CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 08-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8383 |
0.8362 |
-0.0021 |
-0.3% |
0.8335 |
High |
0.8412 |
0.8368 |
-0.0044 |
-0.5% |
0.8412 |
Low |
0.8358 |
0.8331 |
-0.0027 |
-0.3% |
0.8312 |
Close |
0.8362 |
0.8360 |
-0.0002 |
0.0% |
0.8360 |
Range |
0.0054 |
0.0037 |
-0.0017 |
-31.5% |
0.0100 |
ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
184 |
392 |
208 |
113.0% |
1,379 |
|
Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8464 |
0.8449 |
0.8380 |
|
R3 |
0.8427 |
0.8412 |
0.8370 |
|
R2 |
0.8390 |
0.8390 |
0.8367 |
|
R1 |
0.8375 |
0.8375 |
0.8363 |
0.8364 |
PP |
0.8353 |
0.8353 |
0.8353 |
0.8348 |
S1 |
0.8338 |
0.8338 |
0.8357 |
0.8327 |
S2 |
0.8316 |
0.8316 |
0.8353 |
|
S3 |
0.8279 |
0.8301 |
0.8350 |
|
S4 |
0.8242 |
0.8264 |
0.8340 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8661 |
0.8611 |
0.8415 |
|
R3 |
0.8561 |
0.8511 |
0.8388 |
|
R2 |
0.8461 |
0.8461 |
0.8378 |
|
R1 |
0.8411 |
0.8411 |
0.8369 |
0.8436 |
PP |
0.8361 |
0.8361 |
0.8361 |
0.8374 |
S1 |
0.8311 |
0.8311 |
0.8351 |
0.8336 |
S2 |
0.8261 |
0.8261 |
0.8342 |
|
S3 |
0.8161 |
0.8211 |
0.8333 |
|
S4 |
0.8061 |
0.8111 |
0.8305 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8412 |
0.8312 |
0.0100 |
1.2% |
0.0043 |
0.5% |
48% |
False |
False |
275 |
10 |
0.8455 |
0.8312 |
0.0143 |
1.7% |
0.0047 |
0.6% |
34% |
False |
False |
297 |
20 |
0.8455 |
0.8295 |
0.0160 |
1.9% |
0.0049 |
0.6% |
41% |
False |
False |
221 |
40 |
0.8470 |
0.8255 |
0.0215 |
2.6% |
0.0052 |
0.6% |
49% |
False |
False |
152 |
60 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0043 |
0.5% |
57% |
False |
False |
109 |
80 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0041 |
0.5% |
34% |
False |
False |
89 |
100 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0039 |
0.5% |
34% |
False |
False |
72 |
120 |
0.8648 |
0.8217 |
0.0431 |
5.2% |
0.0036 |
0.4% |
33% |
False |
False |
60 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8525 |
2.618 |
0.8465 |
1.618 |
0.8428 |
1.000 |
0.8405 |
0.618 |
0.8391 |
HIGH |
0.8368 |
0.618 |
0.8354 |
0.500 |
0.8350 |
0.382 |
0.8345 |
LOW |
0.8331 |
0.618 |
0.8308 |
1.000 |
0.8294 |
1.618 |
0.8271 |
2.618 |
0.8234 |
4.250 |
0.8174 |
|
|
Fisher Pivots for day following 08-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8357 |
0.8372 |
PP |
0.8353 |
0.8368 |
S1 |
0.8350 |
0.8364 |
|