CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 05-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8048 |
0.8033 |
-0.0015 |
-0.2% |
0.8054 |
| High |
0.8079 |
0.8042 |
-0.0037 |
-0.5% |
0.8081 |
| Low |
0.8020 |
0.7945 |
-0.0075 |
-0.9% |
0.7945 |
| Close |
0.8040 |
0.7962 |
-0.0078 |
-1.0% |
0.7962 |
| Range |
0.0059 |
0.0097 |
0.0038 |
64.4% |
0.0136 |
| ATR |
0.0061 |
0.0064 |
0.0003 |
4.2% |
0.0000 |
| Volume |
143,405 |
164,259 |
20,854 |
14.5% |
775,486 |
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8274 |
0.8215 |
0.8015 |
|
| R3 |
0.8177 |
0.8118 |
0.7989 |
|
| R2 |
0.8080 |
0.8080 |
0.7980 |
|
| R1 |
0.8021 |
0.8021 |
0.7971 |
0.8002 |
| PP |
0.7983 |
0.7983 |
0.7983 |
0.7974 |
| S1 |
0.7924 |
0.7924 |
0.7953 |
0.7905 |
| S2 |
0.7886 |
0.7886 |
0.7944 |
|
| S3 |
0.7789 |
0.7827 |
0.7935 |
|
| S4 |
0.7692 |
0.7730 |
0.7909 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8404 |
0.8319 |
0.8037 |
|
| R3 |
0.8268 |
0.8183 |
0.7999 |
|
| R2 |
0.8132 |
0.8132 |
0.7987 |
|
| R1 |
0.8047 |
0.8047 |
0.7974 |
0.8022 |
| PP |
0.7996 |
0.7996 |
0.7996 |
0.7983 |
| S1 |
0.7911 |
0.7911 |
0.7950 |
0.7886 |
| S2 |
0.7860 |
0.7860 |
0.7937 |
|
| S3 |
0.7724 |
0.7775 |
0.7925 |
|
| S4 |
0.7588 |
0.7639 |
0.7887 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8081 |
0.7945 |
0.0136 |
1.7% |
0.0073 |
0.9% |
13% |
False |
True |
155,097 |
| 10 |
0.8291 |
0.7945 |
0.0346 |
4.3% |
0.0074 |
0.9% |
5% |
False |
True |
156,601 |
| 20 |
0.8414 |
0.7945 |
0.0469 |
5.9% |
0.0061 |
0.8% |
4% |
False |
True |
135,812 |
| 40 |
0.8446 |
0.7945 |
0.0501 |
6.3% |
0.0059 |
0.7% |
3% |
False |
True |
127,315 |
| 60 |
0.8460 |
0.7945 |
0.0515 |
6.5% |
0.0060 |
0.7% |
3% |
False |
True |
121,823 |
| 80 |
0.8469 |
0.7945 |
0.0524 |
6.6% |
0.0060 |
0.7% |
3% |
False |
True |
94,299 |
| 100 |
0.8646 |
0.7945 |
0.0701 |
8.8% |
0.0065 |
0.8% |
2% |
False |
True |
75,520 |
| 120 |
0.8670 |
0.7945 |
0.0725 |
9.1% |
0.0065 |
0.8% |
2% |
False |
True |
62,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8454 |
|
2.618 |
0.8296 |
|
1.618 |
0.8199 |
|
1.000 |
0.8139 |
|
0.618 |
0.8102 |
|
HIGH |
0.8042 |
|
0.618 |
0.8005 |
|
0.500 |
0.7994 |
|
0.382 |
0.7982 |
|
LOW |
0.7945 |
|
0.618 |
0.7885 |
|
1.000 |
0.7848 |
|
1.618 |
0.7788 |
|
2.618 |
0.7691 |
|
4.250 |
0.7533 |
|
|
| Fisher Pivots for day following 05-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7994 |
0.8012 |
| PP |
0.7983 |
0.7995 |
| S1 |
0.7973 |
0.7979 |
|