CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 29-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8107 |
0.8101 |
-0.0006 |
-0.1% |
0.8230 |
| High |
0.8111 |
0.8106 |
-0.0005 |
-0.1% |
0.8239 |
| Low |
0.8068 |
0.8085 |
0.0017 |
0.2% |
0.8068 |
| Close |
0.8097 |
0.8085 |
-0.0012 |
-0.1% |
0.8085 |
| Range |
0.0043 |
0.0021 |
-0.0022 |
-51.2% |
0.0171 |
| ATR |
0.0043 |
0.0042 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
86 |
127 |
41 |
47.7% |
290 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8155 |
0.8141 |
0.8097 |
|
| R3 |
0.8134 |
0.8120 |
0.8091 |
|
| R2 |
0.8113 |
0.8113 |
0.8089 |
|
| R1 |
0.8099 |
0.8099 |
0.8087 |
0.8096 |
| PP |
0.8092 |
0.8092 |
0.8092 |
0.8090 |
| S1 |
0.8078 |
0.8078 |
0.8083 |
0.8075 |
| S2 |
0.8071 |
0.8071 |
0.8081 |
|
| S3 |
0.8050 |
0.8057 |
0.8079 |
|
| S4 |
0.8029 |
0.8036 |
0.8073 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8644 |
0.8535 |
0.8179 |
|
| R3 |
0.8473 |
0.8364 |
0.8132 |
|
| R2 |
0.8302 |
0.8302 |
0.8116 |
|
| R1 |
0.8193 |
0.8193 |
0.8101 |
0.8162 |
| PP |
0.8131 |
0.8131 |
0.8131 |
0.8115 |
| S1 |
0.8022 |
0.8022 |
0.8069 |
0.7991 |
| S2 |
0.7960 |
0.7960 |
0.8054 |
|
| S3 |
0.7789 |
0.7851 |
0.8038 |
|
| S4 |
0.7618 |
0.7680 |
0.7991 |
|
|
| 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% |
0.0056 |
0.7% |
7% |
False |
False |
60 |
| 10 |
0.8413 |
0.8068 |
0.0345 |
4.3% |
0.0043 |
0.5% |
5% |
False |
False |
37 |
| 20 |
0.8434 |
0.8068 |
0.0366 |
4.5% |
0.0033 |
0.4% |
5% |
False |
False |
36 |
| 40 |
0.8455 |
0.8068 |
0.0387 |
4.8% |
0.0028 |
0.3% |
4% |
False |
False |
20 |
| 60 |
0.8470 |
0.8068 |
0.0402 |
5.0% |
0.0030 |
0.4% |
4% |
False |
False |
16 |
| 80 |
0.8548 |
0.8068 |
0.0480 |
5.9% |
0.0027 |
0.3% |
4% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8195 |
|
2.618 |
0.8161 |
|
1.618 |
0.8140 |
|
1.000 |
0.8127 |
|
0.618 |
0.8119 |
|
HIGH |
0.8106 |
|
0.618 |
0.8098 |
|
0.500 |
0.8096 |
|
0.382 |
0.8093 |
|
LOW |
0.8085 |
|
0.618 |
0.8072 |
|
1.000 |
0.8064 |
|
1.618 |
0.8051 |
|
2.618 |
0.8030 |
|
4.250 |
0.7996 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8096 |
0.8112 |
| PP |
0.8092 |
0.8103 |
| S1 |
0.8089 |
0.8094 |
|