CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 01-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8101 |
0.8076 |
-0.0025 |
-0.3% |
0.8230 |
| High |
0.8106 |
0.8091 |
-0.0015 |
-0.2% |
0.8239 |
| Low |
0.8085 |
0.8028 |
-0.0057 |
-0.7% |
0.8068 |
| Close |
0.8085 |
0.8034 |
-0.0051 |
-0.6% |
0.8085 |
| Range |
0.0021 |
0.0063 |
0.0042 |
200.0% |
0.0171 |
| ATR |
0.0042 |
0.0043 |
0.0002 |
3.6% |
0.0000 |
| Volume |
127 |
66 |
-61 |
-48.0% |
290 |
|
| Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8240 |
0.8200 |
0.8069 |
|
| R3 |
0.8177 |
0.8137 |
0.8051 |
|
| R2 |
0.8114 |
0.8114 |
0.8046 |
|
| R1 |
0.8074 |
0.8074 |
0.8040 |
0.8063 |
| PP |
0.8051 |
0.8051 |
0.8051 |
0.8045 |
| S1 |
0.8011 |
0.8011 |
0.8028 |
0.8000 |
| S2 |
0.7988 |
0.7988 |
0.8022 |
|
| S3 |
0.7925 |
0.7948 |
0.8017 |
|
| S4 |
0.7862 |
0.7885 |
0.7999 |
|
|
| 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 |
0.8239 |
0.8028 |
0.0211 |
2.6% |
0.0059 |
0.7% |
3% |
False |
True |
71 |
| 10 |
0.8381 |
0.8028 |
0.0353 |
4.4% |
0.0046 |
0.6% |
2% |
False |
True |
42 |
| 20 |
0.8434 |
0.8028 |
0.0406 |
5.1% |
0.0035 |
0.4% |
1% |
False |
True |
39 |
| 40 |
0.8455 |
0.8028 |
0.0427 |
5.3% |
0.0029 |
0.4% |
1% |
False |
True |
22 |
| 60 |
0.8470 |
0.8028 |
0.0442 |
5.5% |
0.0030 |
0.4% |
1% |
False |
True |
17 |
| 80 |
0.8492 |
0.8028 |
0.0464 |
5.8% |
0.0028 |
0.3% |
1% |
False |
True |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8359 |
|
2.618 |
0.8256 |
|
1.618 |
0.8193 |
|
1.000 |
0.8154 |
|
0.618 |
0.8130 |
|
HIGH |
0.8091 |
|
0.618 |
0.8067 |
|
0.500 |
0.8060 |
|
0.382 |
0.8052 |
|
LOW |
0.8028 |
|
0.618 |
0.7989 |
|
1.000 |
0.7965 |
|
1.618 |
0.7926 |
|
2.618 |
0.7863 |
|
4.250 |
0.7760 |
|
|
| Fisher Pivots for day following 01-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8060 |
0.8070 |
| PP |
0.8051 |
0.8058 |
| S1 |
0.8043 |
0.8046 |
|