CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 25-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
0.8092 |
0.8093 |
0.0002 |
0.0% |
0.8115 |
High |
0.8099 |
0.8118 |
0.0020 |
0.2% |
0.8180 |
Low |
0.8061 |
0.8086 |
0.0025 |
0.3% |
0.8070 |
Close |
0.8096 |
0.8110 |
0.0014 |
0.2% |
0.8173 |
Range |
0.0038 |
0.0032 |
-0.0006 |
-14.7% |
0.0110 |
ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
63 |
76 |
13 |
20.6% |
209 |
|
Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8201 |
0.8187 |
0.8127 |
|
R3 |
0.8169 |
0.8155 |
0.8118 |
|
R2 |
0.8137 |
0.8137 |
0.8115 |
|
R1 |
0.8123 |
0.8123 |
0.8112 |
0.8130 |
PP |
0.8105 |
0.8105 |
0.8105 |
0.8108 |
S1 |
0.8091 |
0.8091 |
0.8107 |
0.8098 |
S2 |
0.8073 |
0.8073 |
0.8104 |
|
S3 |
0.8041 |
0.8059 |
0.8101 |
|
S4 |
0.8009 |
0.8027 |
0.8092 |
|
|
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 |
0.8179 |
0.8061 |
0.0118 |
1.5% |
0.0038 |
0.5% |
41% |
False |
False |
57 |
10 |
0.8180 |
0.8061 |
0.0119 |
1.5% |
0.0036 |
0.4% |
41% |
False |
False |
45 |
20 |
0.8188 |
0.7977 |
0.0211 |
2.6% |
0.0050 |
0.6% |
63% |
False |
False |
111 |
40 |
0.8434 |
0.7977 |
0.0457 |
5.6% |
0.0041 |
0.5% |
29% |
False |
False |
70 |
60 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0035 |
0.4% |
28% |
False |
False |
48 |
80 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0035 |
0.4% |
27% |
False |
False |
38 |
100 |
0.8565 |
0.7977 |
0.0588 |
7.3% |
0.0031 |
0.4% |
23% |
False |
False |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8254 |
2.618 |
0.8202 |
1.618 |
0.8170 |
1.000 |
0.8150 |
0.618 |
0.8138 |
HIGH |
0.8118 |
0.618 |
0.8106 |
0.500 |
0.8102 |
0.382 |
0.8098 |
LOW |
0.8086 |
0.618 |
0.8066 |
1.000 |
0.8054 |
1.618 |
0.8034 |
2.618 |
0.8002 |
4.250 |
0.7950 |
|
|
Fisher Pivots for day following 25-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8107 |
0.8103 |
PP |
0.8105 |
0.8096 |
S1 |
0.8102 |
0.8090 |
|