CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 02-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8076 |
0.8050 |
-0.0026 |
-0.3% |
0.8230 |
| High |
0.8091 |
0.8100 |
0.0009 |
0.1% |
0.8239 |
| Low |
0.8028 |
0.8036 |
0.0008 |
0.1% |
0.8068 |
| Close |
0.8034 |
0.8084 |
0.0050 |
0.6% |
0.8085 |
| Range |
0.0063 |
0.0064 |
0.0001 |
1.6% |
0.0171 |
| ATR |
0.0043 |
0.0045 |
0.0002 |
3.7% |
0.0000 |
| Volume |
66 |
53 |
-13 |
-19.7% |
290 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8265 |
0.8239 |
0.8119 |
|
| R3 |
0.8201 |
0.8175 |
0.8102 |
|
| R2 |
0.8137 |
0.8137 |
0.8096 |
|
| R1 |
0.8111 |
0.8111 |
0.8090 |
0.8124 |
| PP |
0.8073 |
0.8073 |
0.8073 |
0.8080 |
| S1 |
0.8047 |
0.8047 |
0.8078 |
0.8060 |
| S2 |
0.8009 |
0.8009 |
0.8072 |
|
| S3 |
0.7945 |
0.7983 |
0.8066 |
|
| S4 |
0.7881 |
0.7919 |
0.8049 |
|
|
| 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 |
0.8156 |
0.8028 |
0.0128 |
1.6% |
0.0050 |
0.6% |
44% |
False |
False |
79 |
| 10 |
0.8360 |
0.8028 |
0.0332 |
4.1% |
0.0051 |
0.6% |
17% |
False |
False |
47 |
| 20 |
0.8434 |
0.8028 |
0.0406 |
5.0% |
0.0037 |
0.5% |
14% |
False |
False |
42 |
| 40 |
0.8455 |
0.8028 |
0.0427 |
5.3% |
0.0030 |
0.4% |
13% |
False |
False |
23 |
| 60 |
0.8470 |
0.8028 |
0.0442 |
5.5% |
0.0031 |
0.4% |
13% |
False |
False |
18 |
| 80 |
0.8492 |
0.8028 |
0.0464 |
5.7% |
0.0028 |
0.4% |
12% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8372 |
|
2.618 |
0.8268 |
|
1.618 |
0.8204 |
|
1.000 |
0.8164 |
|
0.618 |
0.8140 |
|
HIGH |
0.8100 |
|
0.618 |
0.8076 |
|
0.500 |
0.8068 |
|
0.382 |
0.8060 |
|
LOW |
0.8036 |
|
0.618 |
0.7996 |
|
1.000 |
0.7972 |
|
1.618 |
0.7932 |
|
2.618 |
0.7868 |
|
4.250 |
0.7764 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8079 |
0.8078 |
| PP |
0.8073 |
0.8073 |
| S1 |
0.8068 |
0.8067 |
|