CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 21-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8298 |
0.8260 |
-0.0038 |
-0.5% |
0.8363 |
| High |
0.8304 |
0.8287 |
-0.0017 |
-0.2% |
0.8423 |
| Low |
0.8242 |
0.8258 |
0.0016 |
0.2% |
0.8327 |
| Close |
0.8265 |
0.8279 |
0.0014 |
0.2% |
0.8397 |
| Range |
0.0062 |
0.0029 |
-0.0033 |
-53.2% |
0.0096 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
843 |
1,184 |
341 |
40.5% |
1,811 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8362 |
0.8349 |
0.8295 |
|
| R3 |
0.8333 |
0.8320 |
0.8287 |
|
| R2 |
0.8304 |
0.8304 |
0.8284 |
|
| R1 |
0.8291 |
0.8291 |
0.8282 |
0.8298 |
| PP |
0.8275 |
0.8275 |
0.8275 |
0.8278 |
| S1 |
0.8262 |
0.8262 |
0.8276 |
0.8269 |
| S2 |
0.8246 |
0.8246 |
0.8274 |
|
| S3 |
0.8217 |
0.8233 |
0.8271 |
|
| S4 |
0.8188 |
0.8204 |
0.8263 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8670 |
0.8630 |
0.8450 |
|
| R3 |
0.8574 |
0.8534 |
0.8423 |
|
| R2 |
0.8478 |
0.8478 |
0.8415 |
|
| R1 |
0.8438 |
0.8438 |
0.8406 |
0.8458 |
| PP |
0.8382 |
0.8382 |
0.8382 |
0.8393 |
| S1 |
0.8342 |
0.8342 |
0.8388 |
0.8362 |
| S2 |
0.8286 |
0.8286 |
0.8379 |
|
| S3 |
0.8190 |
0.8246 |
0.8371 |
|
| S4 |
0.8094 |
0.8150 |
0.8344 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8400 |
0.8242 |
0.0158 |
1.9% |
0.0050 |
0.6% |
23% |
False |
False |
669 |
| 10 |
0.8423 |
0.8242 |
0.0181 |
2.2% |
0.0044 |
0.5% |
20% |
False |
False |
483 |
| 20 |
0.8455 |
0.8242 |
0.0213 |
2.6% |
0.0046 |
0.6% |
17% |
False |
False |
376 |
| 40 |
0.8455 |
0.8242 |
0.0213 |
2.6% |
0.0048 |
0.6% |
17% |
False |
False |
246 |
| 60 |
0.8470 |
0.8217 |
0.0253 |
3.1% |
0.0046 |
0.6% |
25% |
False |
False |
183 |
| 80 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0041 |
0.5% |
18% |
False |
False |
144 |
| 100 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0040 |
0.5% |
15% |
False |
False |
116 |
| 120 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0038 |
0.5% |
15% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8410 |
|
2.618 |
0.8363 |
|
1.618 |
0.8334 |
|
1.000 |
0.8316 |
|
0.618 |
0.8305 |
|
HIGH |
0.8287 |
|
0.618 |
0.8276 |
|
0.500 |
0.8273 |
|
0.382 |
0.8269 |
|
LOW |
0.8258 |
|
0.618 |
0.8240 |
|
1.000 |
0.8229 |
|
1.618 |
0.8211 |
|
2.618 |
0.8182 |
|
4.250 |
0.8135 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8277 |
0.8299 |
| PP |
0.8275 |
0.8292 |
| S1 |
0.8273 |
0.8286 |
|