CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 04-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8095 |
0.8053 |
-0.0042 |
-0.5% |
0.8230 |
| High |
0.8099 |
0.8094 |
-0.0005 |
-0.1% |
0.8239 |
| Low |
0.8039 |
0.8045 |
0.0006 |
0.1% |
0.8068 |
| Close |
0.8065 |
0.8063 |
-0.0002 |
0.0% |
0.8085 |
| Range |
0.0060 |
0.0049 |
-0.0011 |
-18.3% |
0.0171 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
0.5% |
0.0000 |
| Volume |
41 |
55 |
14 |
34.1% |
290 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8214 |
0.8188 |
0.8090 |
|
| R3 |
0.8165 |
0.8139 |
0.8076 |
|
| R2 |
0.8116 |
0.8116 |
0.8072 |
|
| R1 |
0.8090 |
0.8090 |
0.8067 |
0.8103 |
| PP |
0.8067 |
0.8067 |
0.8067 |
0.8074 |
| S1 |
0.8041 |
0.8041 |
0.8059 |
0.8054 |
| S2 |
0.8018 |
0.8018 |
0.8054 |
|
| S3 |
0.7969 |
0.7992 |
0.8050 |
|
| S4 |
0.7920 |
0.7943 |
0.8036 |
|
|
| 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 |
0.8106 |
0.8028 |
0.0078 |
1.0% |
0.0051 |
0.6% |
45% |
False |
False |
68 |
| 10 |
0.8299 |
0.8028 |
0.0271 |
3.4% |
0.0053 |
0.7% |
13% |
False |
False |
52 |
| 20 |
0.8434 |
0.8028 |
0.0406 |
5.0% |
0.0040 |
0.5% |
9% |
False |
False |
39 |
| 40 |
0.8455 |
0.8028 |
0.0427 |
5.3% |
0.0033 |
0.4% |
8% |
False |
False |
25 |
| 60 |
0.8470 |
0.8028 |
0.0442 |
5.5% |
0.0032 |
0.4% |
8% |
False |
False |
19 |
| 80 |
0.8492 |
0.8028 |
0.0464 |
5.8% |
0.0029 |
0.4% |
8% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8302 |
|
2.618 |
0.8222 |
|
1.618 |
0.8173 |
|
1.000 |
0.8143 |
|
0.618 |
0.8124 |
|
HIGH |
0.8094 |
|
0.618 |
0.8075 |
|
0.500 |
0.8070 |
|
0.382 |
0.8064 |
|
LOW |
0.8045 |
|
0.618 |
0.8015 |
|
1.000 |
0.7996 |
|
1.618 |
0.7966 |
|
2.618 |
0.7917 |
|
4.250 |
0.7837 |
|
|
| Fisher Pivots for day following 04-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8070 |
0.8068 |
| PP |
0.8067 |
0.8066 |
| S1 |
0.8065 |
0.8065 |
|