CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 29-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8113 |
0.8194 |
0.0081 |
1.0% |
0.8166 |
| High |
0.8127 |
0.8203 |
0.0076 |
0.9% |
0.8166 |
| Low |
0.8086 |
0.8140 |
0.0054 |
0.7% |
0.8061 |
| Close |
0.8096 |
0.8188 |
0.0093 |
1.1% |
0.8096 |
| Range |
0.0042 |
0.0064 |
0.0022 |
53.0% |
0.0105 |
| ATR |
0.0048 |
0.0053 |
0.0004 |
8.7% |
0.0000 |
| Volume |
64 |
32 |
-32 |
-50.0% |
273 |
|
| Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8367 |
0.8341 |
0.8223 |
|
| R3 |
0.8304 |
0.8278 |
0.8205 |
|
| R2 |
0.8240 |
0.8240 |
0.8200 |
|
| R1 |
0.8214 |
0.8214 |
0.8194 |
0.8196 |
| PP |
0.8177 |
0.8177 |
0.8177 |
0.8168 |
| S1 |
0.8151 |
0.8151 |
0.8182 |
0.8132 |
| S2 |
0.8113 |
0.8113 |
0.8176 |
|
| S3 |
0.8050 |
0.8087 |
0.8171 |
|
| S4 |
0.7986 |
0.8024 |
0.8153 |
|
|
| 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 |
0.8203 |
0.8061 |
0.0142 |
1.7% |
0.0043 |
0.5% |
89% |
True |
False |
49 |
| 10 |
0.8203 |
0.8061 |
0.0142 |
1.7% |
0.0043 |
0.5% |
89% |
True |
False |
50 |
| 20 |
0.8203 |
0.7977 |
0.0226 |
2.8% |
0.0051 |
0.6% |
93% |
True |
False |
106 |
| 40 |
0.8434 |
0.7977 |
0.0457 |
5.6% |
0.0043 |
0.5% |
46% |
False |
False |
73 |
| 60 |
0.8455 |
0.7977 |
0.0478 |
5.8% |
0.0037 |
0.4% |
44% |
False |
False |
50 |
| 80 |
0.8470 |
0.7977 |
0.0493 |
6.0% |
0.0035 |
0.4% |
43% |
False |
False |
40 |
| 100 |
0.8492 |
0.7977 |
0.0515 |
6.3% |
0.0032 |
0.4% |
41% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8473 |
|
2.618 |
0.8369 |
|
1.618 |
0.8306 |
|
1.000 |
0.8267 |
|
0.618 |
0.8242 |
|
HIGH |
0.8203 |
|
0.618 |
0.8179 |
|
0.500 |
0.8171 |
|
0.382 |
0.8164 |
|
LOW |
0.8140 |
|
0.618 |
0.8100 |
|
1.000 |
0.8076 |
|
1.618 |
0.8037 |
|
2.618 |
0.7973 |
|
4.250 |
0.7870 |
|
|
| Fisher Pivots for day following 29-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8182 |
0.8173 |
| PP |
0.8177 |
0.8159 |
| S1 |
0.8171 |
0.8144 |
|