CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 07-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2015 |
07-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8346 |
0.8376 |
0.0030 |
0.4% |
0.8416 |
| High |
0.8393 |
0.8402 |
0.0009 |
0.1% |
0.8446 |
| Low |
0.8333 |
0.8345 |
0.0012 |
0.1% |
0.8315 |
| Close |
0.8384 |
0.8351 |
-0.0033 |
-0.4% |
0.8316 |
| Range |
0.0060 |
0.0057 |
-0.0003 |
-5.0% |
0.0131 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.0% |
0.0000 |
| Volume |
133,253 |
124,299 |
-8,954 |
-6.7% |
701,812 |
|
| Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8537 |
0.8501 |
0.8382 |
|
| R3 |
0.8480 |
0.8444 |
0.8367 |
|
| R2 |
0.8423 |
0.8423 |
0.8361 |
|
| R1 |
0.8387 |
0.8387 |
0.8356 |
0.8377 |
| PP |
0.8366 |
0.8366 |
0.8366 |
0.8361 |
| S1 |
0.8330 |
0.8330 |
0.8346 |
0.8320 |
| S2 |
0.8309 |
0.8309 |
0.8341 |
|
| S3 |
0.8252 |
0.8273 |
0.8335 |
|
| S4 |
0.8195 |
0.8216 |
0.8320 |
|
|
| 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 |
0.8402 |
0.8301 |
0.0101 |
1.2% |
0.0051 |
0.6% |
50% |
True |
False |
115,408 |
| 10 |
0.8446 |
0.8301 |
0.0145 |
1.7% |
0.0055 |
0.7% |
34% |
False |
False |
128,838 |
| 20 |
0.8446 |
0.8280 |
0.0166 |
2.0% |
0.0056 |
0.7% |
43% |
False |
False |
118,818 |
| 40 |
0.8460 |
0.8229 |
0.0231 |
2.8% |
0.0059 |
0.7% |
53% |
False |
False |
114,828 |
| 60 |
0.8469 |
0.8205 |
0.0264 |
3.2% |
0.0059 |
0.7% |
55% |
False |
False |
80,461 |
| 80 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0066 |
0.8% |
33% |
False |
False |
60,447 |
| 100 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0066 |
0.8% |
31% |
False |
False |
48,418 |
| 120 |
0.8671 |
0.8205 |
0.0466 |
5.6% |
0.0065 |
0.8% |
31% |
False |
False |
40,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8644 |
|
2.618 |
0.8551 |
|
1.618 |
0.8494 |
|
1.000 |
0.8459 |
|
0.618 |
0.8437 |
|
HIGH |
0.8402 |
|
0.618 |
0.8380 |
|
0.500 |
0.8374 |
|
0.382 |
0.8367 |
|
LOW |
0.8345 |
|
0.618 |
0.8310 |
|
1.000 |
0.8288 |
|
1.618 |
0.8253 |
|
2.618 |
0.8196 |
|
4.250 |
0.8103 |
|
|
| Fisher Pivots for day following 07-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8374 |
0.8352 |
| PP |
0.8366 |
0.8351 |
| S1 |
0.8359 |
0.8351 |
|