CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 18-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8393 |
0.8377 |
-0.0016 |
-0.2% |
0.8350 |
High |
0.8394 |
0.8382 |
-0.0012 |
-0.1% |
0.8414 |
Low |
0.8340 |
0.8332 |
-0.0008 |
-0.1% |
0.8316 |
Close |
0.8387 |
0.8334 |
-0.0053 |
-0.6% |
0.8387 |
Range |
0.0054 |
0.0050 |
-0.0004 |
-7.4% |
0.0098 |
ATR |
0.0053 |
0.0053 |
0.0000 |
0.3% |
0.0000 |
Volume |
124,212 |
91,940 |
-32,272 |
-26.0% |
535,323 |
|
Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8499 |
0.8467 |
0.8362 |
|
R3 |
0.8449 |
0.8417 |
0.8348 |
|
R2 |
0.8399 |
0.8399 |
0.8343 |
|
R1 |
0.8367 |
0.8367 |
0.8339 |
0.8358 |
PP |
0.8349 |
0.8349 |
0.8349 |
0.8345 |
S1 |
0.8317 |
0.8317 |
0.8329 |
0.8308 |
S2 |
0.8299 |
0.8299 |
0.8325 |
|
S3 |
0.8249 |
0.8267 |
0.8320 |
|
S4 |
0.8199 |
0.8217 |
0.8307 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8666 |
0.8625 |
0.8441 |
|
R3 |
0.8568 |
0.8527 |
0.8414 |
|
R2 |
0.8470 |
0.8470 |
0.8405 |
|
R1 |
0.8429 |
0.8429 |
0.8396 |
0.8450 |
PP |
0.8372 |
0.8372 |
0.8372 |
0.8383 |
S1 |
0.8331 |
0.8331 |
0.8378 |
0.8352 |
S2 |
0.8274 |
0.8274 |
0.8369 |
|
S3 |
0.8176 |
0.8233 |
0.8360 |
|
S4 |
0.8078 |
0.8135 |
0.8333 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8414 |
0.8316 |
0.0098 |
1.2% |
0.0047 |
0.6% |
18% |
False |
False |
110,581 |
10 |
0.8414 |
0.8301 |
0.0113 |
1.4% |
0.0049 |
0.6% |
29% |
False |
False |
114,861 |
20 |
0.8446 |
0.8301 |
0.0145 |
1.7% |
0.0050 |
0.6% |
23% |
False |
False |
116,487 |
40 |
0.8460 |
0.8280 |
0.0180 |
2.2% |
0.0055 |
0.7% |
30% |
False |
False |
113,534 |
60 |
0.8460 |
0.8205 |
0.0255 |
3.1% |
0.0056 |
0.7% |
51% |
False |
False |
92,959 |
80 |
0.8562 |
0.8205 |
0.0357 |
4.3% |
0.0060 |
0.7% |
36% |
False |
False |
69,821 |
100 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0063 |
0.8% |
29% |
False |
False |
55,936 |
120 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0066 |
0.8% |
28% |
False |
False |
46,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8595 |
2.618 |
0.8513 |
1.618 |
0.8463 |
1.000 |
0.8432 |
0.618 |
0.8413 |
HIGH |
0.8382 |
0.618 |
0.8363 |
0.500 |
0.8357 |
0.382 |
0.8351 |
LOW |
0.8332 |
0.618 |
0.8301 |
1.000 |
0.8282 |
1.618 |
0.8251 |
2.618 |
0.8201 |
4.250 |
0.8120 |
|
|
Fisher Pivots for day following 18-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8357 |
0.8373 |
PP |
0.8349 |
0.8360 |
S1 |
0.8342 |
0.8347 |
|