8343 |
0.8339 |
| S1 |
0.8311 |
0.8311 |
0.8323 |
0.8303 |
| S2 |
0.8294 |
0.8294 |
0.8318 |
|
| S3 |
0.8245 |
0.8262 |
0.8314 |
|
| S4 |
0.8196 |
0.8213 |
0.8300 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8754 |
0.8668 |
0.8397 |
|
| R3 |
0.8626 |
0.8540 |
0.8362 |
|
| R2 |
0.8498 |
0.8498 |
0.8350 |
|
| R1 |
0.8412 |
0.8412 |
0.8339 |
0.8391 |
| PP |
0.8370 |
0.8370 |
0.8370 |
0.8359 |
| S1 |
0.8284 |
0.8284 |
0.8315 |
0.8263 |
| S2 |
0.8242 |
0.8242 |
0.8304 |
|
| S3 |
0.8114 |
0.8156 |
0.8292 |
|
| S4 |
0.7986 |
0.8028 |
0.8257 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8455 |
0.8327 |
0.0128 |
1.5% |
0.0051 |
0.6% |
0% |
False |
True |
320 |
| 10 |
0.8455 |
0.8327 |
0.0128 |
1.5% |
0.0048 |
0.6% |
0% |
False |
True |
243 |
| 20 |
0.8455 |
0.8295 |
0.0160 |
1.9% |
0.0051 |
0.6% |
20% |
False |
False |
172 |
| 40 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0050 |
0.6% |
43% |
False |
False |
124 |
| 60 |
0.8472 |
0.8217 |
0.0255 |
3.1% |
0.0043 |
0.5% |
43% |
False |
False |
95 |
| 80 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0041 |
0.5% |
26% |
False |
False |
72 |
| 100 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0038 |
0.5% |
26% |
False |
False |
58 |
| 120 |
0.8803 |
0.8217 |
0.0586 |
7.0% |
0.0035 |
0.4% |
19% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8584 |
|
2.618 |
0.8504 |
|
1.618 |
0.8455 |
|
1.000 |
0.8425 |
|
0.618 |
0.8406 |
|
HIGH |
0.8376 |
|
0.618 |
0.8357 |
|
0.500 |
0.8352 |
|
0.382 |
0.8346 |
|
LOW |
0.8327 |
|
0.618 |
0.8297 |
|
1.000 |
0.8278 |
|
1.618 |
0.8248 |
|
2.618 |
0.8199 |
|
4.250 |
0.8119 |
|
|
| Fisher Pivots for day following 01-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8352 |
0.8391 |
| PP |
0.8343 |
0.8370 |
| S1 |
0.8335 |
0.8348 |
|