CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 19-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8117 |
0.8151 |
0.0034 |
0.4% |
0.8115 |
| High |
0.8180 |
0.8179 |
-0.0001 |
0.0% |
0.8180 |
| Low |
0.8111 |
0.8140 |
0.0029 |
0.4% |
0.8070 |
| Close |
0.8150 |
0.8173 |
0.0023 |
0.3% |
0.8173 |
| Range |
0.0069 |
0.0039 |
-0.0030 |
-43.5% |
0.0110 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
63 |
80 |
17 |
27.0% |
209 |
|
| Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8281 |
0.8266 |
0.8194 |
|
| R3 |
0.8242 |
0.8227 |
0.8184 |
|
| R2 |
0.8203 |
0.8203 |
0.8180 |
|
| R1 |
0.8188 |
0.8188 |
0.8177 |
0.8196 |
| PP |
0.8164 |
0.8164 |
0.8164 |
0.8168 |
| S1 |
0.8149 |
0.8149 |
0.8169 |
0.8157 |
| S2 |
0.8125 |
0.8125 |
0.8166 |
|
| S3 |
0.8086 |
0.8110 |
0.8162 |
|
| S4 |
0.8047 |
0.8071 |
0.8152 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8471 |
0.8432 |
0.8234 |
|
| R3 |
0.8361 |
0.8322 |
0.8203 |
|
| R2 |
0.8251 |
0.8251 |
0.8193 |
|
| R1 |
0.8212 |
0.8212 |
0.8183 |
0.8232 |
| PP |
0.8141 |
0.8141 |
0.8141 |
0.8151 |
| S1 |
0.8102 |
0.8102 |
0.8163 |
0.8122 |
| S2 |
0.8031 |
0.8031 |
0.8153 |
|
| S3 |
0.7921 |
0.7992 |
0.8143 |
|
| S4 |
0.7811 |
0.7882 |
0.8113 |
|
|
| 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% |
0.0038 |
0.5% |
94% |
False |
False |
41 |
| 10 |
0.8188 |
0.7977 |
0.0211 |
2.6% |
0.0056 |
0.7% |
93% |
False |
False |
143 |
| 20 |
0.8299 |
0.7977 |
0.0322 |
3.9% |
0.0056 |
0.7% |
61% |
False |
False |
109 |
| 40 |
0.8454 |
0.7977 |
0.0477 |
5.8% |
0.0040 |
0.5% |
41% |
False |
False |
66 |
| 60 |
0.8455 |
0.7977 |
0.0478 |
5.8% |
0.0034 |
0.4% |
41% |
False |
False |
45 |
| 80 |
0.8470 |
0.7977 |
0.0493 |
6.0% |
0.0034 |
0.4% |
40% |
False |
False |
36 |
| 100 |
0.8598 |
0.7977 |
0.0621 |
7.6% |
0.0031 |
0.4% |
32% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8345 |
|
2.618 |
0.8281 |
|
1.618 |
0.8242 |
|
1.000 |
0.8218 |
|
0.618 |
0.8203 |
|
HIGH |
0.8179 |
|
0.618 |
0.8164 |
|
0.500 |
0.8160 |
|
0.382 |
0.8155 |
|
LOW |
0.8140 |
|
0.618 |
0.8116 |
|
1.000 |
0.8101 |
|
1.618 |
0.8077 |
|
2.618 |
0.8038 |
|
4.250 |
0.7974 |
|
|
| Fisher Pivots for day following 19-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8169 |
0.8157 |
| PP |
0.8164 |
0.8141 |
| S1 |
0.8160 |
0.8125 |
|