CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 01-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
0.8091 |
0.8062 |
-0.0029 |
-0.4% |
0.8235 |
High |
0.8101 |
0.8084 |
-0.0017 |
-0.2% |
0.8244 |
Low |
0.8065 |
0.8015 |
-0.0050 |
-0.6% |
0.8045 |
Close |
0.8072 |
0.8021 |
-0.0051 |
-0.6% |
0.8072 |
Range |
0.0036 |
0.0069 |
0.0033 |
91.7% |
0.0199 |
ATR |
0.0056 |
0.0056 |
0.0001 |
1.7% |
0.0000 |
Volume |
7,833 |
5,001 |
-2,832 |
-36.2% |
18,329 |
|
Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8247 |
0.8203 |
0.8059 |
|
R3 |
0.8178 |
0.8134 |
0.8040 |
|
R2 |
0.8109 |
0.8109 |
0.8034 |
|
R1 |
0.8065 |
0.8065 |
0.8027 |
0.8053 |
PP |
0.8040 |
0.8040 |
0.8040 |
0.8034 |
S1 |
0.7996 |
0.7996 |
0.8015 |
0.7984 |
S2 |
0.7971 |
0.7971 |
0.8008 |
|
S3 |
0.7902 |
0.7927 |
0.8002 |
|
S4 |
0.7833 |
0.7858 |
0.7983 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8717 |
0.8594 |
0.8181 |
|
R3 |
0.8518 |
0.8395 |
0.8127 |
|
R2 |
0.8319 |
0.8319 |
0.8108 |
|
R1 |
0.8196 |
0.8196 |
0.8090 |
0.8158 |
PP |
0.8120 |
0.8120 |
0.8120 |
0.8102 |
S1 |
0.7997 |
0.7997 |
0.8054 |
0.7959 |
S2 |
0.7921 |
0.7921 |
0.8036 |
|
S3 |
0.7722 |
0.7798 |
0.8017 |
|
S4 |
0.7523 |
0.7599 |
0.7963 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8244 |
0.8015 |
0.0229 |
2.9% |
0.0075 |
0.9% |
3% |
False |
True |
4,666 |
10 |
0.8390 |
0.8015 |
0.0375 |
4.7% |
0.0064 |
0.8% |
2% |
False |
True |
2,639 |
20 |
0.8423 |
0.8015 |
0.0408 |
5.1% |
0.0053 |
0.7% |
1% |
False |
True |
1,479 |
40 |
0.8455 |
0.8015 |
0.0440 |
5.5% |
0.0052 |
0.6% |
1% |
False |
True |
825 |
60 |
0.8470 |
0.8015 |
0.0455 |
5.7% |
0.0051 |
0.6% |
1% |
False |
True |
576 |
80 |
0.8472 |
0.8015 |
0.0457 |
5.7% |
0.0045 |
0.6% |
1% |
False |
True |
441 |
100 |
0.8640 |
0.8015 |
0.0625 |
7.8% |
0.0044 |
0.5% |
1% |
False |
True |
354 |
120 |
0.8640 |
0.8015 |
0.0625 |
7.8% |
0.0041 |
0.5% |
1% |
False |
True |
295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8377 |
2.618 |
0.8265 |
1.618 |
0.8196 |
1.000 |
0.8153 |
0.618 |
0.8127 |
HIGH |
0.8084 |
0.618 |
0.8058 |
0.500 |
0.8050 |
0.382 |
0.8041 |
LOW |
0.8015 |
0.618 |
0.7972 |
1.000 |
0.7946 |
1.618 |
0.7903 |
2.618 |
0.7834 |
4.250 |
0.7722 |
|
|
Fisher Pivots for day following 01-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8050 |
0.8062 |
PP |
0.8040 |
0.8048 |
S1 |
0.8031 |
0.8035 |
|