CME Japanese Yen Future June 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 |
0.8402 |
0.8378 |
-0.0024 |
-0.3% |
0.8416 |
| High |
0.8446 |
0.8378 |
-0.0068 |
-0.8% |
0.8446 |
| Low |
0.8343 |
0.8315 |
-0.0028 |
-0.3% |
0.8315 |
| Close |
0.8378 |
0.8316 |
-0.0062 |
-0.7% |
0.8316 |
| Range |
0.0103 |
0.0063 |
-0.0040 |
-38.8% |
0.0131 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.5% |
0.0000 |
| Volume |
211,841 |
112,950 |
-98,891 |
-46.7% |
701,812 |
|
| Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8525 |
0.8484 |
0.8351 |
|
| R3 |
0.8462 |
0.8421 |
0.8333 |
|
| R2 |
0.8399 |
0.8399 |
0.8328 |
|
| R1 |
0.8358 |
0.8358 |
0.8322 |
0.8347 |
| PP |
0.8336 |
0.8336 |
0.8336 |
0.8331 |
| S1 |
0.8295 |
0.8295 |
0.8310 |
0.8284 |
| S2 |
0.8273 |
0.8273 |
0.8304 |
|
| S3 |
0.8210 |
0.8232 |
0.8299 |
|
| S4 |
0.8147 |
0.8169 |
0.8281 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8752 |
0.8665 |
0.8388 |
|
| R3 |
0.8621 |
0.8534 |
0.8352 |
|
| R2 |
0.8490 |
0.8490 |
0.8340 |
|
| R1 |
0.8403 |
0.8403 |
0.8328 |
0.8381 |
| PP |
0.8359 |
0.8359 |
0.8359 |
0.8348 |
| S1 |
0.8272 |
0.8272 |
0.8304 |
0.8250 |
| S2 |
0.8228 |
0.8228 |
0.8292 |
|
| S3 |
0.8097 |
0.8141 |
0.8280 |
|
| S4 |
0.7966 |
0.8010 |
0.8244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8446 |
0.8315 |
0.0131 |
1.6% |
0.0059 |
0.7% |
1% |
False |
True |
140,362 |
| 10 |
0.8446 |
0.8315 |
0.0131 |
1.6% |
0.0056 |
0.7% |
1% |
False |
True |
119,659 |
| 20 |
0.8446 |
0.8280 |
0.0166 |
2.0% |
0.0058 |
0.7% |
22% |
False |
False |
114,810 |
| 40 |
0.8460 |
0.8205 |
0.0255 |
3.1% |
0.0061 |
0.7% |
44% |
False |
False |
108,349 |
| 60 |
0.8550 |
0.8205 |
0.0345 |
4.1% |
0.0061 |
0.7% |
32% |
False |
False |
72,750 |
| 80 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0067 |
0.8% |
25% |
False |
False |
54,676 |
| 100 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0070 |
0.8% |
24% |
False |
False |
43,783 |
| 120 |
0.8784 |
0.8205 |
0.0579 |
7.0% |
0.0065 |
0.8% |
19% |
False |
False |
36,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8646 |
|
2.618 |
0.8543 |
|
1.618 |
0.8480 |
|
1.000 |
0.8441 |
|
0.618 |
0.8417 |
|
HIGH |
0.8378 |
|
0.618 |
0.8354 |
|
0.500 |
0.8347 |
|
0.382 |
0.8339 |
|
LOW |
0.8315 |
|
0.618 |
0.8276 |
|
1.000 |
0.8252 |
|
1.618 |
0.8213 |
|
2.618 |
0.8150 |
|
4.250 |
0.8047 |
|
|
| Fisher Pivots for day following 01-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8347 |
0.8381 |
| PP |
0.8336 |
0.8359 |
| S1 |
0.8326 |
0.8338 |
|