CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 16-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8115 |
0.8120 |
0.0005 |
0.1% |
0.7989 |
| High |
0.8128 |
0.8130 |
0.0002 |
0.0% |
0.8188 |
| Low |
0.8115 |
0.8120 |
0.0005 |
0.1% |
0.7977 |
| Close |
0.8126 |
0.8129 |
0.0003 |
0.0% |
0.8125 |
| Range |
0.0013 |
0.0010 |
-0.0003 |
-23.1% |
0.0211 |
| ATR |
0.0054 |
0.0051 |
-0.0003 |
-5.8% |
0.0000 |
| Volume |
12 |
46 |
34 |
283.3% |
1,226 |
|
| Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8156 |
0.8153 |
0.8135 |
|
| R3 |
0.8146 |
0.8143 |
0.8132 |
|
| R2 |
0.8136 |
0.8136 |
0.8131 |
|
| R1 |
0.8133 |
0.8133 |
0.8130 |
0.8135 |
| PP |
0.8126 |
0.8126 |
0.8126 |
0.8127 |
| S1 |
0.8123 |
0.8123 |
0.8128 |
0.8125 |
| S2 |
0.8116 |
0.8116 |
0.8127 |
|
| S3 |
0.8106 |
0.8113 |
0.8126 |
|
| S4 |
0.8096 |
0.8103 |
0.8124 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8730 |
0.8638 |
0.8241 |
|
| R3 |
0.8519 |
0.8427 |
0.8183 |
|
| R2 |
0.8308 |
0.8308 |
0.8164 |
|
| R1 |
0.8216 |
0.8216 |
0.8144 |
0.8262 |
| PP |
0.8097 |
0.8097 |
0.8097 |
0.8120 |
| S1 |
0.8005 |
0.8005 |
0.8106 |
0.8051 |
| S2 |
0.7886 |
0.7886 |
0.8086 |
|
| S3 |
0.7675 |
0.7794 |
0.8067 |
|
| S4 |
0.7464 |
0.7583 |
0.8009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8188 |
0.8048 |
0.0140 |
1.7% |
0.0052 |
0.6% |
58% |
False |
False |
99 |
| 10 |
0.8188 |
0.7977 |
0.0211 |
2.6% |
0.0054 |
0.7% |
72% |
False |
False |
162 |
| 20 |
0.8360 |
0.7977 |
0.0383 |
4.7% |
0.0052 |
0.6% |
40% |
False |
False |
104 |
| 40 |
0.8454 |
0.7977 |
0.0477 |
5.9% |
0.0037 |
0.5% |
32% |
False |
False |
62 |
| 60 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0033 |
0.4% |
31% |
False |
False |
43 |
| 80 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0032 |
0.4% |
31% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8173 |
|
2.618 |
0.8156 |
|
1.618 |
0.8146 |
|
1.000 |
0.8140 |
|
0.618 |
0.8136 |
|
HIGH |
0.8130 |
|
0.618 |
0.8126 |
|
0.500 |
0.8125 |
|
0.382 |
0.8124 |
|
LOW |
0.8120 |
|
0.618 |
0.8114 |
|
1.000 |
0.8110 |
|
1.618 |
0.8104 |
|
2.618 |
0.8094 |
|
4.250 |
0.8078 |
|
|
| Fisher Pivots for day following 16-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8128 |
0.8127 |
| PP |
0.8126 |
0.8125 |
| S1 |
0.8125 |
0.8124 |
|