CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 10-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8037 |
0.8060 |
0.0023 |
0.3% |
0.8076 |
| High |
0.8095 |
0.8188 |
0.0093 |
1.1% |
0.8100 |
| Low |
0.8037 |
0.8048 |
0.0011 |
0.1% |
0.7980 |
| Close |
0.8064 |
0.8174 |
0.0110 |
1.4% |
0.7985 |
| Range |
0.0058 |
0.0140 |
0.0082 |
141.4% |
0.0120 |
| ATR |
0.0051 |
0.0058 |
0.0006 |
12.3% |
0.0000 |
| Volume |
637 |
150 |
-487 |
-76.5% |
455 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8557 |
0.8505 |
0.8251 |
|
| R3 |
0.8417 |
0.8365 |
0.8213 |
|
| R2 |
0.8277 |
0.8277 |
0.8200 |
|
| R1 |
0.8225 |
0.8225 |
0.8187 |
0.8251 |
| PP |
0.8137 |
0.8137 |
0.8137 |
0.8150 |
| S1 |
0.8085 |
0.8085 |
0.8161 |
0.8111 |
| S2 |
0.7997 |
0.7997 |
0.8148 |
|
| S3 |
0.7857 |
0.7945 |
0.8136 |
|
| S4 |
0.7717 |
0.7805 |
0.8097 |
|
|
| 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 |
0.8188 |
0.7977 |
0.0211 |
2.6% |
0.0073 |
0.9% |
93% |
True |
False |
246 |
| 10 |
0.8188 |
0.7977 |
0.0211 |
2.6% |
0.0062 |
0.8% |
93% |
True |
False |
160 |
| 20 |
0.8434 |
0.7977 |
0.0457 |
5.6% |
0.0053 |
0.6% |
43% |
False |
False |
88 |
| 40 |
0.8455 |
0.7977 |
0.0478 |
5.8% |
0.0037 |
0.5% |
41% |
False |
False |
54 |
| 60 |
0.8470 |
0.7977 |
0.0493 |
6.0% |
0.0036 |
0.4% |
40% |
False |
False |
39 |
| 80 |
0.8470 |
0.7977 |
0.0493 |
6.0% |
0.0031 |
0.4% |
40% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8783 |
|
2.618 |
0.8555 |
|
1.618 |
0.8415 |
|
1.000 |
0.8328 |
|
0.618 |
0.8275 |
|
HIGH |
0.8188 |
|
0.618 |
0.8135 |
|
0.500 |
0.8118 |
|
0.382 |
0.8101 |
|
LOW |
0.8048 |
|
0.618 |
0.7961 |
|
1.000 |
0.7908 |
|
1.618 |
0.7821 |
|
2.618 |
0.7681 |
|
4.250 |
0.7453 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8155 |
0.8144 |
| PP |
0.8137 |
0.8113 |
| S1 |
0.8118 |
0.8083 |
|