CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 02-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
0.8062 |
0.8024 |
-0.0038 |
-0.5% |
0.8235 |
High |
0.8084 |
0.8091 |
0.0007 |
0.1% |
0.8244 |
Low |
0.8015 |
0.8006 |
-0.0009 |
-0.1% |
0.8045 |
Close |
0.8021 |
0.8071 |
0.0050 |
0.6% |
0.8072 |
Range |
0.0069 |
0.0085 |
0.0016 |
23.2% |
0.0199 |
ATR |
0.0056 |
0.0059 |
0.0002 |
3.6% |
0.0000 |
Volume |
5,001 |
8,020 |
3,019 |
60.4% |
18,329 |
|
Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8311 |
0.8276 |
0.8118 |
|
R3 |
0.8226 |
0.8191 |
0.8094 |
|
R2 |
0.8141 |
0.8141 |
0.8087 |
|
R1 |
0.8106 |
0.8106 |
0.8079 |
0.8124 |
PP |
0.8056 |
0.8056 |
0.8056 |
0.8065 |
S1 |
0.8021 |
0.8021 |
0.8063 |
0.8039 |
S2 |
0.7971 |
0.7971 |
0.8055 |
|
S3 |
0.7886 |
0.7936 |
0.8048 |
|
S4 |
0.7801 |
0.7851 |
0.8024 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8717 |
0.8594 |
0.8181 |
|
R3 |
0.8518 |
0.8395 |
0.8127 |
|
R2 |
0.8319 |
0.8319 |
0.8108 |
|
R1 |
0.8196 |
0.8196 |
0.8090 |
0.8158 |
PP |
0.8120 |
0.8120 |
0.8120 |
0.8102 |
S1 |
0.7997 |
0.7997 |
0.8054 |
0.7959 |
S2 |
0.7921 |
0.7921 |
0.8036 |
|
S3 |
0.7722 |
0.7798 |
0.8017 |
|
S4 |
0.7523 |
0.7599 |
0.7963 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8154 |
0.8006 |
0.0148 |
1.8% |
0.0068 |
0.8% |
44% |
False |
True |
5,732 |
10 |
0.8355 |
0.8006 |
0.0349 |
4.3% |
0.0068 |
0.8% |
19% |
False |
True |
3,408 |
20 |
0.8423 |
0.8006 |
0.0417 |
5.2% |
0.0056 |
0.7% |
16% |
False |
True |
1,865 |
40 |
0.8455 |
0.8006 |
0.0449 |
5.6% |
0.0053 |
0.7% |
14% |
False |
True |
1,024 |
60 |
0.8470 |
0.8006 |
0.0464 |
5.7% |
0.0052 |
0.6% |
14% |
False |
True |
709 |
80 |
0.8472 |
0.8006 |
0.0466 |
5.8% |
0.0046 |
0.6% |
14% |
False |
True |
541 |
100 |
0.8640 |
0.8006 |
0.0634 |
7.9% |
0.0044 |
0.6% |
10% |
False |
True |
434 |
120 |
0.8640 |
0.8006 |
0.0634 |
7.9% |
0.0042 |
0.5% |
10% |
False |
True |
362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8452 |
2.618 |
0.8314 |
1.618 |
0.8229 |
1.000 |
0.8176 |
0.618 |
0.8144 |
HIGH |
0.8091 |
0.618 |
0.8059 |
0.500 |
0.8049 |
0.382 |
0.8038 |
LOW |
0.8006 |
0.618 |
0.7953 |
1.000 |
0.7921 |
1.618 |
0.7868 |
2.618 |
0.7783 |
4.250 |
0.7645 |
|
|
Fisher Pivots for day following 02-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8064 |
0.8065 |
PP |
0.8056 |
0.8059 |
S1 |
0.8049 |
0.8054 |
|