CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 06-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8325 |
0.8346 |
0.0021 |
0.3% |
0.8416 |
| High |
0.8356 |
0.8393 |
0.0037 |
0.4% |
0.8446 |
| Low |
0.8301 |
0.8333 |
0.0032 |
0.4% |
0.8315 |
| Close |
0.8347 |
0.8384 |
0.0037 |
0.4% |
0.8316 |
| Range |
0.0055 |
0.0060 |
0.0005 |
9.1% |
0.0131 |
| ATR |
0.0056 |
0.0057 |
0.0000 |
0.4% |
0.0000 |
| Volume |
136,935 |
133,253 |
-3,682 |
-2.7% |
701,812 |
|
| Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8550 |
0.8527 |
0.8417 |
|
| R3 |
0.8490 |
0.8467 |
0.8401 |
|
| R2 |
0.8430 |
0.8430 |
0.8395 |
|
| R1 |
0.8407 |
0.8407 |
0.8390 |
0.8419 |
| PP |
0.8370 |
0.8370 |
0.8370 |
0.8376 |
| S1 |
0.8347 |
0.8347 |
0.8379 |
0.8359 |
| S2 |
0.8310 |
0.8310 |
0.8373 |
|
| S3 |
0.8250 |
0.8287 |
0.8368 |
|
| S4 |
0.8190 |
0.8227 |
0.8351 |
|
|
| 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% |
0.0060 |
0.7% |
57% |
False |
False |
132,917 |
| 10 |
0.8446 |
0.8301 |
0.0145 |
1.7% |
0.0054 |
0.6% |
57% |
False |
False |
126,523 |
| 20 |
0.8446 |
0.8280 |
0.0166 |
2.0% |
0.0056 |
0.7% |
63% |
False |
False |
117,830 |
| 40 |
0.8460 |
0.8229 |
0.0231 |
2.8% |
0.0059 |
0.7% |
67% |
False |
False |
113,899 |
| 60 |
0.8469 |
0.8205 |
0.0264 |
3.1% |
0.0059 |
0.7% |
68% |
False |
False |
78,394 |
| 80 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0066 |
0.8% |
41% |
False |
False |
58,900 |
| 100 |
0.8670 |
0.8205 |
0.0465 |
5.5% |
0.0067 |
0.8% |
38% |
False |
False |
47,176 |
| 120 |
0.8719 |
0.8205 |
0.0514 |
6.1% |
0.0065 |
0.8% |
35% |
False |
False |
39,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8648 |
|
2.618 |
0.8550 |
|
1.618 |
0.8490 |
|
1.000 |
0.8453 |
|
0.618 |
0.8430 |
|
HIGH |
0.8393 |
|
0.618 |
0.8370 |
|
0.500 |
0.8363 |
|
0.382 |
0.8356 |
|
LOW |
0.8333 |
|
0.618 |
0.8296 |
|
1.000 |
0.8273 |
|
1.618 |
0.8236 |
|
2.618 |
0.8176 |
|
4.250 |
0.8078 |
|
|
| Fisher Pivots for day following 06-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8377 |
0.8372 |
| PP |
0.8370 |
0.8359 |
| S1 |
0.8363 |
0.8347 |
|