CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 16-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8123 |
0.8111 |
-0.0012 |
-0.1% |
0.7969 |
| High |
0.8126 |
0.8121 |
-0.0005 |
-0.1% |
0.8174 |
| Low |
0.8096 |
0.8085 |
-0.0011 |
-0.1% |
0.7966 |
| Close |
0.8113 |
0.8115 |
0.0002 |
0.0% |
0.8111 |
| Range |
0.0030 |
0.0036 |
0.0006 |
20.0% |
0.0208 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
80,982 |
76,292 |
-4,690 |
-5.8% |
535,260 |
|
| Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8215 |
0.8201 |
0.8135 |
|
| R3 |
0.8179 |
0.8165 |
0.8125 |
|
| R2 |
0.8143 |
0.8143 |
0.8122 |
|
| R1 |
0.8129 |
0.8129 |
0.8118 |
0.8136 |
| PP |
0.8107 |
0.8107 |
0.8107 |
0.8111 |
| S1 |
0.8093 |
0.8093 |
0.8112 |
0.8100 |
| S2 |
0.8071 |
0.8071 |
0.8108 |
|
| S3 |
0.8035 |
0.8057 |
0.8105 |
|
| S4 |
0.7999 |
0.8021 |
0.8095 |
|
|
| 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 |
0.8033 |
0.0141 |
1.7% |
0.0069 |
0.9% |
58% |
False |
False |
111,123 |
| 10 |
0.8174 |
0.7956 |
0.0218 |
2.7% |
0.0070 |
0.9% |
73% |
False |
False |
73,985 |
| 20 |
0.8355 |
0.7956 |
0.0399 |
4.9% |
0.0069 |
0.9% |
40% |
False |
False |
38,696 |
| 40 |
0.8455 |
0.7956 |
0.0499 |
6.1% |
0.0057 |
0.7% |
32% |
False |
False |
19,492 |
| 60 |
0.8470 |
0.7956 |
0.0514 |
6.3% |
0.0055 |
0.7% |
31% |
False |
False |
13,027 |
| 80 |
0.8470 |
0.7956 |
0.0514 |
6.3% |
0.0050 |
0.6% |
31% |
False |
False |
9,783 |
| 100 |
0.8559 |
0.7956 |
0.0603 |
7.4% |
0.0045 |
0.6% |
26% |
False |
False |
7,832 |
| 120 |
0.8640 |
0.7956 |
0.0684 |
8.4% |
0.0044 |
0.5% |
23% |
False |
False |
6,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8274 |
|
2.618 |
0.8215 |
|
1.618 |
0.8179 |
|
1.000 |
0.8157 |
|
0.618 |
0.8143 |
|
HIGH |
0.8121 |
|
0.618 |
0.8107 |
|
0.500 |
0.8103 |
|
0.382 |
0.8099 |
|
LOW |
0.8085 |
|
0.618 |
0.8063 |
|
1.000 |
0.8049 |
|
1.618 |
0.8027 |
|
2.618 |
0.7991 |
|
4.250 |
0.7932 |
|
|
| Fisher Pivots for day following 16-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8111 |
0.8113 |
| PP |
0.8107 |
0.8110 |
| S1 |
0.8103 |
0.8108 |
|