CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 03-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
0.8024 |
0.8066 |
0.0042 |
0.5% |
0.8235 |
High |
0.8091 |
0.8089 |
-0.0002 |
0.0% |
0.8244 |
Low |
0.8006 |
0.8031 |
0.0025 |
0.3% |
0.8045 |
Close |
0.8071 |
0.8052 |
-0.0019 |
-0.2% |
0.8072 |
Range |
0.0085 |
0.0058 |
-0.0027 |
-31.8% |
0.0199 |
ATR |
0.0059 |
0.0058 |
0.0000 |
-0.1% |
0.0000 |
Volume |
8,020 |
20,112 |
12,092 |
150.8% |
18,329 |
|
Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8231 |
0.8200 |
0.8084 |
|
R3 |
0.8173 |
0.8142 |
0.8068 |
|
R2 |
0.8115 |
0.8115 |
0.8063 |
|
R1 |
0.8084 |
0.8084 |
0.8057 |
0.8071 |
PP |
0.8057 |
0.8057 |
0.8057 |
0.8051 |
S1 |
0.8026 |
0.8026 |
0.8047 |
0.8013 |
S2 |
0.7999 |
0.7999 |
0.8041 |
|
S3 |
0.7941 |
0.7968 |
0.8036 |
|
S4 |
0.7883 |
0.7910 |
0.8020 |
|
|
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 |
0.8109 |
0.8006 |
0.0103 |
1.3% |
0.0062 |
0.8% |
45% |
False |
False |
8,780 |
10 |
0.8304 |
0.8006 |
0.0298 |
3.7% |
0.0068 |
0.8% |
15% |
False |
False |
5,392 |
20 |
0.8423 |
0.8006 |
0.0417 |
5.2% |
0.0056 |
0.7% |
11% |
False |
False |
2,855 |
40 |
0.8455 |
0.8006 |
0.0449 |
5.6% |
0.0052 |
0.7% |
10% |
False |
False |
1,527 |
60 |
0.8470 |
0.8006 |
0.0464 |
5.8% |
0.0052 |
0.6% |
10% |
False |
False |
1,044 |
80 |
0.8470 |
0.8006 |
0.0464 |
5.8% |
0.0047 |
0.6% |
10% |
False |
False |
793 |
100 |
0.8640 |
0.8006 |
0.0634 |
7.9% |
0.0045 |
0.6% |
7% |
False |
False |
635 |
120 |
0.8640 |
0.8006 |
0.0634 |
7.9% |
0.0042 |
0.5% |
7% |
False |
False |
530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8336 |
2.618 |
0.8241 |
1.618 |
0.8183 |
1.000 |
0.8147 |
0.618 |
0.8125 |
HIGH |
0.8089 |
0.618 |
0.8067 |
0.500 |
0.8060 |
0.382 |
0.8053 |
LOW |
0.8031 |
0.618 |
0.7995 |
1.000 |
0.7973 |
1.618 |
0.7937 |
2.618 |
0.7879 |
4.250 |
0.7785 |
|
|
Fisher Pivots for day following 03-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8060 |
0.8051 |
PP |
0.8057 |
0.8050 |
S1 |
0.8055 |
0.8049 |
|