CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 15-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8100 |
0.8113 |
0.0013 |
0.2% |
0.7966 |
| High |
0.8121 |
0.8116 |
-0.0005 |
-0.1% |
0.8167 |
| Low |
0.8077 |
0.8089 |
0.0012 |
0.1% |
0.7957 |
| Close |
0.8102 |
0.8104 |
0.0002 |
0.0% |
0.8102 |
| Range |
0.0044 |
0.0027 |
-0.0017 |
-38.6% |
0.0210 |
| ATR |
0.0070 |
0.0067 |
-0.0003 |
-4.4% |
0.0000 |
| Volume |
60,953 |
2,168 |
-58,785 |
-96.4% |
926,558 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8184 |
0.8171 |
0.8119 |
|
| R3 |
0.8157 |
0.8144 |
0.8111 |
|
| R2 |
0.8130 |
0.8130 |
0.8109 |
|
| R1 |
0.8117 |
0.8117 |
0.8106 |
0.8110 |
| PP |
0.8103 |
0.8103 |
0.8103 |
0.8100 |
| S1 |
0.8090 |
0.8090 |
0.8102 |
0.8083 |
| S2 |
0.8076 |
0.8076 |
0.8099 |
|
| S3 |
0.8049 |
0.8063 |
0.8097 |
|
| S4 |
0.8022 |
0.8036 |
0.8089 |
|
|
| 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 |
0.8017 |
0.0150 |
1.9% |
0.0073 |
0.9% |
58% |
False |
False |
148,419 |
| 10 |
0.8167 |
0.7945 |
0.0222 |
2.7% |
0.0075 |
0.9% |
72% |
False |
False |
156,982 |
| 20 |
0.8382 |
0.7945 |
0.0437 |
5.4% |
0.0070 |
0.9% |
36% |
False |
False |
149,138 |
| 40 |
0.8446 |
0.7945 |
0.0501 |
6.2% |
0.0061 |
0.7% |
32% |
False |
False |
132,641 |
| 60 |
0.8460 |
0.7945 |
0.0515 |
6.4% |
0.0060 |
0.7% |
31% |
False |
False |
126,000 |
| 80 |
0.8464 |
0.7945 |
0.0519 |
6.4% |
0.0060 |
0.7% |
31% |
False |
False |
105,857 |
| 100 |
0.8562 |
0.7945 |
0.0617 |
7.6% |
0.0062 |
0.8% |
26% |
False |
False |
84,767 |
| 120 |
0.8646 |
0.7945 |
0.0701 |
8.7% |
0.0064 |
0.8% |
23% |
False |
False |
70,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8231 |
|
2.618 |
0.8187 |
|
1.618 |
0.8160 |
|
1.000 |
0.8143 |
|
0.618 |
0.8133 |
|
HIGH |
0.8116 |
|
0.618 |
0.8106 |
|
0.500 |
0.8103 |
|
0.382 |
0.8099 |
|
LOW |
0.8089 |
|
0.618 |
0.8072 |
|
1.000 |
0.8062 |
|
1.618 |
0.8045 |
|
2.618 |
0.8018 |
|
4.250 |
0.7974 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8104 |
0.8104 |
| PP |
0.8103 |
0.8103 |
| S1 |
0.8103 |
0.8103 |
|