CME Japanese Yen Future December 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 |
0.8428 |
0.8411 |
-0.0017 |
-0.2% |
0.8433 |
| High |
0.8445 |
0.8454 |
0.0009 |
0.1% |
0.8446 |
| Low |
0.8428 |
0.8411 |
-0.0017 |
-0.2% |
0.8367 |
| Close |
0.8445 |
0.8437 |
-0.0008 |
-0.1% |
0.8446 |
| Range |
0.0017 |
0.0043 |
0.0026 |
152.9% |
0.0079 |
| ATR |
0.0036 |
0.0037 |
0.0000 |
1.3% |
0.0000 |
| Volume |
20 |
5 |
-15 |
-75.0% |
11 |
|
| Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8563 |
0.8543 |
0.8461 |
|
| R3 |
0.8520 |
0.8500 |
0.8449 |
|
| R2 |
0.8477 |
0.8477 |
0.8445 |
|
| R1 |
0.8457 |
0.8457 |
0.8441 |
0.8467 |
| PP |
0.8434 |
0.8434 |
0.8434 |
0.8439 |
| S1 |
0.8414 |
0.8414 |
0.8433 |
0.8424 |
| S2 |
0.8391 |
0.8391 |
0.8429 |
|
| S3 |
0.8348 |
0.8371 |
0.8425 |
|
| S4 |
0.8305 |
0.8328 |
0.8413 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8657 |
0.8630 |
0.8489 |
|
| R3 |
0.8578 |
0.8551 |
0.8468 |
|
| R2 |
0.8499 |
0.8499 |
0.8460 |
|
| R1 |
0.8472 |
0.8472 |
0.8453 |
0.8486 |
| PP |
0.8420 |
0.8420 |
0.8420 |
0.8426 |
| S1 |
0.8393 |
0.8393 |
0.8439 |
0.8407 |
| S2 |
0.8341 |
0.8341 |
0.8432 |
|
| S3 |
0.8262 |
0.8314 |
0.8424 |
|
| S4 |
0.8183 |
0.8235 |
0.8403 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8454 |
0.8367 |
0.0087 |
1.0% |
0.0023 |
0.3% |
80% |
True |
False |
6 |
| 10 |
0.8455 |
0.8367 |
0.0088 |
1.0% |
0.0022 |
0.3% |
80% |
False |
False |
5 |
| 20 |
0.8455 |
0.8320 |
0.0135 |
1.6% |
0.0022 |
0.3% |
87% |
False |
False |
4 |
| 40 |
0.8470 |
0.8246 |
0.0224 |
2.7% |
0.0029 |
0.3% |
85% |
False |
False |
6 |
| 60 |
0.8565 |
0.8246 |
0.0319 |
3.8% |
0.0025 |
0.3% |
60% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8637 |
|
2.618 |
0.8567 |
|
1.618 |
0.8524 |
|
1.000 |
0.8497 |
|
0.618 |
0.8481 |
|
HIGH |
0.8454 |
|
0.618 |
0.8438 |
|
0.500 |
0.8433 |
|
0.382 |
0.8427 |
|
LOW |
0.8411 |
|
0.618 |
0.8384 |
|
1.000 |
0.8368 |
|
1.618 |
0.8341 |
|
2.618 |
0.8298 |
|
4.250 |
0.8228 |
|
|
| Fisher Pivots for day following 29-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8436 |
0.8436 |
| PP |
0.8434 |
0.8434 |
| S1 |
0.8433 |
0.8433 |
|