CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 05-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8318 |
0.8325 |
0.0007 |
0.1% |
0.8416 |
| High |
0.8337 |
0.8356 |
0.0019 |
0.2% |
0.8446 |
| Low |
0.8316 |
0.8301 |
-0.0015 |
-0.2% |
0.8315 |
| Close |
0.8328 |
0.8347 |
0.0019 |
0.2% |
0.8316 |
| Range |
0.0021 |
0.0055 |
0.0034 |
161.9% |
0.0131 |
| ATR |
0.0057 |
0.0056 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
69,606 |
136,935 |
67,329 |
96.7% |
701,812 |
|
| Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8500 |
0.8478 |
0.8377 |
|
| R3 |
0.8445 |
0.8423 |
0.8362 |
|
| R2 |
0.8390 |
0.8390 |
0.8357 |
|
| R1 |
0.8368 |
0.8368 |
0.8352 |
0.8379 |
| PP |
0.8335 |
0.8335 |
0.8335 |
0.8340 |
| S1 |
0.8313 |
0.8313 |
0.8342 |
0.8324 |
| S2 |
0.8280 |
0.8280 |
0.8337 |
|
| S3 |
0.8225 |
0.8258 |
0.8332 |
|
| S4 |
0.8170 |
0.8203 |
0.8317 |
|
|
| 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 |
0.8301 |
0.0145 |
1.7% |
0.0059 |
0.7% |
32% |
False |
True |
138,808 |
| 10 |
0.8446 |
0.8301 |
0.0145 |
1.7% |
0.0052 |
0.6% |
32% |
False |
True |
122,459 |
| 20 |
0.8446 |
0.8280 |
0.0166 |
2.0% |
0.0056 |
0.7% |
40% |
False |
False |
116,640 |
| 40 |
0.8460 |
0.8205 |
0.0255 |
3.1% |
0.0059 |
0.7% |
56% |
False |
False |
112,227 |
| 60 |
0.8469 |
0.8205 |
0.0264 |
3.2% |
0.0059 |
0.7% |
54% |
False |
False |
76,178 |
| 80 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0066 |
0.8% |
32% |
False |
False |
57,235 |
| 100 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0068 |
0.8% |
31% |
False |
False |
45,845 |
| 120 |
0.8719 |
0.8205 |
0.0514 |
6.2% |
0.0065 |
0.8% |
28% |
False |
False |
38,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8590 |
|
2.618 |
0.8500 |
|
1.618 |
0.8445 |
|
1.000 |
0.8411 |
|
0.618 |
0.8390 |
|
HIGH |
0.8356 |
|
0.618 |
0.8335 |
|
0.500 |
0.8329 |
|
0.382 |
0.8322 |
|
LOW |
0.8301 |
|
0.618 |
0.8267 |
|
1.000 |
0.8246 |
|
1.618 |
0.8212 |
|
2.618 |
0.8157 |
|
4.250 |
0.8067 |
|
|
| Fisher Pivots for day following 05-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8341 |
0.8345 |
| PP |
0.8335 |
0.8342 |
| S1 |
0.8329 |
0.8340 |
|