CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 08-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
0.8020 |
0.7989 |
-0.0031 |
-0.4% |
0.8076 |
High |
0.8020 |
0.8054 |
0.0034 |
0.4% |
0.8100 |
Low |
0.7980 |
0.7977 |
-0.0003 |
0.0% |
0.7980 |
Close |
0.7985 |
0.8049 |
0.0064 |
0.8% |
0.7985 |
Range |
0.0040 |
0.0077 |
0.0037 |
92.5% |
0.0120 |
ATR |
0.0049 |
0.0051 |
0.0002 |
4.1% |
0.0000 |
Volume |
240 |
148 |
-92 |
-38.3% |
455 |
|
Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8258 |
0.8230 |
0.8091 |
|
R3 |
0.8181 |
0.8153 |
0.8070 |
|
R2 |
0.8104 |
0.8104 |
0.8063 |
|
R1 |
0.8076 |
0.8076 |
0.8056 |
0.8090 |
PP |
0.8027 |
0.8027 |
0.8027 |
0.8034 |
S1 |
0.7999 |
0.7999 |
0.8042 |
0.8013 |
S2 |
0.7950 |
0.7950 |
0.8035 |
|
S3 |
0.7873 |
0.7922 |
0.8028 |
|
S4 |
0.7796 |
0.7845 |
0.8007 |
|
|
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 |
0.7977 |
0.0123 |
1.5% |
0.0058 |
0.7% |
59% |
False |
True |
107 |
10 |
0.8239 |
0.7977 |
0.0262 |
3.3% |
0.0058 |
0.7% |
27% |
False |
True |
89 |
20 |
0.8434 |
0.7977 |
0.0457 |
5.7% |
0.0044 |
0.5% |
16% |
False |
True |
52 |
40 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0035 |
0.4% |
15% |
False |
True |
35 |
60 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0033 |
0.4% |
15% |
False |
True |
26 |
80 |
0.8492 |
0.7977 |
0.0515 |
6.4% |
0.0030 |
0.4% |
14% |
False |
True |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8381 |
2.618 |
0.8256 |
1.618 |
0.8179 |
1.000 |
0.8131 |
0.618 |
0.8102 |
HIGH |
0.8054 |
0.618 |
0.8025 |
0.500 |
0.8016 |
0.382 |
0.8006 |
LOW |
0.7977 |
0.618 |
0.7929 |
1.000 |
0.7900 |
1.618 |
0.7852 |
2.618 |
0.7775 |
4.250 |
0.7650 |
|
|
Fisher Pivots for day following 08-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8038 |
0.8045 |
PP |
0.8027 |
0.8040 |
S1 |
0.8016 |
0.8036 |
|