CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 05-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
0.8053 |
0.8020 |
-0.0033 |
-0.4% |
0.8076 |
High |
0.8094 |
0.8020 |
-0.0074 |
-0.9% |
0.8100 |
Low |
0.8045 |
0.7980 |
-0.0065 |
-0.8% |
0.7980 |
Close |
0.8063 |
0.7985 |
-0.0078 |
-1.0% |
0.7985 |
Range |
0.0049 |
0.0040 |
-0.0009 |
-18.4% |
0.0120 |
ATR |
0.0046 |
0.0049 |
0.0003 |
5.7% |
0.0000 |
Volume |
55 |
240 |
185 |
336.4% |
455 |
|
Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8115 |
0.8090 |
0.8007 |
|
R3 |
0.8075 |
0.8050 |
0.7996 |
|
R2 |
0.8035 |
0.8035 |
0.7992 |
|
R1 |
0.8010 |
0.8010 |
0.7989 |
0.8003 |
PP |
0.7995 |
0.7995 |
0.7995 |
0.7991 |
S1 |
0.7970 |
0.7970 |
0.7981 |
0.7963 |
S2 |
0.7955 |
0.7955 |
0.7978 |
|
S3 |
0.7915 |
0.7930 |
0.7974 |
|
S4 |
0.7875 |
0.7890 |
0.7963 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8382 |
0.8303 |
0.8051 |
|
R3 |
0.8262 |
0.8183 |
0.8018 |
|
R2 |
0.8142 |
0.8142 |
0.8007 |
|
R1 |
0.8063 |
0.8063 |
0.7996 |
0.8043 |
PP |
0.8022 |
0.8022 |
0.8022 |
0.8011 |
S1 |
0.7943 |
0.7943 |
0.7974 |
0.7923 |
S2 |
0.7902 |
0.7902 |
0.7963 |
|
S3 |
0.7782 |
0.7823 |
0.7952 |
|
S4 |
0.7662 |
0.7703 |
0.7919 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8100 |
0.7980 |
0.0120 |
1.5% |
0.0055 |
0.7% |
4% |
False |
True |
91 |
10 |
0.8299 |
0.7980 |
0.0319 |
4.0% |
0.0055 |
0.7% |
2% |
False |
True |
75 |
20 |
0.8434 |
0.7980 |
0.0454 |
5.7% |
0.0041 |
0.5% |
1% |
False |
True |
45 |
40 |
0.8455 |
0.7980 |
0.0475 |
5.9% |
0.0034 |
0.4% |
1% |
False |
True |
31 |
60 |
0.8470 |
0.7980 |
0.0490 |
6.1% |
0.0032 |
0.4% |
1% |
False |
True |
23 |
80 |
0.8492 |
0.7980 |
0.0512 |
6.4% |
0.0029 |
0.4% |
1% |
False |
True |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8190 |
2.618 |
0.8125 |
1.618 |
0.8085 |
1.000 |
0.8060 |
0.618 |
0.8045 |
HIGH |
0.8020 |
0.618 |
0.8005 |
0.500 |
0.8000 |
0.382 |
0.7995 |
LOW |
0.7980 |
0.618 |
0.7955 |
1.000 |
0.7940 |
1.618 |
0.7915 |
2.618 |
0.7875 |
4.250 |
0.7810 |
|
|
Fisher Pivots for day following 05-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8000 |
0.8040 |
PP |
0.7995 |
0.8021 |
S1 |
0.7990 |
0.8003 |
|