CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 01-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8068 |
0.8054 |
-0.0014 |
-0.2% |
0.8228 |
| High |
0.8091 |
0.8074 |
-0.0017 |
-0.2% |
0.8236 |
| Low |
0.8053 |
0.8006 |
-0.0047 |
-0.6% |
0.8035 |
| Close |
0.8062 |
0.8011 |
-0.0051 |
-0.6% |
0.8062 |
| Range |
0.0038 |
0.0068 |
0.0030 |
78.9% |
0.0201 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.1% |
0.0000 |
| Volume |
129,335 |
134,390 |
5,055 |
3.9% |
679,498 |
|
| Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8234 |
0.8191 |
0.8048 |
|
| R3 |
0.8166 |
0.8123 |
0.8030 |
|
| R2 |
0.8098 |
0.8098 |
0.8023 |
|
| R1 |
0.8055 |
0.8055 |
0.8017 |
0.8043 |
| PP |
0.8030 |
0.8030 |
0.8030 |
0.8024 |
| S1 |
0.7987 |
0.7987 |
0.8005 |
0.7975 |
| S2 |
0.7962 |
0.7962 |
0.7999 |
|
| S3 |
0.7894 |
0.7919 |
0.7992 |
|
| S4 |
0.7826 |
0.7851 |
0.7974 |
|
|
| 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 |
0.8236 |
0.8006 |
0.0230 |
2.9% |
0.0076 |
0.9% |
2% |
False |
True |
162,777 |
| 10 |
0.8382 |
0.8006 |
0.0376 |
4.7% |
0.0065 |
0.8% |
1% |
False |
True |
141,295 |
| 20 |
0.8414 |
0.8006 |
0.0408 |
5.1% |
0.0056 |
0.7% |
1% |
False |
True |
126,961 |
| 40 |
0.8446 |
0.8006 |
0.0440 |
5.5% |
0.0057 |
0.7% |
1% |
False |
True |
120,886 |
| 60 |
0.8460 |
0.8006 |
0.0454 |
5.7% |
0.0059 |
0.7% |
1% |
False |
True |
114,553 |
| 80 |
0.8550 |
0.8006 |
0.0544 |
6.8% |
0.0060 |
0.7% |
1% |
False |
True |
86,303 |
| 100 |
0.8646 |
0.8006 |
0.0640 |
8.0% |
0.0064 |
0.8% |
1% |
False |
True |
69,133 |
| 120 |
0.8670 |
0.8006 |
0.0664 |
8.3% |
0.0067 |
0.8% |
1% |
False |
True |
57,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8363 |
|
2.618 |
0.8252 |
|
1.618 |
0.8184 |
|
1.000 |
0.8142 |
|
0.618 |
0.8116 |
|
HIGH |
0.8074 |
|
0.618 |
0.8048 |
|
0.500 |
0.8040 |
|
0.382 |
0.8032 |
|
LOW |
0.8006 |
|
0.618 |
0.7964 |
|
1.000 |
0.7938 |
|
1.618 |
0.7896 |
|
2.618 |
0.7828 |
|
4.250 |
0.7717 |
|
|
| Fisher Pivots for day following 01-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8040 |
0.8052 |
| PP |
0.8030 |
0.8038 |
| S1 |
0.8021 |
0.8025 |
|