CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 28-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8151 |
0.8107 |
-0.0044 |
-0.5% |
0.8381 |
High |
0.8156 |
0.8111 |
-0.0045 |
-0.6% |
0.8381 |
Low |
0.8098 |
0.8068 |
-0.0030 |
-0.4% |
0.8252 |
Close |
0.8098 |
0.8097 |
-0.0001 |
0.0% |
0.8257 |
Range |
0.0058 |
0.0043 |
-0.0015 |
-25.9% |
0.0129 |
ATR |
0.0043 |
0.0043 |
0.0000 |
-0.1% |
0.0000 |
Volume |
67 |
86 |
19 |
28.4% |
66 |
|
Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8221 |
0.8202 |
0.8121 |
|
R3 |
0.8178 |
0.8159 |
0.8109 |
|
R2 |
0.8135 |
0.8135 |
0.8105 |
|
R1 |
0.8116 |
0.8116 |
0.8101 |
0.8104 |
PP |
0.8092 |
0.8092 |
0.8092 |
0.8086 |
S1 |
0.8073 |
0.8073 |
0.8093 |
0.8061 |
S2 |
0.8049 |
0.8049 |
0.8089 |
|
S3 |
0.8006 |
0.8030 |
0.8085 |
|
S4 |
0.7963 |
0.7987 |
0.8073 |
|
|
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 |
0.8299 |
0.8068 |
0.0231 |
2.9% |
0.0055 |
0.7% |
13% |
False |
True |
37 |
10 |
0.8434 |
0.8068 |
0.0366 |
4.5% |
0.0043 |
0.5% |
8% |
False |
True |
25 |
20 |
0.8434 |
0.8068 |
0.0366 |
4.5% |
0.0032 |
0.4% |
8% |
False |
True |
30 |
40 |
0.8455 |
0.8068 |
0.0387 |
4.8% |
0.0027 |
0.3% |
7% |
False |
True |
17 |
60 |
0.8470 |
0.8068 |
0.0402 |
5.0% |
0.0030 |
0.4% |
7% |
False |
True |
14 |
80 |
0.8565 |
0.8068 |
0.0497 |
6.1% |
0.0027 |
0.3% |
6% |
False |
True |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8294 |
2.618 |
0.8224 |
1.618 |
0.8181 |
1.000 |
0.8154 |
0.618 |
0.8138 |
HIGH |
0.8111 |
0.618 |
0.8095 |
0.500 |
0.8090 |
0.382 |
0.8084 |
LOW |
0.8068 |
0.618 |
0.8041 |
1.000 |
0.8025 |
1.618 |
0.7998 |
2.618 |
0.7955 |
4.250 |
0.7885 |
|
|
Fisher Pivots for day following 28-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8095 |
0.8154 |
PP |
0.8092 |
0.8135 |
S1 |
0.8090 |
0.8116 |
|