CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 22-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8244 |
0.8261 |
0.0017 |
0.2% |
0.8377 |
| High |
0.8276 |
0.8291 |
0.0015 |
0.2% |
0.8382 |
| Low |
0.8243 |
0.8226 |
-0.0017 |
-0.2% |
0.8226 |
| Close |
0.8269 |
0.8233 |
-0.0036 |
-0.4% |
0.8233 |
| Range |
0.0033 |
0.0065 |
0.0032 |
97.0% |
0.0156 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
1.7% |
0.0000 |
| Volume |
102,488 |
111,027 |
8,539 |
8.3% |
599,067 |
|
| Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8445 |
0.8404 |
0.8269 |
|
| R3 |
0.8380 |
0.8339 |
0.8251 |
|
| R2 |
0.8315 |
0.8315 |
0.8245 |
|
| R1 |
0.8274 |
0.8274 |
0.8239 |
0.8262 |
| PP |
0.8250 |
0.8250 |
0.8250 |
0.8244 |
| S1 |
0.8209 |
0.8209 |
0.8227 |
0.8197 |
| S2 |
0.8185 |
0.8185 |
0.8221 |
|
| S3 |
0.8120 |
0.8144 |
0.8215 |
|
| S4 |
0.8055 |
0.8079 |
0.8197 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8748 |
0.8647 |
0.8319 |
|
| R3 |
0.8592 |
0.8491 |
0.8276 |
|
| R2 |
0.8436 |
0.8436 |
0.8262 |
|
| R1 |
0.8335 |
0.8335 |
0.8247 |
0.8308 |
| PP |
0.8280 |
0.8280 |
0.8280 |
0.8267 |
| S1 |
0.8179 |
0.8179 |
0.8219 |
0.8152 |
| S2 |
0.8124 |
0.8124 |
0.8204 |
|
| S3 |
0.7968 |
0.8023 |
0.8190 |
|
| S4 |
0.7812 |
0.7867 |
0.8147 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8382 |
0.8226 |
0.0156 |
1.9% |
0.0055 |
0.7% |
4% |
False |
True |
119,813 |
| 10 |
0.8414 |
0.8226 |
0.0188 |
2.3% |
0.0049 |
0.6% |
4% |
False |
True |
113,439 |
| 20 |
0.8446 |
0.8226 |
0.0220 |
2.7% |
0.0052 |
0.6% |
3% |
False |
True |
121,358 |
| 40 |
0.8446 |
0.8226 |
0.0220 |
2.7% |
0.0054 |
0.7% |
3% |
False |
True |
114,063 |
| 60 |
0.8460 |
0.8205 |
0.0255 |
3.1% |
0.0057 |
0.7% |
11% |
False |
False |
101,330 |
| 80 |
0.8562 |
0.8205 |
0.0357 |
4.3% |
0.0059 |
0.7% |
8% |
False |
False |
76,151 |
| 100 |
0.8646 |
0.8205 |
0.0441 |
5.4% |
0.0065 |
0.8% |
6% |
False |
False |
61,002 |
| 120 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0067 |
0.8% |
6% |
False |
False |
50,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8567 |
|
2.618 |
0.8461 |
|
1.618 |
0.8396 |
|
1.000 |
0.8356 |
|
0.618 |
0.8331 |
|
HIGH |
0.8291 |
|
0.618 |
0.8266 |
|
0.500 |
0.8259 |
|
0.382 |
0.8251 |
|
LOW |
0.8226 |
|
0.618 |
0.8186 |
|
1.000 |
0.8161 |
|
1.618 |
0.8121 |
|
2.618 |
0.8056 |
|
4.250 |
0.7950 |
|
|
| Fisher Pivots for day following 22-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8259 |
0.8261 |
| PP |
0.8250 |
0.8251 |
| S1 |
0.8242 |
0.8242 |
|