CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 14-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8345 |
0.8396 |
0.0051 |
0.6% |
0.8318 |
| High |
0.8404 |
0.8414 |
0.0010 |
0.1% |
0.8402 |
| Low |
0.8338 |
0.8382 |
0.0044 |
0.5% |
0.8301 |
| Close |
0.8399 |
0.8391 |
-0.0008 |
-0.1% |
0.8350 |
| Range |
0.0066 |
0.0032 |
-0.0034 |
-51.5% |
0.0101 |
| ATR |
0.0054 |
0.0053 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
130,737 |
105,997 |
-24,740 |
-18.9% |
590,961 |
|
| Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8492 |
0.8473 |
0.8409 |
|
| R3 |
0.8460 |
0.8441 |
0.8400 |
|
| R2 |
0.8428 |
0.8428 |
0.8397 |
|
| R1 |
0.8409 |
0.8409 |
0.8394 |
0.8403 |
| PP |
0.8396 |
0.8396 |
0.8396 |
0.8392 |
| S1 |
0.8377 |
0.8377 |
0.8388 |
0.8371 |
| S2 |
0.8364 |
0.8364 |
0.8385 |
|
| S3 |
0.8332 |
0.8345 |
0.8382 |
|
| S4 |
0.8300 |
0.8313 |
0.8373 |
|
|
| 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 |
0.8414 |
0.8316 |
0.0098 |
1.2% |
0.0043 |
0.5% |
77% |
True |
False |
107,595 |
| 10 |
0.8414 |
0.8301 |
0.0113 |
1.3% |
0.0047 |
0.6% |
80% |
True |
False |
111,502 |
| 20 |
0.8446 |
0.8301 |
0.0145 |
1.7% |
0.0051 |
0.6% |
62% |
False |
False |
116,415 |
| 40 |
0.8460 |
0.8260 |
0.0200 |
2.4% |
0.0057 |
0.7% |
66% |
False |
False |
114,969 |
| 60 |
0.8464 |
0.8205 |
0.0259 |
3.1% |
0.0056 |
0.7% |
72% |
False |
False |
89,363 |
| 80 |
0.8562 |
0.8205 |
0.0357 |
4.3% |
0.0061 |
0.7% |
52% |
False |
False |
67,142 |
| 100 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0063 |
0.8% |
42% |
False |
False |
53,779 |
| 120 |
0.8670 |
0.8205 |
0.0465 |
5.5% |
0.0066 |
0.8% |
40% |
False |
False |
44,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8550 |
|
2.618 |
0.8498 |
|
1.618 |
0.8466 |
|
1.000 |
0.8446 |
|
0.618 |
0.8434 |
|
HIGH |
0.8414 |
|
0.618 |
0.8402 |
|
0.500 |
0.8398 |
|
0.382 |
0.8394 |
|
LOW |
0.8382 |
|
0.618 |
0.8362 |
|
1.000 |
0.8350 |
|
1.618 |
0.8330 |
|
2.618 |
0.8298 |
|
4.250 |
0.8246 |
|
|
| Fisher Pivots for day following 14-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8398 |
0.8382 |
| PP |
0.8396 |
0.8374 |
| S1 |
0.8393 |
0.8365 |
|