CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 11-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8045 |
0.8151 |
0.0106 |
1.3% |
0.8054 |
| High |
0.8167 |
0.8151 |
-0.0016 |
-0.2% |
0.8081 |
| Low |
0.8024 |
0.8055 |
0.0031 |
0.4% |
0.7945 |
| Close |
0.8152 |
0.8104 |
-0.0048 |
-0.6% |
0.7962 |
| Range |
0.0143 |
0.0096 |
-0.0047 |
-32.9% |
0.0136 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.7% |
0.0000 |
| Volume |
308,007 |
193,914 |
-114,093 |
-37.0% |
775,486 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8391 |
0.8344 |
0.8157 |
|
| R3 |
0.8295 |
0.8248 |
0.8130 |
|
| R2 |
0.8199 |
0.8199 |
0.8122 |
|
| R1 |
0.8152 |
0.8152 |
0.8113 |
0.8128 |
| PP |
0.8103 |
0.8103 |
0.8103 |
0.8091 |
| S1 |
0.8056 |
0.8056 |
0.8095 |
0.8032 |
| S2 |
0.8007 |
0.8007 |
0.8086 |
|
| S3 |
0.7911 |
0.7960 |
0.8078 |
|
| S4 |
0.7815 |
0.7864 |
0.8051 |
|
|
| 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 |
0.8167 |
0.7945 |
0.0222 |
2.7% |
0.0096 |
1.2% |
72% |
False |
False |
205,972 |
| 10 |
0.8167 |
0.7945 |
0.0222 |
2.7% |
0.0079 |
1.0% |
72% |
False |
False |
177,042 |
| 20 |
0.8414 |
0.7945 |
0.0469 |
5.8% |
0.0071 |
0.9% |
34% |
False |
False |
157,493 |
| 40 |
0.8446 |
0.7945 |
0.0501 |
6.2% |
0.0061 |
0.8% |
32% |
False |
False |
137,125 |
| 60 |
0.8460 |
0.7945 |
0.0515 |
6.4% |
0.0063 |
0.8% |
31% |
False |
False |
130,177 |
| 80 |
0.8464 |
0.7945 |
0.0519 |
6.4% |
0.0060 |
0.7% |
31% |
False |
False |
105,080 |
| 100 |
0.8562 |
0.7945 |
0.0617 |
7.6% |
0.0064 |
0.8% |
26% |
False |
False |
84,161 |
| 120 |
0.8646 |
0.7945 |
0.0701 |
8.7% |
0.0065 |
0.8% |
23% |
False |
False |
70,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8559 |
|
2.618 |
0.8402 |
|
1.618 |
0.8306 |
|
1.000 |
0.8247 |
|
0.618 |
0.8210 |
|
HIGH |
0.8151 |
|
0.618 |
0.8114 |
|
0.500 |
0.8103 |
|
0.382 |
0.8092 |
|
LOW |
0.8055 |
|
0.618 |
0.7996 |
|
1.000 |
0.7959 |
|
1.618 |
0.7900 |
|
2.618 |
0.7804 |
|
4.250 |
0.7647 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8104 |
0.8100 |
| PP |
0.8103 |
0.8096 |
| S1 |
0.8103 |
0.8092 |
|