CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 10-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8038 |
0.8052 |
0.0014 |
0.2% |
0.8062 |
| High |
0.8083 |
0.8174 |
0.0091 |
1.1% |
0.8091 |
| Low |
0.8027 |
0.8033 |
0.0006 |
0.1% |
0.7956 |
| Close |
0.8050 |
0.8160 |
0.0110 |
1.4% |
0.7971 |
| Range |
0.0056 |
0.0141 |
0.0085 |
151.8% |
0.0135 |
| ATR |
0.0063 |
0.0068 |
0.0006 |
8.9% |
0.0000 |
| Volume |
72,609 |
121,448 |
48,839 |
67.3% |
60,337 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8545 |
0.8494 |
0.8238 |
|
| R3 |
0.8404 |
0.8353 |
0.8199 |
|
| R2 |
0.8263 |
0.8263 |
0.8186 |
|
| R1 |
0.8212 |
0.8212 |
0.8173 |
0.8238 |
| PP |
0.8122 |
0.8122 |
0.8122 |
0.8135 |
| S1 |
0.8071 |
0.8071 |
0.8147 |
0.8097 |
| S2 |
0.7981 |
0.7981 |
0.8134 |
|
| S3 |
0.7840 |
0.7930 |
0.8121 |
|
| S4 |
0.7699 |
0.7789 |
0.8082 |
|
|
| 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 |
0.8174 |
0.7956 |
0.0218 |
2.7% |
0.0088 |
1.1% |
94% |
True |
False |
57,113 |
| 10 |
0.8174 |
0.7956 |
0.0218 |
2.7% |
0.0075 |
0.9% |
94% |
True |
False |
32,947 |
| 20 |
0.8423 |
0.7956 |
0.0467 |
5.7% |
0.0068 |
0.8% |
44% |
False |
False |
17,073 |
| 40 |
0.8455 |
0.7956 |
0.0499 |
6.1% |
0.0057 |
0.7% |
41% |
False |
False |
8,649 |
| 60 |
0.8470 |
0.7956 |
0.0514 |
6.3% |
0.0058 |
0.7% |
40% |
False |
False |
5,798 |
| 80 |
0.8470 |
0.7956 |
0.0514 |
6.3% |
0.0049 |
0.6% |
40% |
False |
False |
4,356 |
| 100 |
0.8559 |
0.7956 |
0.0603 |
7.4% |
0.0045 |
0.6% |
34% |
False |
False |
3,490 |
| 120 |
0.8640 |
0.7956 |
0.0684 |
8.4% |
0.0043 |
0.5% |
30% |
False |
False |
2,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8773 |
|
2.618 |
0.8543 |
|
1.618 |
0.8402 |
|
1.000 |
0.8315 |
|
0.618 |
0.8261 |
|
HIGH |
0.8174 |
|
0.618 |
0.8120 |
|
0.500 |
0.8104 |
|
0.382 |
0.8087 |
|
LOW |
0.8033 |
|
0.618 |
0.7946 |
|
1.000 |
0.7892 |
|
1.618 |
0.7805 |
|
2.618 |
0.7664 |
|
4.250 |
0.7434 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8141 |
0.8130 |
| PP |
0.8122 |
0.8100 |
| S1 |
0.8104 |
0.8070 |
|