CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 22-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8260 |
0.8271 |
0.0011 |
0.1% |
0.8389 |
| High |
0.8287 |
0.8300 |
0.0013 |
0.2% |
0.8390 |
| Low |
0.8258 |
0.8236 |
-0.0022 |
-0.3% |
0.8236 |
| Close |
0.8279 |
0.8242 |
-0.0037 |
-0.4% |
0.8242 |
| Range |
0.0029 |
0.0064 |
0.0035 |
120.7% |
0.0154 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
2.4% |
0.0000 |
| Volume |
1,184 |
439 |
-745 |
-62.9% |
3,069 |
|
| Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8451 |
0.8411 |
0.8277 |
|
| R3 |
0.8387 |
0.8347 |
0.8260 |
|
| R2 |
0.8323 |
0.8323 |
0.8254 |
|
| R1 |
0.8283 |
0.8283 |
0.8248 |
0.8271 |
| PP |
0.8259 |
0.8259 |
0.8259 |
0.8254 |
| S1 |
0.8219 |
0.8219 |
0.8236 |
0.8207 |
| S2 |
0.8195 |
0.8195 |
0.8230 |
|
| S3 |
0.8131 |
0.8155 |
0.8224 |
|
| S4 |
0.8067 |
0.8091 |
0.8207 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8751 |
0.8651 |
0.8327 |
|
| R3 |
0.8597 |
0.8497 |
0.8284 |
|
| R2 |
0.8443 |
0.8443 |
0.8270 |
|
| R1 |
0.8343 |
0.8343 |
0.8256 |
0.8316 |
| PP |
0.8289 |
0.8289 |
0.8289 |
0.8276 |
| S1 |
0.8189 |
0.8189 |
0.8228 |
0.8162 |
| S2 |
0.8135 |
0.8135 |
0.8214 |
|
| S3 |
0.7981 |
0.8035 |
0.8200 |
|
| S4 |
0.7827 |
0.7881 |
0.8157 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8390 |
0.8236 |
0.0154 |
1.9% |
0.0053 |
0.6% |
4% |
False |
True |
613 |
| 10 |
0.8423 |
0.8236 |
0.0187 |
2.3% |
0.0046 |
0.6% |
3% |
False |
True |
488 |
| 20 |
0.8455 |
0.8236 |
0.0219 |
2.7% |
0.0047 |
0.6% |
3% |
False |
True |
392 |
| 40 |
0.8455 |
0.8236 |
0.0219 |
2.7% |
0.0049 |
0.6% |
3% |
False |
True |
252 |
| 60 |
0.8470 |
0.8217 |
0.0253 |
3.1% |
0.0046 |
0.6% |
10% |
False |
False |
190 |
| 80 |
0.8559 |
0.8217 |
0.0342 |
4.1% |
0.0042 |
0.5% |
7% |
False |
False |
150 |
| 100 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0041 |
0.5% |
6% |
False |
False |
120 |
| 120 |
0.8640 |
0.8217 |
0.0423 |
5.1% |
0.0039 |
0.5% |
6% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8572 |
|
2.618 |
0.8468 |
|
1.618 |
0.8404 |
|
1.000 |
0.8364 |
|
0.618 |
0.8340 |
|
HIGH |
0.8300 |
|
0.618 |
0.8276 |
|
0.500 |
0.8268 |
|
0.382 |
0.8260 |
|
LOW |
0.8236 |
|
0.618 |
0.8196 |
|
1.000 |
0.8172 |
|
1.618 |
0.8132 |
|
2.618 |
0.8068 |
|
4.250 |
0.7964 |
|
|
| Fisher Pivots for day following 22-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8268 |
0.8270 |
| PP |
0.8259 |
0.8261 |
| S1 |
0.8251 |
0.8251 |
|