CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 20-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8337 |
0.8289 |
-0.0048 |
-0.6% |
0.8350 |
| High |
0.8347 |
0.8295 |
-0.0052 |
-0.6% |
0.8414 |
| Low |
0.8283 |
0.8233 |
-0.0050 |
-0.6% |
0.8316 |
| Close |
0.8284 |
0.8255 |
-0.0029 |
-0.4% |
0.8387 |
| Range |
0.0064 |
0.0062 |
-0.0002 |
-3.1% |
0.0098 |
| ATR |
0.0054 |
0.0054 |
0.0001 |
1.1% |
0.0000 |
| Volume |
138,537 |
155,075 |
16,538 |
11.9% |
535,323 |
|
| Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8447 |
0.8413 |
0.8289 |
|
| R3 |
0.8385 |
0.8351 |
0.8272 |
|
| R2 |
0.8323 |
0.8323 |
0.8266 |
|
| R1 |
0.8289 |
0.8289 |
0.8261 |
0.8275 |
| PP |
0.8261 |
0.8261 |
0.8261 |
0.8254 |
| S1 |
0.8227 |
0.8227 |
0.8249 |
0.8213 |
| S2 |
0.8199 |
0.8199 |
0.8244 |
|
| S3 |
0.8137 |
0.8165 |
0.8238 |
|
| S4 |
0.8075 |
0.8103 |
0.8221 |
|
|
| 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 |
0.8233 |
0.0181 |
2.2% |
0.0052 |
0.6% |
12% |
False |
True |
123,152 |
| 10 |
0.8414 |
0.8233 |
0.0181 |
2.2% |
0.0050 |
0.6% |
12% |
False |
True |
117,204 |
| 20 |
0.8446 |
0.8233 |
0.0213 |
2.6% |
0.0052 |
0.6% |
10% |
False |
True |
121,863 |
| 40 |
0.8460 |
0.8233 |
0.0227 |
2.7% |
0.0055 |
0.7% |
10% |
False |
True |
115,171 |
| 60 |
0.8460 |
0.8205 |
0.0255 |
3.1% |
0.0056 |
0.7% |
20% |
False |
False |
97,839 |
| 80 |
0.8562 |
0.8205 |
0.0357 |
4.3% |
0.0060 |
0.7% |
14% |
False |
False |
73,487 |
| 100 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0064 |
0.8% |
11% |
False |
False |
58,867 |
| 120 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0067 |
0.8% |
11% |
False |
False |
49,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8559 |
|
2.618 |
0.8457 |
|
1.618 |
0.8395 |
|
1.000 |
0.8357 |
|
0.618 |
0.8333 |
|
HIGH |
0.8295 |
|
0.618 |
0.8271 |
|
0.500 |
0.8264 |
|
0.382 |
0.8257 |
|
LOW |
0.8233 |
|
0.618 |
0.8195 |
|
1.000 |
0.8171 |
|
1.618 |
0.8133 |
|
2.618 |
0.8071 |
|
4.250 |
0.7970 |
|
|
| Fisher Pivots for day following 20-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8264 |
0.8308 |
| PP |
0.8261 |
0.8290 |
| S1 |
0.8258 |
0.8273 |
|