CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 11-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8060 |
0.8160 |
0.0100 |
1.2% |
0.8076 |
| High |
0.8188 |
0.8160 |
-0.0028 |
-0.3% |
0.8100 |
| Low |
0.8048 |
0.8090 |
0.0042 |
0.5% |
0.7980 |
| Close |
0.8174 |
0.8126 |
-0.0048 |
-0.6% |
0.7985 |
| Range |
0.0140 |
0.0070 |
-0.0070 |
-50.0% |
0.0120 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.3% |
0.0000 |
| Volume |
150 |
252 |
102 |
68.0% |
455 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8335 |
0.8301 |
0.8165 |
|
| R3 |
0.8265 |
0.8231 |
0.8145 |
|
| R2 |
0.8195 |
0.8195 |
0.8139 |
|
| R1 |
0.8161 |
0.8161 |
0.8132 |
0.8143 |
| PP |
0.8125 |
0.8125 |
0.8125 |
0.8117 |
| S1 |
0.8091 |
0.8091 |
0.8120 |
0.8073 |
| S2 |
0.8055 |
0.8055 |
0.8113 |
|
| S3 |
0.7985 |
0.8021 |
0.8107 |
|
| S4 |
0.7915 |
0.7951 |
0.8088 |
|
|
| 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% |
0.0077 |
0.9% |
71% |
False |
False |
285 |
| 10 |
0.8188 |
0.7977 |
0.0211 |
2.6% |
0.0064 |
0.8% |
71% |
False |
False |
176 |
| 20 |
0.8434 |
0.7977 |
0.0457 |
5.6% |
0.0054 |
0.7% |
33% |
False |
False |
101 |
| 40 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0038 |
0.5% |
31% |
False |
False |
60 |
| 60 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0035 |
0.4% |
30% |
False |
False |
43 |
| 80 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0032 |
0.4% |
30% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8458 |
|
2.618 |
0.8343 |
|
1.618 |
0.8273 |
|
1.000 |
0.8230 |
|
0.618 |
0.8203 |
|
HIGH |
0.8160 |
|
0.618 |
0.8133 |
|
0.500 |
0.8125 |
|
0.382 |
0.8117 |
|
LOW |
0.8090 |
|
0.618 |
0.8047 |
|
1.000 |
0.8020 |
|
1.618 |
0.7977 |
|
2.618 |
0.7907 |
|
4.250 |
0.7793 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8126 |
0.8122 |
| PP |
0.8125 |
0.8117 |
| S1 |
0.8125 |
0.8113 |
|