CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 17-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8111 |
0.8114 |
0.0003 |
0.0% |
0.7969 |
| High |
0.8121 |
0.8128 |
0.0007 |
0.1% |
0.8174 |
| Low |
0.8085 |
0.8043 |
-0.0042 |
-0.5% |
0.7966 |
| Close |
0.8115 |
0.8113 |
-0.0002 |
0.0% |
0.8111 |
| Range |
0.0036 |
0.0085 |
0.0049 |
136.1% |
0.0208 |
| ATR |
0.0064 |
0.0065 |
0.0002 |
2.4% |
0.0000 |
| Volume |
76,292 |
132,045 |
55,753 |
73.1% |
535,260 |
|
| Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8350 |
0.8316 |
0.8160 |
|
| R3 |
0.8265 |
0.8231 |
0.8136 |
|
| R2 |
0.8180 |
0.8180 |
0.8129 |
|
| R1 |
0.8146 |
0.8146 |
0.8121 |
0.8121 |
| PP |
0.8095 |
0.8095 |
0.8095 |
0.8082 |
| S1 |
0.8061 |
0.8061 |
0.8105 |
0.8036 |
| S2 |
0.8010 |
0.8010 |
0.8097 |
|
| S3 |
0.7925 |
0.7976 |
0.8090 |
|
| S4 |
0.7840 |
0.7891 |
0.8066 |
|
|
| 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 |
0.8159 |
0.8043 |
0.0116 |
1.4% |
0.0058 |
0.7% |
60% |
False |
True |
113,242 |
| 10 |
0.8174 |
0.7956 |
0.0218 |
2.7% |
0.0073 |
0.9% |
72% |
False |
False |
85,178 |
| 20 |
0.8304 |
0.7956 |
0.0348 |
4.3% |
0.0070 |
0.9% |
45% |
False |
False |
45,285 |
| 40 |
0.8455 |
0.7956 |
0.0499 |
6.2% |
0.0058 |
0.7% |
31% |
False |
False |
22,789 |
| 60 |
0.8470 |
0.7956 |
0.0514 |
6.3% |
0.0056 |
0.7% |
31% |
False |
False |
15,226 |
| 80 |
0.8470 |
0.7956 |
0.0514 |
6.3% |
0.0051 |
0.6% |
31% |
False |
False |
11,433 |
| 100 |
0.8559 |
0.7956 |
0.0603 |
7.4% |
0.0046 |
0.6% |
26% |
False |
False |
9,152 |
| 120 |
0.8640 |
0.7956 |
0.0684 |
8.4% |
0.0045 |
0.6% |
23% |
False |
False |
7,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8489 |
|
2.618 |
0.8351 |
|
1.618 |
0.8266 |
|
1.000 |
0.8213 |
|
0.618 |
0.8181 |
|
HIGH |
0.8128 |
|
0.618 |
0.8096 |
|
0.500 |
0.8086 |
|
0.382 |
0.8075 |
|
LOW |
0.8043 |
|
0.618 |
0.7990 |
|
1.000 |
0.7958 |
|
1.618 |
0.7905 |
|
2.618 |
0.7820 |
|
4.250 |
0.7682 |
|
|
| Fisher Pivots for day following 17-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8104 |
0.8104 |
| PP |
0.8095 |
0.8095 |
| S1 |
0.8086 |
0.8086 |
|