CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 26-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8293 |
0.8230 |
-0.0063 |
-0.8% |
0.8381 |
| High |
0.8299 |
0.8239 |
-0.0060 |
-0.7% |
0.8381 |
| Low |
0.8252 |
0.8130 |
-0.0122 |
-1.5% |
0.8252 |
| Close |
0.8257 |
0.8153 |
-0.0104 |
-1.3% |
0.8257 |
| Range |
0.0047 |
0.0109 |
0.0062 |
131.9% |
0.0129 |
| ATR |
0.0036 |
0.0042 |
0.0007 |
18.2% |
0.0000 |
| Volume |
12 |
10 |
-2 |
-16.7% |
66 |
|
| Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8501 |
0.8436 |
0.8213 |
|
| R3 |
0.8392 |
0.8327 |
0.8183 |
|
| R2 |
0.8283 |
0.8283 |
0.8173 |
|
| R1 |
0.8218 |
0.8218 |
0.8163 |
0.8196 |
| PP |
0.8174 |
0.8174 |
0.8174 |
0.8163 |
| S1 |
0.8109 |
0.8109 |
0.8143 |
0.8087 |
| S2 |
0.8065 |
0.8065 |
0.8133 |
|
| S3 |
0.7956 |
0.8000 |
0.8123 |
|
| S4 |
0.7847 |
0.7891 |
0.8093 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8684 |
0.8599 |
0.8328 |
|
| R3 |
0.8555 |
0.8470 |
0.8292 |
|
| R2 |
0.8426 |
0.8426 |
0.8281 |
|
| R1 |
0.8341 |
0.8341 |
0.8269 |
0.8319 |
| PP |
0.8297 |
0.8297 |
0.8297 |
0.8286 |
| S1 |
0.8212 |
0.8212 |
0.8245 |
0.8190 |
| S2 |
0.8168 |
0.8168 |
0.8233 |
|
| S3 |
0.8039 |
0.8083 |
0.8222 |
|
| S4 |
0.7910 |
0.7954 |
0.8186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8360 |
0.8130 |
0.0230 |
2.8% |
0.0051 |
0.6% |
10% |
False |
True |
15 |
| 10 |
0.8434 |
0.8130 |
0.0304 |
3.7% |
0.0039 |
0.5% |
8% |
False |
True |
10 |
| 20 |
0.8454 |
0.8130 |
0.0324 |
4.0% |
0.0030 |
0.4% |
7% |
False |
True |
24 |
| 40 |
0.8455 |
0.8130 |
0.0325 |
4.0% |
0.0026 |
0.3% |
7% |
False |
True |
14 |
| 60 |
0.8470 |
0.8130 |
0.0340 |
4.2% |
0.0029 |
0.4% |
7% |
False |
True |
12 |
| 80 |
0.8598 |
0.8130 |
0.0468 |
5.7% |
0.0026 |
0.3% |
5% |
False |
True |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8702 |
|
2.618 |
0.8524 |
|
1.618 |
0.8415 |
|
1.000 |
0.8348 |
|
0.618 |
0.8306 |
|
HIGH |
0.8239 |
|
0.618 |
0.8197 |
|
0.500 |
0.8185 |
|
0.382 |
0.8172 |
|
LOW |
0.8130 |
|
0.618 |
0.8063 |
|
1.000 |
0.8021 |
|
1.618 |
0.7954 |
|
2.618 |
0.7845 |
|
4.250 |
0.7667 |
|
|
| Fisher Pivots for day following 26-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8185 |
0.8215 |
| PP |
0.8174 |
0.8194 |
| S1 |
0.8164 |
0.8174 |
|