CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 12-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8157 |
0.8107 |
-0.0050 |
-0.6% |
0.7969 |
| High |
0.8159 |
0.8130 |
-0.0029 |
-0.4% |
0.8174 |
| Low |
0.8064 |
0.8085 |
0.0021 |
0.3% |
0.7966 |
| Close |
0.8112 |
0.8111 |
-0.0001 |
0.0% |
0.8111 |
| Range |
0.0095 |
0.0045 |
-0.0050 |
-52.6% |
0.0208 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
123,155 |
153,740 |
30,585 |
24.8% |
535,260 |
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8244 |
0.8222 |
0.8136 |
|
| R3 |
0.8199 |
0.8177 |
0.8123 |
|
| R2 |
0.8154 |
0.8154 |
0.8119 |
|
| R1 |
0.8132 |
0.8132 |
0.8115 |
0.8143 |
| PP |
0.8109 |
0.8109 |
0.8109 |
0.8114 |
| S1 |
0.8087 |
0.8087 |
0.8107 |
0.8098 |
| S2 |
0.8064 |
0.8064 |
0.8103 |
|
| S3 |
0.8019 |
0.8042 |
0.8099 |
|
| S4 |
0.7974 |
0.7997 |
0.8086 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8708 |
0.8617 |
0.8225 |
|
| R3 |
0.8500 |
0.8409 |
0.8168 |
|
| R2 |
0.8292 |
0.8292 |
0.8149 |
|
| R1 |
0.8201 |
0.8201 |
0.8130 |
0.8247 |
| PP |
0.8084 |
0.8084 |
0.8084 |
0.8106 |
| S1 |
0.7993 |
0.7993 |
0.8092 |
0.8039 |
| S2 |
0.7876 |
0.7876 |
0.8073 |
|
| S3 |
0.7668 |
0.7785 |
0.8054 |
|
| S4 |
0.7460 |
0.7577 |
0.7997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8174 |
0.7966 |
0.0208 |
2.6% |
0.0085 |
1.1% |
70% |
False |
False |
107,052 |
| 10 |
0.8174 |
0.7956 |
0.0218 |
2.7% |
0.0079 |
1.0% |
71% |
False |
False |
59,559 |
| 20 |
0.8400 |
0.7956 |
0.0444 |
5.5% |
0.0071 |
0.9% |
35% |
False |
False |
30,885 |
| 40 |
0.8455 |
0.7956 |
0.0499 |
6.2% |
0.0058 |
0.7% |
31% |
False |
False |
15,566 |
| 60 |
0.8470 |
0.7956 |
0.0514 |
6.3% |
0.0056 |
0.7% |
30% |
False |
False |
10,410 |
| 80 |
0.8470 |
0.7956 |
0.0514 |
6.3% |
0.0050 |
0.6% |
30% |
False |
False |
7,817 |
| 100 |
0.8559 |
0.7956 |
0.0603 |
7.4% |
0.0045 |
0.6% |
26% |
False |
False |
6,259 |
| 120 |
0.8640 |
0.7956 |
0.0684 |
8.4% |
0.0044 |
0.5% |
23% |
False |
False |
5,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8321 |
|
2.618 |
0.8248 |
|
1.618 |
0.8203 |
|
1.000 |
0.8175 |
|
0.618 |
0.8158 |
|
HIGH |
0.8130 |
|
0.618 |
0.8113 |
|
0.500 |
0.8108 |
|
0.382 |
0.8102 |
|
LOW |
0.8085 |
|
0.618 |
0.8057 |
|
1.000 |
0.8040 |
|
1.618 |
0.8012 |
|
2.618 |
0.7967 |
|
4.250 |
0.7894 |
|
|
| Fisher Pivots for day following 12-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8110 |
0.8109 |
| PP |
0.8109 |
0.8106 |
| S1 |
0.8108 |
0.8104 |
|