CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 22-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
0.8151 |
0.8166 |
0.0015 |
0.2% |
0.8115 |
High |
0.8179 |
0.8166 |
-0.0013 |
-0.2% |
0.8180 |
Low |
0.8140 |
0.8126 |
-0.0014 |
-0.2% |
0.8070 |
Close |
0.8173 |
0.8126 |
-0.0047 |
-0.6% |
0.8173 |
Range |
0.0039 |
0.0040 |
0.0001 |
2.6% |
0.0110 |
ATR |
0.0052 |
0.0051 |
0.0000 |
-0.6% |
0.0000 |
Volume |
80 |
58 |
-22 |
-27.5% |
209 |
|
Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8259 |
0.8233 |
0.8148 |
|
R3 |
0.8219 |
0.8193 |
0.8137 |
|
R2 |
0.8179 |
0.8179 |
0.8133 |
|
R1 |
0.8153 |
0.8153 |
0.8130 |
0.8146 |
PP |
0.8139 |
0.8139 |
0.8139 |
0.8136 |
S1 |
0.8113 |
0.8113 |
0.8122 |
0.8106 |
S2 |
0.8099 |
0.8099 |
0.8119 |
|
S3 |
0.8059 |
0.8073 |
0.8115 |
|
S4 |
0.8019 |
0.8033 |
0.8104 |
|
|
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 |
1.4% |
0.0043 |
0.5% |
51% |
False |
False |
51 |
10 |
0.8188 |
0.8037 |
0.0151 |
1.9% |
0.0052 |
0.6% |
59% |
False |
False |
134 |
20 |
0.8239 |
0.7977 |
0.0262 |
3.2% |
0.0055 |
0.7% |
57% |
False |
False |
111 |
40 |
0.8454 |
0.7977 |
0.0477 |
5.9% |
0.0040 |
0.5% |
31% |
False |
False |
67 |
60 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0035 |
0.4% |
31% |
False |
False |
46 |
80 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0034 |
0.4% |
30% |
False |
False |
37 |
100 |
0.8598 |
0.7977 |
0.0621 |
7.6% |
0.0031 |
0.4% |
24% |
False |
False |
31 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8336 |
2.618 |
0.8271 |
1.618 |
0.8231 |
1.000 |
0.8206 |
0.618 |
0.8191 |
HIGH |
0.8166 |
0.618 |
0.8151 |
0.500 |
0.8146 |
0.382 |
0.8141 |
LOW |
0.8126 |
0.618 |
0.8101 |
1.000 |
0.8086 |
1.618 |
0.8061 |
2.618 |
0.8021 |
4.250 |
0.7956 |
|
|
Fisher Pivots for day following 22-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8146 |
0.8146 |
PP |
0.8139 |
0.8139 |
S1 |
0.8133 |
0.8133 |
|