CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 23-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
0.8166 |
0.8118 |
-0.0049 |
-0.6% |
0.8115 |
High |
0.8166 |
0.8118 |
-0.0049 |
-0.6% |
0.8180 |
Low |
0.8126 |
0.8077 |
-0.0049 |
-0.6% |
0.8070 |
Close |
0.8126 |
0.8089 |
-0.0038 |
-0.5% |
0.8173 |
Range |
0.0040 |
0.0041 |
0.0001 |
1.3% |
0.0110 |
ATR |
0.0051 |
0.0051 |
0.0000 |
-0.3% |
0.0000 |
Volume |
58 |
12 |
-46 |
-79.3% |
209 |
|
Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8216 |
0.8193 |
0.8111 |
|
R3 |
0.8175 |
0.8152 |
0.8100 |
|
R2 |
0.8135 |
0.8135 |
0.8096 |
|
R1 |
0.8112 |
0.8112 |
0.8092 |
0.8103 |
PP |
0.8094 |
0.8094 |
0.8094 |
0.8090 |
S1 |
0.8071 |
0.8071 |
0.8085 |
0.8063 |
S2 |
0.8054 |
0.8054 |
0.8081 |
|
S3 |
0.8013 |
0.8031 |
0.8077 |
|
S4 |
0.7973 |
0.7990 |
0.8066 |
|
|
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% |
0.0049 |
0.6% |
17% |
False |
False |
44 |
10 |
0.8188 |
0.8048 |
0.0140 |
1.7% |
0.0050 |
0.6% |
29% |
False |
False |
72 |
20 |
0.8188 |
0.7977 |
0.0211 |
2.6% |
0.0052 |
0.6% |
53% |
False |
False |
112 |
40 |
0.8454 |
0.7977 |
0.0477 |
5.9% |
0.0041 |
0.5% |
23% |
False |
False |
68 |
60 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0035 |
0.4% |
23% |
False |
False |
46 |
80 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0034 |
0.4% |
23% |
False |
False |
37 |
100 |
0.8598 |
0.7977 |
0.0621 |
7.7% |
0.0031 |
0.4% |
18% |
False |
False |
31 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8290 |
2.618 |
0.8224 |
1.618 |
0.8183 |
1.000 |
0.8158 |
0.618 |
0.8143 |
HIGH |
0.8118 |
0.618 |
0.8102 |
0.500 |
0.8097 |
0.382 |
0.8092 |
LOW |
0.8077 |
0.618 |
0.8052 |
1.000 |
0.8037 |
1.618 |
0.8011 |
2.618 |
0.7971 |
4.250 |
0.7905 |
|
|
Fisher Pivots for day following 23-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8097 |
0.8128 |
PP |
0.8094 |
0.8115 |
S1 |
0.8091 |
0.8102 |
|