CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 30-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8194 |
0.8184 |
-0.0011 |
-0.1% |
0.8166 |
| High |
0.8203 |
0.8219 |
0.0016 |
0.2% |
0.8166 |
| Low |
0.8140 |
0.8183 |
0.0044 |
0.5% |
0.8061 |
| Close |
0.8188 |
0.8195 |
0.0007 |
0.1% |
0.8096 |
| Range |
0.0064 |
0.0036 |
-0.0028 |
-43.3% |
0.0105 |
| ATR |
0.0053 |
0.0051 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
32 |
368 |
336 |
1,050.0% |
273 |
|
| Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8307 |
0.8287 |
0.8215 |
|
| R3 |
0.8271 |
0.8251 |
0.8205 |
|
| R2 |
0.8235 |
0.8235 |
0.8202 |
|
| R1 |
0.8215 |
0.8215 |
0.8198 |
0.8225 |
| PP |
0.8199 |
0.8199 |
0.8199 |
0.8204 |
| S1 |
0.8179 |
0.8179 |
0.8192 |
0.8189 |
| S2 |
0.8163 |
0.8163 |
0.8188 |
|
| S3 |
0.8127 |
0.8143 |
0.8185 |
|
| S4 |
0.8091 |
0.8107 |
0.8175 |
|
|
| 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 |
0.8219 |
0.8061 |
0.0158 |
1.9% |
0.0042 |
0.5% |
85% |
True |
False |
120 |
| 10 |
0.8219 |
0.8061 |
0.0158 |
1.9% |
0.0046 |
0.6% |
85% |
True |
False |
82 |
| 20 |
0.8219 |
0.7977 |
0.0242 |
3.0% |
0.0050 |
0.6% |
90% |
True |
False |
122 |
| 40 |
0.8434 |
0.7977 |
0.0457 |
5.6% |
0.0044 |
0.5% |
48% |
False |
False |
82 |
| 60 |
0.8455 |
0.7977 |
0.0478 |
5.8% |
0.0037 |
0.4% |
46% |
False |
False |
56 |
| 80 |
0.8470 |
0.7977 |
0.0493 |
6.0% |
0.0036 |
0.4% |
44% |
False |
False |
44 |
| 100 |
0.8492 |
0.7977 |
0.0515 |
6.3% |
0.0033 |
0.4% |
42% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8372 |
|
2.618 |
0.8313 |
|
1.618 |
0.8277 |
|
1.000 |
0.8255 |
|
0.618 |
0.8241 |
|
HIGH |
0.8219 |
|
0.618 |
0.8205 |
|
0.500 |
0.8201 |
|
0.382 |
0.8197 |
|
LOW |
0.8183 |
|
0.618 |
0.8161 |
|
1.000 |
0.8147 |
|
1.618 |
0.8125 |
|
2.618 |
0.8089 |
|
4.250 |
0.8030 |
|
|
| Fisher Pivots for day following 30-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8201 |
0.8181 |
| PP |
0.8199 |
0.8167 |
| S1 |
0.8197 |
0.8152 |
|