CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 09-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7989 |
0.8037 |
0.0048 |
0.6% |
0.8076 |
| High |
0.8054 |
0.8095 |
0.0041 |
0.5% |
0.8100 |
| Low |
0.7977 |
0.8037 |
0.0060 |
0.8% |
0.7980 |
| Close |
0.8049 |
0.8064 |
0.0015 |
0.2% |
0.7985 |
| Range |
0.0077 |
0.0058 |
-0.0019 |
-24.7% |
0.0120 |
| ATR |
0.0051 |
0.0051 |
0.0001 |
1.0% |
0.0000 |
| Volume |
148 |
637 |
489 |
330.4% |
455 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8239 |
0.8210 |
0.8096 |
|
| R3 |
0.8181 |
0.8152 |
0.8080 |
|
| R2 |
0.8123 |
0.8123 |
0.8075 |
|
| R1 |
0.8094 |
0.8094 |
0.8069 |
0.8109 |
| PP |
0.8065 |
0.8065 |
0.8065 |
0.8073 |
| S1 |
0.8036 |
0.8036 |
0.8059 |
0.8051 |
| S2 |
0.8007 |
0.8007 |
0.8053 |
|
| S3 |
0.7949 |
0.7978 |
0.8048 |
|
| S4 |
0.7891 |
0.7920 |
0.8032 |
|
|
| 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 |
0.8099 |
0.7977 |
0.0122 |
1.5% |
0.0057 |
0.7% |
71% |
False |
False |
224 |
| 10 |
0.8156 |
0.7977 |
0.0179 |
2.2% |
0.0053 |
0.7% |
49% |
False |
False |
152 |
| 20 |
0.8434 |
0.7977 |
0.0457 |
5.7% |
0.0046 |
0.6% |
19% |
False |
False |
81 |
| 40 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0035 |
0.4% |
18% |
False |
False |
51 |
| 60 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0034 |
0.4% |
18% |
False |
False |
36 |
| 80 |
0.8492 |
0.7977 |
0.0515 |
6.4% |
0.0030 |
0.4% |
17% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8342 |
|
2.618 |
0.8247 |
|
1.618 |
0.8189 |
|
1.000 |
0.8153 |
|
0.618 |
0.8131 |
|
HIGH |
0.8095 |
|
0.618 |
0.8073 |
|
0.500 |
0.8066 |
|
0.382 |
0.8059 |
|
LOW |
0.8037 |
|
0.618 |
0.8001 |
|
1.000 |
0.7979 |
|
1.618 |
0.7943 |
|
2.618 |
0.7885 |
|
4.250 |
0.7791 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8066 |
0.8055 |
| PP |
0.8065 |
0.8045 |
| S1 |
0.8065 |
0.8036 |
|