CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 13-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8327 |
0.8345 |
0.0018 |
0.2% |
0.8318 |
High |
0.8351 |
0.8404 |
0.0053 |
0.6% |
0.8402 |
Low |
0.8316 |
0.8338 |
0.0022 |
0.3% |
0.8301 |
Close |
0.8345 |
0.8399 |
0.0054 |
0.6% |
0.8350 |
Range |
0.0035 |
0.0066 |
0.0031 |
88.6% |
0.0101 |
ATR |
0.0053 |
0.0054 |
0.0001 |
1.7% |
0.0000 |
Volume |
100,021 |
130,737 |
30,716 |
30.7% |
590,961 |
|
Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8578 |
0.8555 |
0.8435 |
|
R3 |
0.8512 |
0.8489 |
0.8417 |
|
R2 |
0.8446 |
0.8446 |
0.8411 |
|
R1 |
0.8423 |
0.8423 |
0.8405 |
0.8435 |
PP |
0.8380 |
0.8380 |
0.8380 |
0.8386 |
S1 |
0.8357 |
0.8357 |
0.8393 |
0.8369 |
S2 |
0.8314 |
0.8314 |
0.8387 |
|
S3 |
0.8248 |
0.8291 |
0.8381 |
|
S4 |
0.8182 |
0.8225 |
0.8363 |
|
|
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 |
0.8404 |
0.8316 |
0.0088 |
1.0% |
0.0048 |
0.6% |
94% |
True |
False |
111,256 |
10 |
0.8446 |
0.8301 |
0.0145 |
1.7% |
0.0054 |
0.6% |
68% |
False |
False |
122,086 |
20 |
0.8446 |
0.8301 |
0.0145 |
1.7% |
0.0052 |
0.6% |
68% |
False |
False |
116,757 |
40 |
0.8460 |
0.8246 |
0.0214 |
2.5% |
0.0059 |
0.7% |
71% |
False |
False |
116,520 |
60 |
0.8464 |
0.8205 |
0.0259 |
3.1% |
0.0057 |
0.7% |
75% |
False |
False |
87,609 |
80 |
0.8562 |
0.8205 |
0.0357 |
4.3% |
0.0062 |
0.7% |
54% |
False |
False |
65,828 |
100 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0064 |
0.8% |
44% |
False |
False |
52,731 |
120 |
0.8670 |
0.8205 |
0.0465 |
5.5% |
0.0066 |
0.8% |
42% |
False |
False |
43,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8685 |
2.618 |
0.8577 |
1.618 |
0.8511 |
1.000 |
0.8470 |
0.618 |
0.8445 |
HIGH |
0.8404 |
0.618 |
0.8379 |
0.500 |
0.8371 |
0.382 |
0.8363 |
LOW |
0.8338 |
0.618 |
0.8297 |
1.000 |
0.8272 |
1.618 |
0.8231 |
2.618 |
0.8165 |
4.250 |
0.8058 |
|
|
Fisher Pivots for day following 13-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8390 |
0.8386 |
PP |
0.8380 |
0.8373 |
S1 |
0.8371 |
0.8360 |
|