CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 13-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8335 |
0.8354 |
0.0019 |
0.2% |
0.8335 |
| High |
0.8360 |
0.8414 |
0.0054 |
0.6% |
0.8412 |
| Low |
0.8327 |
0.8353 |
0.0026 |
0.3% |
0.8312 |
| Close |
0.8355 |
0.8409 |
0.0054 |
0.6% |
0.8360 |
| Range |
0.0033 |
0.0061 |
0.0028 |
84.8% |
0.0100 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.2% |
0.0000 |
| Volume |
71 |
259 |
188 |
264.8% |
1,379 |
|
| Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8575 |
0.8553 |
0.8443 |
|
| R3 |
0.8514 |
0.8492 |
0.8426 |
|
| R2 |
0.8453 |
0.8453 |
0.8420 |
|
| R1 |
0.8431 |
0.8431 |
0.8415 |
0.8442 |
| PP |
0.8392 |
0.8392 |
0.8392 |
0.8398 |
| S1 |
0.8370 |
0.8370 |
0.8403 |
0.8381 |
| S2 |
0.8331 |
0.8331 |
0.8398 |
|
| S3 |
0.8270 |
0.8309 |
0.8392 |
|
| S4 |
0.8209 |
0.8248 |
0.8375 |
|
|
| 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 |
0.8414 |
0.8327 |
0.0087 |
1.0% |
0.0043 |
0.5% |
94% |
True |
False |
254 |
| 10 |
0.8455 |
0.8312 |
0.0143 |
1.7% |
0.0049 |
0.6% |
68% |
False |
False |
285 |
| 20 |
0.8455 |
0.8312 |
0.0143 |
1.7% |
0.0045 |
0.5% |
68% |
False |
False |
230 |
| 40 |
0.8470 |
0.8278 |
0.0192 |
2.3% |
0.0050 |
0.6% |
68% |
False |
False |
165 |
| 60 |
0.8470 |
0.8217 |
0.0253 |
3.0% |
0.0042 |
0.5% |
76% |
False |
False |
121 |
| 80 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0040 |
0.5% |
56% |
False |
False |
98 |
| 100 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0039 |
0.5% |
45% |
False |
False |
79 |
| 120 |
0.8640 |
0.8217 |
0.0423 |
5.0% |
0.0036 |
0.4% |
45% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8673 |
|
2.618 |
0.8574 |
|
1.618 |
0.8513 |
|
1.000 |
0.8475 |
|
0.618 |
0.8452 |
|
HIGH |
0.8414 |
|
0.618 |
0.8391 |
|
0.500 |
0.8384 |
|
0.382 |
0.8376 |
|
LOW |
0.8353 |
|
0.618 |
0.8315 |
|
1.000 |
0.8292 |
|
1.618 |
0.8254 |
|
2.618 |
0.8193 |
|
4.250 |
0.8094 |
|
|
| Fisher Pivots for day following 13-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8401 |
0.8396 |
| PP |
0.8392 |
0.8383 |
| S1 |
0.8384 |
0.8371 |
|