CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 12-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8151 |
0.8100 |
-0.0051 |
-0.6% |
0.7966 |
| High |
0.8151 |
0.8121 |
-0.0030 |
-0.4% |
0.8167 |
| Low |
0.8055 |
0.8077 |
0.0022 |
0.3% |
0.7957 |
| Close |
0.8104 |
0.8102 |
-0.0002 |
0.0% |
0.8102 |
| Range |
0.0096 |
0.0044 |
-0.0052 |
-54.2% |
0.0210 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
193,914 |
60,953 |
-132,961 |
-68.6% |
926,558 |
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8232 |
0.8211 |
0.8126 |
|
| R3 |
0.8188 |
0.8167 |
0.8114 |
|
| R2 |
0.8144 |
0.8144 |
0.8110 |
|
| R1 |
0.8123 |
0.8123 |
0.8106 |
0.8134 |
| PP |
0.8100 |
0.8100 |
0.8100 |
0.8105 |
| S1 |
0.8079 |
0.8079 |
0.8098 |
0.8090 |
| S2 |
0.8056 |
0.8056 |
0.8094 |
|
| S3 |
0.8012 |
0.8035 |
0.8090 |
|
| S4 |
0.7968 |
0.7991 |
0.8078 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8705 |
0.8614 |
0.8218 |
|
| R3 |
0.8495 |
0.8404 |
0.8160 |
|
| R2 |
0.8285 |
0.8285 |
0.8141 |
|
| R1 |
0.8194 |
0.8194 |
0.8121 |
0.8240 |
| PP |
0.8075 |
0.8075 |
0.8075 |
0.8098 |
| S1 |
0.7984 |
0.7984 |
0.8083 |
0.8030 |
| S2 |
0.7865 |
0.7865 |
0.8064 |
|
| S3 |
0.7655 |
0.7774 |
0.8044 |
|
| S4 |
0.7445 |
0.7564 |
0.7987 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8167 |
0.7957 |
0.0210 |
2.6% |
0.0086 |
1.1% |
69% |
False |
False |
185,311 |
| 10 |
0.8167 |
0.7945 |
0.0222 |
2.7% |
0.0080 |
1.0% |
71% |
False |
False |
170,204 |
| 20 |
0.8394 |
0.7945 |
0.0449 |
5.5% |
0.0072 |
0.9% |
35% |
False |
False |
155,241 |
| 40 |
0.8446 |
0.7945 |
0.0501 |
6.2% |
0.0061 |
0.8% |
31% |
False |
False |
135,828 |
| 60 |
0.8460 |
0.7945 |
0.0515 |
6.4% |
0.0062 |
0.8% |
30% |
False |
False |
128,393 |
| 80 |
0.8464 |
0.7945 |
0.0519 |
6.4% |
0.0060 |
0.7% |
30% |
False |
False |
105,833 |
| 100 |
0.8562 |
0.7945 |
0.0617 |
7.6% |
0.0063 |
0.8% |
25% |
False |
False |
84,762 |
| 120 |
0.8646 |
0.7945 |
0.0701 |
8.7% |
0.0065 |
0.8% |
22% |
False |
False |
70,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8308 |
|
2.618 |
0.8236 |
|
1.618 |
0.8192 |
|
1.000 |
0.8165 |
|
0.618 |
0.8148 |
|
HIGH |
0.8121 |
|
0.618 |
0.8104 |
|
0.500 |
0.8099 |
|
0.382 |
0.8094 |
|
LOW |
0.8077 |
|
0.618 |
0.8050 |
|
1.000 |
0.8033 |
|
1.618 |
0.8006 |
|
2.618 |
0.7962 |
|
4.250 |
0.7890 |
|
|
| Fisher Pivots for day following 12-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8101 |
0.8100 |
| PP |
0.8100 |
0.8098 |
| S1 |
0.8099 |
0.8096 |
|