CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 03-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8013 |
0.8057 |
0.0044 |
0.5% |
0.8228 |
| High |
0.8081 |
0.8079 |
-0.0002 |
0.0% |
0.8236 |
| Low |
0.7997 |
0.8021 |
0.0024 |
0.3% |
0.8035 |
| Close |
0.8061 |
0.8042 |
-0.0019 |
-0.2% |
0.8062 |
| Range |
0.0084 |
0.0058 |
-0.0026 |
-31.0% |
0.0201 |
| ATR |
0.0062 |
0.0061 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
181,904 |
151,528 |
-30,376 |
-16.7% |
679,498 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8221 |
0.8190 |
0.8074 |
|
| R3 |
0.8163 |
0.8132 |
0.8058 |
|
| R2 |
0.8105 |
0.8105 |
0.8053 |
|
| R1 |
0.8074 |
0.8074 |
0.8047 |
0.8061 |
| PP |
0.8047 |
0.8047 |
0.8047 |
0.8041 |
| S1 |
0.8016 |
0.8016 |
0.8037 |
0.8003 |
| S2 |
0.7989 |
0.7989 |
0.8031 |
|
| S3 |
0.7931 |
0.7958 |
0.8026 |
|
| S4 |
0.7873 |
0.7900 |
0.8010 |
|
|
| 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 |
0.8098 |
0.7997 |
0.0101 |
1.3% |
0.0062 |
0.8% |
45% |
False |
False |
153,166 |
| 10 |
0.8295 |
0.7997 |
0.0298 |
3.7% |
0.0068 |
0.8% |
15% |
False |
False |
151,591 |
| 20 |
0.8414 |
0.7997 |
0.0417 |
5.2% |
0.0059 |
0.7% |
11% |
False |
False |
133,306 |
| 40 |
0.8446 |
0.7997 |
0.0449 |
5.6% |
0.0057 |
0.7% |
10% |
False |
False |
124,973 |
| 60 |
0.8460 |
0.7997 |
0.0463 |
5.8% |
0.0059 |
0.7% |
10% |
False |
False |
119,253 |
| 80 |
0.8469 |
0.7997 |
0.0472 |
5.9% |
0.0059 |
0.7% |
10% |
False |
False |
90,460 |
| 100 |
0.8646 |
0.7997 |
0.0649 |
8.1% |
0.0065 |
0.8% |
7% |
False |
False |
72,450 |
| 120 |
0.8670 |
0.7997 |
0.0673 |
8.4% |
0.0066 |
0.8% |
7% |
False |
False |
60,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8326 |
|
2.618 |
0.8231 |
|
1.618 |
0.8173 |
|
1.000 |
0.8137 |
|
0.618 |
0.8115 |
|
HIGH |
0.8079 |
|
0.618 |
0.8057 |
|
0.500 |
0.8050 |
|
0.382 |
0.8043 |
|
LOW |
0.8021 |
|
0.618 |
0.7985 |
|
1.000 |
0.7963 |
|
1.618 |
0.7927 |
|
2.618 |
0.7869 |
|
4.250 |
0.7775 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8050 |
0.8041 |
| PP |
0.8047 |
0.8040 |
| S1 |
0.8045 |
0.8039 |
|