CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 29-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8086 |
0.8068 |
-0.0018 |
-0.2% |
0.8228 |
High |
0.8098 |
0.8091 |
-0.0007 |
-0.1% |
0.8236 |
Low |
0.8035 |
0.8053 |
0.0018 |
0.2% |
0.8035 |
Close |
0.8073 |
0.8062 |
-0.0011 |
-0.1% |
0.8062 |
Range |
0.0063 |
0.0038 |
-0.0025 |
-39.7% |
0.0201 |
ATR |
0.0061 |
0.0059 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
168,676 |
129,335 |
-39,341 |
-23.3% |
679,498 |
|
Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8183 |
0.8160 |
0.8083 |
|
R3 |
0.8145 |
0.8122 |
0.8072 |
|
R2 |
0.8107 |
0.8107 |
0.8069 |
|
R1 |
0.8084 |
0.8084 |
0.8065 |
0.8077 |
PP |
0.8069 |
0.8069 |
0.8069 |
0.8065 |
S1 |
0.8046 |
0.8046 |
0.8059 |
0.8039 |
S2 |
0.8031 |
0.8031 |
0.8055 |
|
S3 |
0.7993 |
0.8008 |
0.8052 |
|
S4 |
0.7955 |
0.7970 |
0.8041 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8714 |
0.8589 |
0.8173 |
|
R3 |
0.8513 |
0.8388 |
0.8117 |
|
R2 |
0.8312 |
0.8312 |
0.8099 |
|
R1 |
0.8187 |
0.8187 |
0.8080 |
0.8149 |
PP |
0.8111 |
0.8111 |
0.8111 |
0.8092 |
S1 |
0.7986 |
0.7986 |
0.8044 |
0.7948 |
S2 |
0.7910 |
0.7910 |
0.8025 |
|
S3 |
0.7709 |
0.7785 |
0.8007 |
|
S4 |
0.7508 |
0.7584 |
0.7951 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8291 |
0.8035 |
0.0256 |
3.2% |
0.0075 |
0.9% |
11% |
False |
False |
158,105 |
10 |
0.8394 |
0.8035 |
0.0359 |
4.5% |
0.0064 |
0.8% |
8% |
False |
False |
140,277 |
20 |
0.8414 |
0.8035 |
0.0379 |
4.7% |
0.0056 |
0.7% |
7% |
False |
False |
125,889 |
40 |
0.8446 |
0.8035 |
0.0411 |
5.1% |
0.0056 |
0.7% |
7% |
False |
False |
119,644 |
60 |
0.8460 |
0.8035 |
0.0425 |
5.3% |
0.0059 |
0.7% |
6% |
False |
False |
112,456 |
80 |
0.8552 |
0.8035 |
0.0517 |
6.4% |
0.0060 |
0.7% |
5% |
False |
False |
84,625 |
100 |
0.8646 |
0.8035 |
0.0611 |
7.6% |
0.0065 |
0.8% |
4% |
False |
False |
67,791 |
120 |
0.8670 |
0.8035 |
0.0635 |
7.9% |
0.0068 |
0.8% |
4% |
False |
False |
56,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8253 |
2.618 |
0.8190 |
1.618 |
0.8152 |
1.000 |
0.8129 |
0.618 |
0.8114 |
HIGH |
0.8091 |
0.618 |
0.8076 |
0.500 |
0.8072 |
0.382 |
0.8068 |
LOW |
0.8053 |
0.618 |
0.8030 |
1.000 |
0.8015 |
1.618 |
0.7992 |
2.618 |
0.7954 |
4.250 |
0.7892 |
|
|
Fisher Pivots for day following 29-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8072 |
0.8091 |
PP |
0.8069 |
0.8081 |
S1 |
0.8065 |
0.8072 |
|