CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 12-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8350 |
0.8327 |
-0.0023 |
-0.3% |
0.8318 |
| High |
0.8356 |
0.8351 |
-0.0005 |
-0.1% |
0.8402 |
| Low |
0.8325 |
0.8316 |
-0.0009 |
-0.1% |
0.8301 |
| Close |
0.8330 |
0.8345 |
0.0015 |
0.2% |
0.8350 |
| Range |
0.0031 |
0.0035 |
0.0004 |
12.9% |
0.0101 |
| ATR |
0.0055 |
0.0053 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
74,356 |
100,021 |
25,665 |
34.5% |
590,961 |
|
| Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8442 |
0.8429 |
0.8364 |
|
| R3 |
0.8407 |
0.8394 |
0.8355 |
|
| R2 |
0.8372 |
0.8372 |
0.8351 |
|
| R1 |
0.8359 |
0.8359 |
0.8348 |
0.8366 |
| PP |
0.8337 |
0.8337 |
0.8337 |
0.8341 |
| S1 |
0.8324 |
0.8324 |
0.8342 |
0.8331 |
| S2 |
0.8302 |
0.8302 |
0.8339 |
|
| S3 |
0.8267 |
0.8289 |
0.8335 |
|
| S4 |
0.8232 |
0.8254 |
0.8326 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8654 |
0.8603 |
0.8406 |
|
| R3 |
0.8553 |
0.8502 |
0.8378 |
|
| R2 |
0.8452 |
0.8452 |
0.8369 |
|
| R1 |
0.8401 |
0.8401 |
0.8359 |
0.8427 |
| PP |
0.8351 |
0.8351 |
0.8351 |
0.8364 |
| S1 |
0.8300 |
0.8300 |
0.8341 |
0.8326 |
| S2 |
0.8250 |
0.8250 |
0.8331 |
|
| S3 |
0.8149 |
0.8199 |
0.8322 |
|
| S4 |
0.8048 |
0.8098 |
0.8294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8402 |
0.8316 |
0.0086 |
1.0% |
0.0047 |
0.6% |
34% |
False |
True |
111,759 |
| 10 |
0.8446 |
0.8301 |
0.0145 |
1.7% |
0.0053 |
0.6% |
30% |
False |
False |
125,283 |
| 20 |
0.8446 |
0.8301 |
0.0145 |
1.7% |
0.0052 |
0.6% |
30% |
False |
False |
115,526 |
| 40 |
0.8460 |
0.8238 |
0.0222 |
2.7% |
0.0059 |
0.7% |
48% |
False |
False |
115,328 |
| 60 |
0.8469 |
0.8205 |
0.0264 |
3.2% |
0.0057 |
0.7% |
53% |
False |
False |
85,438 |
| 80 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0063 |
0.8% |
32% |
False |
False |
64,204 |
| 100 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0064 |
0.8% |
32% |
False |
False |
51,429 |
| 120 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0066 |
0.8% |
30% |
False |
False |
42,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8500 |
|
2.618 |
0.8443 |
|
1.618 |
0.8408 |
|
1.000 |
0.8386 |
|
0.618 |
0.8373 |
|
HIGH |
0.8351 |
|
0.618 |
0.8338 |
|
0.500 |
0.8334 |
|
0.382 |
0.8329 |
|
LOW |
0.8316 |
|
0.618 |
0.8294 |
|
1.000 |
0.8281 |
|
1.618 |
0.8259 |
|
2.618 |
0.8224 |
|
4.250 |
0.8167 |
|
|
| Fisher Pivots for day following 12-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8341 |
0.8345 |
| PP |
0.8337 |
0.8344 |
| S1 |
0.8334 |
0.8344 |
|