CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 26-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
0.8093 |
0.8113 |
0.0020 |
0.2% |
0.8166 |
High |
0.8118 |
0.8127 |
0.0009 |
0.1% |
0.8166 |
Low |
0.8086 |
0.8086 |
-0.0001 |
0.0% |
0.8061 |
Close |
0.8110 |
0.8096 |
-0.0014 |
-0.2% |
0.8096 |
Range |
0.0032 |
0.0042 |
0.0010 |
29.7% |
0.0105 |
ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
76 |
64 |
-12 |
-15.8% |
273 |
|
Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8227 |
0.8203 |
0.8118 |
|
R3 |
0.8186 |
0.8161 |
0.8107 |
|
R2 |
0.8144 |
0.8144 |
0.8103 |
|
R1 |
0.8120 |
0.8120 |
0.8099 |
0.8111 |
PP |
0.8103 |
0.8103 |
0.8103 |
0.8098 |
S1 |
0.8078 |
0.8078 |
0.8092 |
0.8070 |
S2 |
0.8061 |
0.8061 |
0.8088 |
|
S3 |
0.8020 |
0.8037 |
0.8084 |
|
S4 |
0.7978 |
0.7995 |
0.8073 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8423 |
0.8364 |
0.8153 |
|
R3 |
0.8318 |
0.8259 |
0.8124 |
|
R2 |
0.8213 |
0.8213 |
0.8115 |
|
R1 |
0.8154 |
0.8154 |
0.8105 |
0.8131 |
PP |
0.8108 |
0.8108 |
0.8108 |
0.8096 |
S1 |
0.8049 |
0.8049 |
0.8086 |
0.8026 |
S2 |
0.8003 |
0.8003 |
0.8076 |
|
S3 |
0.7898 |
0.7944 |
0.8067 |
|
S4 |
0.7793 |
0.7839 |
0.8038 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8166 |
0.8061 |
0.0105 |
1.3% |
0.0038 |
0.5% |
33% |
False |
False |
54 |
10 |
0.8180 |
0.8061 |
0.0119 |
1.5% |
0.0038 |
0.5% |
29% |
False |
False |
48 |
20 |
0.8188 |
0.7977 |
0.0211 |
2.6% |
0.0051 |
0.6% |
56% |
False |
False |
108 |
40 |
0.8434 |
0.7977 |
0.0457 |
5.6% |
0.0042 |
0.5% |
26% |
False |
False |
72 |
60 |
0.8455 |
0.7977 |
0.0478 |
5.9% |
0.0036 |
0.4% |
25% |
False |
False |
49 |
80 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0035 |
0.4% |
24% |
False |
False |
39 |
100 |
0.8548 |
0.7977 |
0.0571 |
7.1% |
0.0032 |
0.4% |
21% |
False |
False |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8303 |
2.618 |
0.8236 |
1.618 |
0.8194 |
1.000 |
0.8169 |
0.618 |
0.8153 |
HIGH |
0.8127 |
0.618 |
0.8111 |
0.500 |
0.8106 |
0.382 |
0.8101 |
LOW |
0.8086 |
0.618 |
0.8060 |
1.000 |
0.8044 |
1.618 |
0.8018 |
2.618 |
0.7977 |
4.250 |
0.7909 |
|
|
Fisher Pivots for day following 26-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8106 |
0.8095 |
PP |
0.8103 |
0.8095 |
S1 |
0.8099 |
0.8094 |
|