CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 09-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7966 |
0.8029 |
0.0063 |
0.8% |
0.8054 |
| High |
0.8046 |
0.8074 |
0.0028 |
0.3% |
0.8081 |
| Low |
0.7957 |
0.8017 |
0.0060 |
0.8% |
0.7945 |
| Close |
0.8026 |
0.8041 |
0.0015 |
0.2% |
0.7962 |
| Range |
0.0089 |
0.0057 |
-0.0032 |
-36.0% |
0.0136 |
| ATR |
0.0065 |
0.0065 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
186,630 |
177,054 |
-9,576 |
-5.1% |
775,486 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8215 |
0.8185 |
0.8072 |
|
| R3 |
0.8158 |
0.8128 |
0.8057 |
|
| R2 |
0.8101 |
0.8101 |
0.8051 |
|
| R1 |
0.8071 |
0.8071 |
0.8046 |
0.8086 |
| PP |
0.8044 |
0.8044 |
0.8044 |
0.8052 |
| S1 |
0.8014 |
0.8014 |
0.8036 |
0.8029 |
| S2 |
0.7987 |
0.7987 |
0.8031 |
|
| S3 |
0.7930 |
0.7957 |
0.8025 |
|
| S4 |
0.7873 |
0.7900 |
0.8010 |
|
|
| 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 |
0.8079 |
0.7945 |
0.0134 |
1.7% |
0.0072 |
0.9% |
72% |
False |
False |
164,575 |
| 10 |
0.8146 |
0.7945 |
0.0201 |
2.5% |
0.0070 |
0.9% |
48% |
False |
False |
160,984 |
| 20 |
0.8414 |
0.7945 |
0.0469 |
5.8% |
0.0064 |
0.8% |
20% |
False |
False |
143,935 |
| 40 |
0.8446 |
0.7945 |
0.0501 |
6.2% |
0.0059 |
0.7% |
19% |
False |
False |
130,999 |
| 60 |
0.8460 |
0.7945 |
0.0515 |
6.4% |
0.0060 |
0.7% |
19% |
False |
False |
124,641 |
| 80 |
0.8469 |
0.7945 |
0.0524 |
6.5% |
0.0059 |
0.7% |
18% |
False |
False |
98,825 |
| 100 |
0.8646 |
0.7945 |
0.0701 |
8.7% |
0.0064 |
0.8% |
14% |
False |
False |
79,153 |
| 120 |
0.8670 |
0.7945 |
0.0725 |
9.0% |
0.0066 |
0.8% |
13% |
False |
False |
66,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8316 |
|
2.618 |
0.8223 |
|
1.618 |
0.8166 |
|
1.000 |
0.8131 |
|
0.618 |
0.8109 |
|
HIGH |
0.8074 |
|
0.618 |
0.8052 |
|
0.500 |
0.8046 |
|
0.382 |
0.8039 |
|
LOW |
0.8017 |
|
0.618 |
0.7982 |
|
1.000 |
0.7960 |
|
1.618 |
0.7925 |
|
2.618 |
0.7868 |
|
4.250 |
0.7775 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8046 |
0.8031 |
| PP |
0.8044 |
0.8020 |
| S1 |
0.8043 |
0.8010 |
|