CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 08-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8376 |
0.8353 |
-0.0023 |
-0.3% |
0.8318 |
| High |
0.8402 |
0.8372 |
-0.0030 |
-0.4% |
0.8402 |
| Low |
0.8345 |
0.8319 |
-0.0026 |
-0.3% |
0.8301 |
| Close |
0.8351 |
0.8350 |
-0.0001 |
0.0% |
0.8350 |
| Range |
0.0057 |
0.0053 |
-0.0004 |
-7.0% |
0.0101 |
| ATR |
0.0057 |
0.0056 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
124,299 |
126,868 |
2,569 |
2.1% |
590,961 |
|
| Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8506 |
0.8481 |
0.8379 |
|
| R3 |
0.8453 |
0.8428 |
0.8365 |
|
| R2 |
0.8400 |
0.8400 |
0.8360 |
|
| R1 |
0.8375 |
0.8375 |
0.8355 |
0.8361 |
| PP |
0.8347 |
0.8347 |
0.8347 |
0.8340 |
| S1 |
0.8322 |
0.8322 |
0.8345 |
0.8308 |
| S2 |
0.8294 |
0.8294 |
0.8340 |
|
| S3 |
0.8241 |
0.8269 |
0.8335 |
|
| S4 |
0.8188 |
0.8216 |
0.8321 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8654 |
0.8603 |
0.8406 |
|
| R3 |
0.8553 |
0.8502 |
0.8378 |
|
| R2 |
0.8452 |
0.8452 |
0.8369 |
|
| R1 |
0.8401 |
0.8401 |
0.8359 |
0.8427 |
| PP |
0.8351 |
0.8351 |
0.8351 |
0.8364 |
| S1 |
0.8300 |
0.8300 |
0.8341 |
0.8326 |
| S2 |
0.8250 |
0.8250 |
0.8331 |
|
| S3 |
0.8149 |
0.8199 |
0.8322 |
|
| S4 |
0.8048 |
0.8098 |
0.8294 |
|
|
| 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% |
0.0049 |
0.6% |
49% |
False |
False |
118,192 |
| 10 |
0.8446 |
0.8301 |
0.0145 |
1.7% |
0.0054 |
0.6% |
34% |
False |
False |
129,277 |
| 20 |
0.8446 |
0.8280 |
0.0166 |
2.0% |
0.0057 |
0.7% |
42% |
False |
False |
120,718 |
| 40 |
0.8460 |
0.8235 |
0.0225 |
2.7% |
0.0058 |
0.7% |
51% |
False |
False |
115,982 |
| 60 |
0.8469 |
0.8205 |
0.0264 |
3.2% |
0.0059 |
0.7% |
55% |
False |
False |
82,570 |
| 80 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0065 |
0.8% |
33% |
False |
False |
62,031 |
| 100 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0066 |
0.8% |
31% |
False |
False |
49,686 |
| 120 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0066 |
0.8% |
31% |
False |
False |
41,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8597 |
|
2.618 |
0.8511 |
|
1.618 |
0.8458 |
|
1.000 |
0.8425 |
|
0.618 |
0.8405 |
|
HIGH |
0.8372 |
|
0.618 |
0.8352 |
|
0.500 |
0.8346 |
|
0.382 |
0.8339 |
|
LOW |
0.8319 |
|
0.618 |
0.8286 |
|
1.000 |
0.8266 |
|
1.618 |
0.8233 |
|
2.618 |
0.8180 |
|
4.250 |
0.8094 |
|
|
| Fisher Pivots for day following 08-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8349 |
0.8361 |
| PP |
0.8347 |
0.8357 |
| S1 |
0.8346 |
0.8354 |
|