CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 24-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
0.8118 |
0.8092 |
-0.0026 |
-0.3% |
0.8115 |
High |
0.8118 |
0.8099 |
-0.0019 |
-0.2% |
0.8180 |
Low |
0.8077 |
0.8061 |
-0.0016 |
-0.2% |
0.8070 |
Close |
0.8089 |
0.8096 |
0.0007 |
0.1% |
0.8173 |
Range |
0.0041 |
0.0038 |
-0.0003 |
-7.4% |
0.0110 |
ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
12 |
63 |
51 |
425.0% |
209 |
|
Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8198 |
0.8184 |
0.8116 |
|
R3 |
0.8160 |
0.8147 |
0.8106 |
|
R2 |
0.8123 |
0.8123 |
0.8102 |
|
R1 |
0.8109 |
0.8109 |
0.8099 |
0.8116 |
PP |
0.8085 |
0.8085 |
0.8085 |
0.8088 |
S1 |
0.8072 |
0.8072 |
0.8092 |
0.8078 |
S2 |
0.8048 |
0.8048 |
0.8089 |
|
S3 |
0.8010 |
0.8034 |
0.8085 |
|
S4 |
0.7973 |
0.7997 |
0.8075 |
|
|
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 |
0.8061 |
0.0119 |
1.5% |
0.0045 |
0.6% |
29% |
False |
True |
55 |
10 |
0.8180 |
0.8061 |
0.0119 |
1.5% |
0.0040 |
0.5% |
29% |
False |
True |
63 |
20 |
0.8188 |
0.7977 |
0.0211 |
2.6% |
0.0051 |
0.6% |
56% |
False |
False |
111 |
40 |
0.8454 |
0.7977 |
0.0477 |
5.9% |
0.0042 |
0.5% |
25% |
False |
False |
69 |
60 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0035 |
0.4% |
25% |
False |
False |
47 |
80 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0035 |
0.4% |
24% |
False |
False |
37 |
100 |
0.8598 |
0.7977 |
0.0621 |
7.7% |
0.0032 |
0.4% |
19% |
False |
False |
31 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8258 |
2.618 |
0.8197 |
1.618 |
0.8159 |
1.000 |
0.8136 |
0.618 |
0.8122 |
HIGH |
0.8099 |
0.618 |
0.8084 |
0.500 |
0.8080 |
0.382 |
0.8075 |
LOW |
0.8061 |
0.618 |
0.8038 |
1.000 |
0.8024 |
1.618 |
0.8000 |
2.618 |
0.7963 |
4.250 |
0.7902 |
|
|
Fisher Pivots for day following 24-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8090 |
0.8114 |
PP |
0.8085 |
0.8108 |
S1 |
0.8080 |
0.8102 |
|