CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 05-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
0.8056 |
0.8046 |
-0.0010 |
-0.1% |
0.8062 |
High |
0.8088 |
0.8051 |
-0.0037 |
-0.5% |
0.8091 |
Low |
0.8030 |
0.7956 |
-0.0074 |
-0.9% |
0.7956 |
Close |
0.8050 |
0.7971 |
-0.0079 |
-1.0% |
0.7971 |
Range |
0.0058 |
0.0095 |
0.0037 |
63.8% |
0.0135 |
ATR |
0.0058 |
0.0061 |
0.0003 |
4.5% |
0.0000 |
Volume |
9,881 |
17,323 |
7,442 |
75.3% |
60,337 |
|
Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8278 |
0.8219 |
0.8023 |
|
R3 |
0.8183 |
0.8124 |
0.7997 |
|
R2 |
0.8088 |
0.8088 |
0.7988 |
|
R1 |
0.8029 |
0.8029 |
0.7980 |
0.8011 |
PP |
0.7993 |
0.7993 |
0.7993 |
0.7984 |
S1 |
0.7934 |
0.7934 |
0.7962 |
0.7916 |
S2 |
0.7898 |
0.7898 |
0.7954 |
|
S3 |
0.7803 |
0.7839 |
0.7945 |
|
S4 |
0.7708 |
0.7744 |
0.7919 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8411 |
0.8326 |
0.8045 |
|
R3 |
0.8276 |
0.8191 |
0.8008 |
|
R2 |
0.8141 |
0.8141 |
0.7996 |
|
R1 |
0.8056 |
0.8056 |
0.7983 |
0.8031 |
PP |
0.8006 |
0.8006 |
0.8006 |
0.7994 |
S1 |
0.7921 |
0.7921 |
0.7959 |
0.7896 |
S2 |
0.7871 |
0.7871 |
0.7946 |
|
S3 |
0.7736 |
0.7786 |
0.7934 |
|
S4 |
0.7601 |
0.7651 |
0.7897 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8091 |
0.7956 |
0.0135 |
1.7% |
0.0073 |
0.9% |
11% |
False |
True |
12,067 |
10 |
0.8300 |
0.7956 |
0.0344 |
4.3% |
0.0074 |
0.9% |
4% |
False |
True |
7,910 |
20 |
0.8423 |
0.7956 |
0.0467 |
5.9% |
0.0059 |
0.7% |
3% |
False |
True |
4,196 |
40 |
0.8455 |
0.7956 |
0.0499 |
6.3% |
0.0054 |
0.7% |
3% |
False |
True |
2,201 |
60 |
0.8470 |
0.7956 |
0.0514 |
6.4% |
0.0053 |
0.7% |
3% |
False |
True |
1,495 |
80 |
0.8470 |
0.7956 |
0.0514 |
6.4% |
0.0047 |
0.6% |
3% |
False |
True |
1,126 |
100 |
0.8640 |
0.7956 |
0.0684 |
8.6% |
0.0045 |
0.6% |
2% |
False |
True |
907 |
120 |
0.8640 |
0.7956 |
0.0684 |
8.6% |
0.0042 |
0.5% |
2% |
False |
True |
756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8455 |
2.618 |
0.8300 |
1.618 |
0.8205 |
1.000 |
0.8146 |
0.618 |
0.8110 |
HIGH |
0.8051 |
0.618 |
0.8015 |
0.500 |
0.8004 |
0.382 |
0.7992 |
LOW |
0.7956 |
0.618 |
0.7897 |
1.000 |
0.7861 |
1.618 |
0.7802 |
2.618 |
0.7707 |
4.250 |
0.7552 |
|
|
Fisher Pivots for day following 05-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8004 |
0.8023 |
PP |
0.7993 |
0.8005 |
S1 |
0.7982 |
0.7988 |
|