CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 26-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8271 |
0.8235 |
-0.0036 |
-0.4% |
0.8389 |
High |
0.8300 |
0.8244 |
-0.0056 |
-0.7% |
0.8390 |
Low |
0.8236 |
0.8120 |
-0.0116 |
-1.4% |
0.8236 |
Close |
0.8242 |
0.8138 |
-0.0104 |
-1.3% |
0.8242 |
Range |
0.0064 |
0.0124 |
0.0060 |
93.8% |
0.0154 |
ATR |
0.0049 |
0.0054 |
0.0005 |
10.9% |
0.0000 |
Volume |
439 |
2,688 |
2,249 |
512.3% |
3,069 |
|
Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8539 |
0.8463 |
0.8206 |
|
R3 |
0.8415 |
0.8339 |
0.8172 |
|
R2 |
0.8291 |
0.8291 |
0.8161 |
|
R1 |
0.8215 |
0.8215 |
0.8149 |
0.8191 |
PP |
0.8167 |
0.8167 |
0.8167 |
0.8156 |
S1 |
0.8091 |
0.8091 |
0.8127 |
0.8067 |
S2 |
0.8043 |
0.8043 |
0.8115 |
|
S3 |
0.7919 |
0.7967 |
0.8104 |
|
S4 |
0.7795 |
0.7843 |
0.8070 |
|
|
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 |
0.8355 |
0.8120 |
0.0235 |
2.9% |
0.0068 |
0.8% |
8% |
False |
True |
1,085 |
10 |
0.8423 |
0.8120 |
0.0303 |
3.7% |
0.0056 |
0.7% |
6% |
False |
True |
720 |
20 |
0.8455 |
0.8120 |
0.0335 |
4.1% |
0.0051 |
0.6% |
5% |
False |
True |
517 |
40 |
0.8455 |
0.8120 |
0.0335 |
4.1% |
0.0050 |
0.6% |
5% |
False |
True |
315 |
60 |
0.8470 |
0.8120 |
0.0350 |
4.3% |
0.0048 |
0.6% |
5% |
False |
True |
235 |
80 |
0.8559 |
0.8120 |
0.0439 |
5.4% |
0.0043 |
0.5% |
4% |
False |
True |
183 |
100 |
0.8640 |
0.8120 |
0.0520 |
6.4% |
0.0042 |
0.5% |
3% |
False |
True |
147 |
120 |
0.8640 |
0.8120 |
0.0520 |
6.4% |
0.0040 |
0.5% |
3% |
False |
True |
123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8771 |
2.618 |
0.8569 |
1.618 |
0.8445 |
1.000 |
0.8368 |
0.618 |
0.8321 |
HIGH |
0.8244 |
0.618 |
0.8197 |
0.500 |
0.8182 |
0.382 |
0.8167 |
LOW |
0.8120 |
0.618 |
0.8043 |
1.000 |
0.7996 |
1.618 |
0.7919 |
2.618 |
0.7795 |
4.250 |
0.7593 |
|
|
Fisher Pivots for day following 26-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8182 |
0.8210 |
PP |
0.8167 |
0.8186 |
S1 |
0.8153 |
0.8162 |
|