CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 18-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8127 |
0.8117 |
-0.0010 |
-0.1% |
0.7989 |
| High |
0.8127 |
0.8180 |
0.0053 |
0.7% |
0.8188 |
| Low |
0.8070 |
0.8111 |
0.0041 |
0.5% |
0.7977 |
| Close |
0.8126 |
0.8150 |
0.0024 |
0.3% |
0.8125 |
| Range |
0.0057 |
0.0069 |
0.0012 |
21.1% |
0.0211 |
| ATR |
0.0051 |
0.0053 |
0.0001 |
2.4% |
0.0000 |
| Volume |
8 |
63 |
55 |
687.5% |
1,226 |
|
| Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8354 |
0.8321 |
0.8188 |
|
| R3 |
0.8285 |
0.8252 |
0.8169 |
|
| R2 |
0.8216 |
0.8216 |
0.8163 |
|
| R1 |
0.8183 |
0.8183 |
0.8156 |
0.8200 |
| PP |
0.8147 |
0.8147 |
0.8147 |
0.8155 |
| S1 |
0.8114 |
0.8114 |
0.8144 |
0.8131 |
| S2 |
0.8078 |
0.8078 |
0.8137 |
|
| S3 |
0.8009 |
0.8045 |
0.8131 |
|
| S4 |
0.7940 |
0.7976 |
0.8112 |
|
|
| 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 |
0.8180 |
0.8070 |
0.0110 |
1.3% |
0.0035 |
0.4% |
73% |
True |
False |
33 |
| 10 |
0.8188 |
0.7977 |
0.0211 |
2.6% |
0.0056 |
0.7% |
82% |
False |
False |
159 |
| 20 |
0.8299 |
0.7977 |
0.0322 |
4.0% |
0.0054 |
0.7% |
54% |
False |
False |
106 |
| 40 |
0.8454 |
0.7977 |
0.0477 |
5.9% |
0.0039 |
0.5% |
36% |
False |
False |
64 |
| 60 |
0.8470 |
0.7977 |
0.0493 |
6.0% |
0.0034 |
0.4% |
35% |
False |
False |
44 |
| 80 |
0.8470 |
0.7977 |
0.0493 |
6.0% |
0.0034 |
0.4% |
35% |
False |
False |
35 |
| 100 |
0.8598 |
0.7977 |
0.0621 |
7.6% |
0.0031 |
0.4% |
28% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8473 |
|
2.618 |
0.8361 |
|
1.618 |
0.8292 |
|
1.000 |
0.8249 |
|
0.618 |
0.8223 |
|
HIGH |
0.8180 |
|
0.618 |
0.8154 |
|
0.500 |
0.8146 |
|
0.382 |
0.8137 |
|
LOW |
0.8111 |
|
0.618 |
0.8068 |
|
1.000 |
0.8042 |
|
1.618 |
0.7999 |
|
2.618 |
0.7930 |
|
4.250 |
0.7818 |
|
|
| Fisher Pivots for day following 18-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8149 |
0.8142 |
| PP |
0.8147 |
0.8133 |
| S1 |
0.8146 |
0.8125 |
|