CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 22-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8141 |
0.8130 |
-0.0011 |
-0.1% |
0.8123 |
| High |
0.8169 |
0.8130 |
-0.0039 |
-0.5% |
0.8169 |
| Low |
0.8124 |
0.8114 |
-0.0011 |
-0.1% |
0.0810 |
| Close |
0.8161 |
0.8114 |
-0.0048 |
-0.6% |
0.8161 |
| Range |
0.0045 |
0.0017 |
-0.0029 |
-63.3% |
0.7359 |
| ATR |
0.1066 |
0.0993 |
-0.0073 |
-6.8% |
0.0000 |
| Volume |
80,995 |
60,323 |
-20,672 |
-25.5% |
533,138 |
|
| Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8169 |
0.8158 |
0.8123 |
|
| R3 |
0.8152 |
0.8141 |
0.8118 |
|
| R2 |
0.8136 |
0.8136 |
0.8117 |
|
| R1 |
0.8125 |
0.8125 |
0.8115 |
0.8122 |
| PP |
0.8119 |
0.8119 |
0.8119 |
0.8118 |
| S1 |
0.8108 |
0.8108 |
0.8112 |
0.8105 |
| S2 |
0.8103 |
0.8103 |
0.8110 |
|
| S3 |
0.8086 |
0.8092 |
0.8109 |
|
| S4 |
0.8070 |
0.8075 |
0.8104 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.7791 |
2.5335 |
1.2209 |
|
| R3 |
2.0432 |
1.7976 |
1.0185 |
|
| R2 |
1.3072 |
1.3072 |
0.9510 |
|
| R1 |
1.0617 |
1.0617 |
0.8836 |
1.1845 |
| PP |
0.5713 |
0.5713 |
0.5713 |
0.6327 |
| S1 |
0.3258 |
0.3258 |
0.7486 |
0.4485 |
| S2 |
-0.1646 |
-0.1646 |
0.6812 |
|
| S3 |
-0.9005 |
-0.4102 |
0.6137 |
|
| S4 |
-1.6364 |
-1.1461 |
0.4113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8169 |
0.0810 |
0.7359 |
90.7% |
0.0038 |
0.5% |
99% |
False |
False |
102,495 |
| 10 |
0.8174 |
0.0810 |
0.7364 |
90.8% |
0.0056 |
0.7% |
99% |
False |
False |
106,441 |
| 20 |
0.8244 |
0.0810 |
0.7434 |
91.6% |
0.0066 |
0.8% |
98% |
False |
False |
60,369 |
| 40 |
0.8455 |
0.0810 |
0.7645 |
94.2% |
0.0056 |
0.7% |
96% |
False |
False |
30,381 |
| 60 |
0.8455 |
0.0810 |
0.7645 |
94.2% |
0.0055 |
0.7% |
96% |
False |
False |
20,291 |
| 80 |
0.8470 |
0.0810 |
0.7660 |
94.4% |
0.0051 |
0.6% |
95% |
False |
False |
15,235 |
| 100 |
0.8559 |
0.0810 |
0.7749 |
95.5% |
0.0047 |
0.6% |
94% |
False |
False |
12,194 |
| 120 |
0.8640 |
0.0810 |
0.7830 |
96.5% |
0.0045 |
0.6% |
93% |
False |
False |
10,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8200 |
|
2.618 |
0.8173 |
|
1.618 |
0.8157 |
|
1.000 |
0.8147 |
|
0.618 |
0.8140 |
|
HIGH |
0.8130 |
|
0.618 |
0.8124 |
|
0.500 |
0.8122 |
|
0.382 |
0.8120 |
|
LOW |
0.8114 |
|
0.618 |
0.8103 |
|
1.000 |
0.8097 |
|
1.618 |
0.8087 |
|
2.618 |
0.8070 |
|
4.250 |
0.8043 |
|
|
| Fisher Pivots for day following 22-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8122 |
0.6905 |
| PP |
0.8119 |
0.5697 |
| S1 |
0.8116 |
0.4489 |
|