CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 08-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8046 |
0.7969 |
-0.0077 |
-1.0% |
0.8062 |
| High |
0.8051 |
0.8056 |
0.0005 |
0.1% |
0.8091 |
| Low |
0.7956 |
0.7966 |
0.0010 |
0.1% |
0.7956 |
| Close |
0.7971 |
0.8035 |
0.0064 |
0.8% |
0.7971 |
| Range |
0.0095 |
0.0090 |
-0.0005 |
-5.3% |
0.0135 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
3.4% |
0.0000 |
| Volume |
17,323 |
64,308 |
46,985 |
271.2% |
60,337 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8289 |
0.8252 |
0.8085 |
|
| R3 |
0.8199 |
0.8162 |
0.8060 |
|
| R2 |
0.8109 |
0.8109 |
0.8052 |
|
| R1 |
0.8072 |
0.8072 |
0.8043 |
0.8091 |
| PP |
0.8019 |
0.8019 |
0.8019 |
0.8028 |
| S1 |
0.7982 |
0.7982 |
0.8027 |
0.8001 |
| S2 |
0.7929 |
0.7929 |
0.8019 |
|
| S3 |
0.7839 |
0.7892 |
0.8010 |
|
| S4 |
0.7749 |
0.7802 |
0.7986 |
|
|
| 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% |
0.0077 |
1.0% |
59% |
False |
False |
23,928 |
| 10 |
0.8244 |
0.7956 |
0.0288 |
3.6% |
0.0076 |
0.9% |
27% |
False |
False |
14,297 |
| 20 |
0.8423 |
0.7956 |
0.0467 |
5.8% |
0.0061 |
0.8% |
17% |
False |
False |
7,392 |
| 40 |
0.8455 |
0.7956 |
0.0499 |
6.2% |
0.0055 |
0.7% |
16% |
False |
False |
3,806 |
| 60 |
0.8470 |
0.7956 |
0.0514 |
6.4% |
0.0055 |
0.7% |
15% |
False |
False |
2,566 |
| 80 |
0.8470 |
0.7956 |
0.0514 |
6.4% |
0.0047 |
0.6% |
15% |
False |
False |
1,930 |
| 100 |
0.8640 |
0.7956 |
0.0684 |
8.5% |
0.0045 |
0.6% |
12% |
False |
False |
1,550 |
| 120 |
0.8640 |
0.7956 |
0.0684 |
8.5% |
0.0043 |
0.5% |
12% |
False |
False |
1,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8439 |
|
2.618 |
0.8292 |
|
1.618 |
0.8202 |
|
1.000 |
0.8146 |
|
0.618 |
0.8112 |
|
HIGH |
0.8056 |
|
0.618 |
0.8022 |
|
0.500 |
0.8011 |
|
0.382 |
0.8000 |
|
LOW |
0.7966 |
|
0.618 |
0.7910 |
|
1.000 |
0.7876 |
|
1.618 |
0.7820 |
|
2.618 |
0.7730 |
|
4.250 |
0.7584 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8027 |
0.8031 |
| PP |
0.8019 |
0.8026 |
| S1 |
0.8011 |
0.8022 |
|