CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 08-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8033 |
0.7966 |
-0.0067 |
-0.8% |
0.8054 |
| High |
0.8042 |
0.8046 |
0.0004 |
0.0% |
0.8081 |
| Low |
0.7945 |
0.7957 |
0.0012 |
0.2% |
0.7945 |
| Close |
0.7962 |
0.8026 |
0.0064 |
0.8% |
0.7962 |
| Range |
0.0097 |
0.0089 |
-0.0008 |
-8.2% |
0.0136 |
| ATR |
0.0064 |
0.0065 |
0.0002 |
2.8% |
0.0000 |
| Volume |
164,259 |
186,630 |
22,371 |
13.6% |
775,486 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8277 |
0.8240 |
0.8075 |
|
| R3 |
0.8188 |
0.8151 |
0.8050 |
|
| R2 |
0.8099 |
0.8099 |
0.8042 |
|
| R1 |
0.8062 |
0.8062 |
0.8034 |
0.8081 |
| PP |
0.8010 |
0.8010 |
0.8010 |
0.8019 |
| S1 |
0.7973 |
0.7973 |
0.8018 |
0.7992 |
| S2 |
0.7921 |
0.7921 |
0.8010 |
|
| S3 |
0.7832 |
0.7884 |
0.8002 |
|
| S4 |
0.7743 |
0.7795 |
0.7977 |
|
|
| 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% |
0.0077 |
1.0% |
60% |
False |
False |
165,545 |
| 10 |
0.8236 |
0.7945 |
0.0291 |
3.6% |
0.0077 |
1.0% |
28% |
False |
False |
164,161 |
| 20 |
0.8414 |
0.7945 |
0.0469 |
5.8% |
0.0063 |
0.8% |
17% |
False |
False |
138,800 |
| 40 |
0.8446 |
0.7945 |
0.0501 |
6.2% |
0.0060 |
0.7% |
16% |
False |
False |
129,759 |
| 60 |
0.8460 |
0.7945 |
0.0515 |
6.4% |
0.0060 |
0.7% |
16% |
False |
False |
123,588 |
| 80 |
0.8469 |
0.7945 |
0.0524 |
6.5% |
0.0060 |
0.7% |
15% |
False |
False |
96,628 |
| 100 |
0.8646 |
0.7945 |
0.0701 |
8.7% |
0.0065 |
0.8% |
12% |
False |
False |
77,385 |
| 120 |
0.8670 |
0.7945 |
0.0725 |
9.0% |
0.0066 |
0.8% |
11% |
False |
False |
64,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8424 |
|
2.618 |
0.8279 |
|
1.618 |
0.8190 |
|
1.000 |
0.8135 |
|
0.618 |
0.8101 |
|
HIGH |
0.8046 |
|
0.618 |
0.8012 |
|
0.500 |
0.8002 |
|
0.382 |
0.7991 |
|
LOW |
0.7957 |
|
0.618 |
0.7902 |
|
1.000 |
0.7868 |
|
1.618 |
0.7813 |
|
2.618 |
0.7724 |
|
4.250 |
0.7579 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8018 |
0.8021 |
| PP |
0.8010 |
0.8017 |
| S1 |
0.8002 |
0.8012 |
|