CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 25-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8084 |
0.8079 |
-0.0005 |
-0.1% |
0.8123 |
| High |
0.8092 |
0.8117 |
0.0026 |
0.3% |
0.8169 |
| Low |
0.8048 |
0.8075 |
0.0027 |
0.3% |
0.0810 |
| Close |
0.8084 |
0.8098 |
0.0014 |
0.2% |
0.8161 |
| Range |
0.0044 |
0.0042 |
-0.0002 |
-3.4% |
0.7359 |
| ATR |
0.0863 |
0.0805 |
-0.0059 |
-6.8% |
0.0000 |
| Volume |
85,046 |
76,946 |
-8,100 |
-9.5% |
533,138 |
|
| Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8223 |
0.8202 |
0.8121 |
|
| R3 |
0.8181 |
0.8160 |
0.8109 |
|
| R2 |
0.8139 |
0.8139 |
0.8105 |
|
| R1 |
0.8118 |
0.8118 |
0.8101 |
0.8128 |
| PP |
0.8097 |
0.8097 |
0.8097 |
0.8102 |
| S1 |
0.8076 |
0.8076 |
0.8094 |
0.8086 |
| S2 |
0.8055 |
0.8055 |
0.8090 |
|
| S3 |
0.8013 |
0.8034 |
0.8086 |
|
| S4 |
0.7971 |
0.7992 |
0.8074 |
|
|
| 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 |
0.8048 |
0.0121 |
1.5% |
0.0041 |
0.5% |
41% |
False |
False |
79,011 |
| 10 |
0.8169 |
0.0810 |
0.7359 |
90.9% |
0.0041 |
0.5% |
99% |
False |
False |
100,093 |
| 20 |
0.8174 |
0.0810 |
0.7364 |
90.9% |
0.0060 |
0.7% |
99% |
False |
False |
72,531 |
| 40 |
0.8455 |
0.0810 |
0.7645 |
94.4% |
0.0057 |
0.7% |
95% |
False |
False |
36,704 |
| 60 |
0.8455 |
0.0810 |
0.7645 |
94.4% |
0.0054 |
0.7% |
95% |
False |
False |
24,515 |
| 80 |
0.8470 |
0.0810 |
0.7660 |
94.6% |
0.0053 |
0.7% |
95% |
False |
False |
18,405 |
| 100 |
0.8559 |
0.0810 |
0.7749 |
95.7% |
0.0048 |
0.6% |
94% |
False |
False |
14,731 |
| 120 |
0.8640 |
0.0810 |
0.7830 |
96.7% |
0.0046 |
0.6% |
93% |
False |
False |
12,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8296 |
|
2.618 |
0.8227 |
|
1.618 |
0.8185 |
|
1.000 |
0.8159 |
|
0.618 |
0.8143 |
|
HIGH |
0.8117 |
|
0.618 |
0.8101 |
|
0.500 |
0.8096 |
|
0.382 |
0.8091 |
|
LOW |
0.8075 |
|
0.618 |
0.8049 |
|
1.000 |
0.8033 |
|
1.618 |
0.8007 |
|
2.618 |
0.7965 |
|
4.250 |
0.7897 |
|
|
| Fisher Pivots for day following 25-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8097 |
0.8093 |
| PP |
0.8097 |
0.8088 |
| S1 |
0.8096 |
0.8083 |
|