CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 13-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8327 |
0.8345 |
0.0018 |
0.2% |
0.8318 |
| High |
0.8351 |
0.8404 |
0.0053 |
0.6% |
0.8402 |
| Low |
0.8316 |
0.8338 |
0.0022 |
0.3% |
0.8301 |
| Close |
0.8345 |
0.8399 |
0.0054 |
0.6% |
0.8350 |
| Range |
0.0035 |
0.0066 |
0.0031 |
88.6% |
0.0101 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
1.7% |
0.0000 |
| Volume |
100,021 |
130,737 |
30,716 |
30.7% |
590,961 |
|
| Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8578 |
0.8555 |
0.8435 |
|
| R3 |
0.8512 |
0.8489 |
0.8417 |
|
| R2 |
0.8446 |
0.8446 |
0.8411 |
|
| R1 |
0.8423 |
0.8423 |
0.8405 |
0.8435 |
| PP |
0.8380 |
0.8380 |
0.8380 |
0.8386 |
| S1 |
0.8357 |
0.8357 |
0.8393 |
0.8369 |
| S2 |
0.8314 |
0.8314 |
0.8387 |
|
| S3 |
0.8248 |
0.8291 |
0.8381 |
|
| S4 |
0.8182 |
0.8225 |
0.8363 |
|
|
| 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 |
0.8404 |
0.8316 |
0.0088 |
1.0% |
0.0048 |
0.6% |
94% |
True |
False |
111,256 |
| 10 |
0.8446 |
0.8301 |
0.0145 |
1.7% |
0.0054 |
0.6% |
68% |
False |
False |
122,086 |
| 20 |
0.8446 |
0.8301 |
0.0145 |
1.7% |
0.0052 |
0.6% |
68% |
False |
False |
116,757 |
| 40 |
0.8460 |
0.8246 |
0.0214 |
2.5% |
0.0059 |
0.7% |
71% |
False |
False |
116,520 |
| 60 |
0.8464 |
0.8205 |
0.0259 |
3.1% |
0.0057 |
0.7% |
75% |
False |
False |
87,609 |
| 80 |
0.8562 |
0.8205 |
0.0357 |
4.3% |
0.0062 |
0.7% |
54% |
False |
False |
65,828 |
| 100 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0064 |
0.8% |
44% |
False |
False |
52,731 |
| 120 |
0.8670 |
0.8205 |
0.0465 |
5.5% |
0.0066 |
0.8% |
42% |
False |
False |
43,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8685 |
|
2.618 |
0.8577 |
|
1.618 |
0.8511 |
|
1.000 |
0.8470 |
|
0.618 |
0.8445 |
|
HIGH |
0.8404 |
|
0.618 |
0.8379 |
|
0.500 |
0.8371 |
|
0.382 |
0.8363 |
|
LOW |
0.8338 |
|
0.618 |
0.8297 |
|
1.000 |
0.8272 |
|
1.618 |
0.8231 |
|
2.618 |
0.8165 |
|
4.250 |
0.8058 |
|
|
| Fisher Pivots for day following 13-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8390 |
0.8386 |
| PP |
0.8380 |
0.8373 |
| S1 |
0.8371 |
0.8360 |
|