CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 11-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8052 |
0.8157 |
0.0105 |
1.3% |
0.8062 |
| High |
0.8174 |
0.8159 |
-0.0015 |
-0.2% |
0.8091 |
| Low |
0.8033 |
0.8064 |
0.0031 |
0.4% |
0.7956 |
| Close |
0.8160 |
0.8112 |
-0.0048 |
-0.6% |
0.7971 |
| Range |
0.0141 |
0.0095 |
-0.0046 |
-32.6% |
0.0135 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
2.9% |
0.0000 |
| Volume |
121,448 |
123,155 |
1,707 |
1.4% |
60,337 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8397 |
0.8349 |
0.8164 |
|
| R3 |
0.8302 |
0.8254 |
0.8138 |
|
| R2 |
0.8207 |
0.8207 |
0.8129 |
|
| R1 |
0.8159 |
0.8159 |
0.8121 |
0.8136 |
| PP |
0.8112 |
0.8112 |
0.8112 |
0.8100 |
| S1 |
0.8064 |
0.8064 |
0.8103 |
0.8041 |
| S2 |
0.8017 |
0.8017 |
0.8095 |
|
| S3 |
0.7922 |
0.7969 |
0.8086 |
|
| S4 |
0.7827 |
0.7874 |
0.8060 |
|
|
| 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% |
0.0095 |
1.2% |
72% |
False |
False |
79,768 |
| 10 |
0.8174 |
0.7956 |
0.0218 |
2.7% |
0.0078 |
1.0% |
72% |
False |
False |
44,969 |
| 20 |
0.8423 |
0.7956 |
0.0467 |
5.8% |
0.0070 |
0.9% |
33% |
False |
False |
23,218 |
| 40 |
0.8455 |
0.7956 |
0.0499 |
6.2% |
0.0057 |
0.7% |
31% |
False |
False |
11,724 |
| 60 |
0.8470 |
0.7956 |
0.0514 |
6.3% |
0.0057 |
0.7% |
30% |
False |
False |
7,849 |
| 80 |
0.8470 |
0.7956 |
0.0514 |
6.3% |
0.0049 |
0.6% |
30% |
False |
False |
5,895 |
| 100 |
0.8559 |
0.7956 |
0.0603 |
7.4% |
0.0046 |
0.6% |
26% |
False |
False |
4,722 |
| 120 |
0.8640 |
0.7956 |
0.0684 |
8.4% |
0.0044 |
0.5% |
23% |
False |
False |
3,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8563 |
|
2.618 |
0.8408 |
|
1.618 |
0.8313 |
|
1.000 |
0.8254 |
|
0.618 |
0.8218 |
|
HIGH |
0.8159 |
|
0.618 |
0.8123 |
|
0.500 |
0.8112 |
|
0.382 |
0.8100 |
|
LOW |
0.8064 |
|
0.618 |
0.8005 |
|
1.000 |
0.7969 |
|
1.618 |
0.7910 |
|
2.618 |
0.7815 |
|
4.250 |
0.7660 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8112 |
0.8108 |
| PP |
0.8112 |
0.8104 |
| S1 |
0.8112 |
0.8101 |
|