CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 23-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8130 |
0.8116 |
-0.0014 |
-0.2% |
0.8123 |
| High |
0.8130 |
0.8117 |
-0.0013 |
-0.2% |
0.8169 |
| Low |
0.8114 |
0.8060 |
-0.0054 |
-0.7% |
0.0810 |
| Close |
0.8114 |
0.8077 |
-0.0037 |
-0.5% |
0.8161 |
| Range |
0.0017 |
0.0057 |
0.0041 |
245.5% |
0.7359 |
| ATR |
0.0993 |
0.0926 |
-0.0067 |
-6.7% |
0.0000 |
| Volume |
60,323 |
91,746 |
31,423 |
52.1% |
533,138 |
|
| Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8256 |
0.8223 |
0.8108 |
|
| R3 |
0.8199 |
0.8166 |
0.8092 |
|
| R2 |
0.8142 |
0.8142 |
0.8087 |
|
| R1 |
0.8109 |
0.8109 |
0.8082 |
0.8097 |
| PP |
0.8085 |
0.8085 |
0.8085 |
0.8078 |
| S1 |
0.8052 |
0.8052 |
0.8071 |
0.8040 |
| S2 |
0.8028 |
0.8028 |
0.8066 |
|
| S3 |
0.7971 |
0.7995 |
0.8061 |
|
| S4 |
0.7914 |
0.7938 |
0.8045 |
|
|
| 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 |
91.1% |
0.0042 |
0.5% |
99% |
False |
False |
105,586 |
| 10 |
0.8174 |
0.0810 |
0.7364 |
91.2% |
0.0056 |
0.7% |
99% |
False |
False |
108,355 |
| 20 |
0.8174 |
0.0810 |
0.7364 |
91.2% |
0.0063 |
0.8% |
99% |
False |
False |
64,822 |
| 40 |
0.8455 |
0.0810 |
0.7645 |
94.7% |
0.0057 |
0.7% |
95% |
False |
False |
32,669 |
| 60 |
0.8455 |
0.0810 |
0.7645 |
94.7% |
0.0054 |
0.7% |
95% |
False |
False |
21,817 |
| 80 |
0.8470 |
0.0810 |
0.7660 |
94.8% |
0.0052 |
0.6% |
95% |
False |
False |
16,381 |
| 100 |
0.8559 |
0.0810 |
0.7749 |
95.9% |
0.0047 |
0.6% |
94% |
False |
False |
13,111 |
| 120 |
0.8640 |
0.0810 |
0.7830 |
96.9% |
0.0046 |
0.6% |
93% |
False |
False |
10,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8359 |
|
2.618 |
0.8266 |
|
1.618 |
0.8209 |
|
1.000 |
0.8174 |
|
0.618 |
0.8152 |
|
HIGH |
0.8117 |
|
0.618 |
0.8095 |
|
0.500 |
0.8089 |
|
0.382 |
0.8082 |
|
LOW |
0.8060 |
|
0.618 |
0.8025 |
|
1.000 |
0.8003 |
|
1.618 |
0.7968 |
|
2.618 |
0.7911 |
|
4.250 |
0.7818 |
|
|
| Fisher Pivots for day following 23-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8089 |
0.8115 |
| PP |
0.8085 |
0.8102 |
| S1 |
0.8081 |
0.8089 |
|