CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 15-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8396 |
0.8393 |
-0.0003 |
0.0% |
0.8350 |
| High |
0.8414 |
0.8394 |
-0.0020 |
-0.2% |
0.8414 |
| Low |
0.8382 |
0.8340 |
-0.0042 |
-0.5% |
0.8316 |
| Close |
0.8391 |
0.8387 |
-0.0004 |
0.0% |
0.8387 |
| Range |
0.0032 |
0.0054 |
0.0022 |
68.8% |
0.0098 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.2% |
0.0000 |
| Volume |
105,997 |
124,212 |
18,215 |
17.2% |
535,323 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8536 |
0.8515 |
0.8417 |
|
| R3 |
0.8482 |
0.8461 |
0.8402 |
|
| R2 |
0.8428 |
0.8428 |
0.8397 |
|
| R1 |
0.8407 |
0.8407 |
0.8392 |
0.8391 |
| PP |
0.8374 |
0.8374 |
0.8374 |
0.8365 |
| S1 |
0.8353 |
0.8353 |
0.8382 |
0.8337 |
| S2 |
0.8320 |
0.8320 |
0.8377 |
|
| S3 |
0.8266 |
0.8299 |
0.8372 |
|
| S4 |
0.8212 |
0.8245 |
0.8357 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8666 |
0.8625 |
0.8441 |
|
| R3 |
0.8568 |
0.8527 |
0.8414 |
|
| R2 |
0.8470 |
0.8470 |
0.8405 |
|
| R1 |
0.8429 |
0.8429 |
0.8396 |
0.8450 |
| PP |
0.8372 |
0.8372 |
0.8372 |
0.8383 |
| S1 |
0.8331 |
0.8331 |
0.8378 |
0.8352 |
| S2 |
0.8274 |
0.8274 |
0.8369 |
|
| S3 |
0.8176 |
0.8233 |
0.8360 |
|
| S4 |
0.8078 |
0.8135 |
0.8333 |
|
|
| 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% |
0.0044 |
0.5% |
72% |
False |
False |
107,064 |
| 10 |
0.8414 |
0.8301 |
0.0113 |
1.3% |
0.0046 |
0.6% |
76% |
False |
False |
112,628 |
| 20 |
0.8446 |
0.8301 |
0.0145 |
1.7% |
0.0051 |
0.6% |
59% |
False |
False |
116,144 |
| 40 |
0.8460 |
0.8260 |
0.0200 |
2.4% |
0.0056 |
0.7% |
64% |
False |
False |
114,430 |
| 60 |
0.8464 |
0.8205 |
0.0259 |
3.1% |
0.0056 |
0.7% |
70% |
False |
False |
91,430 |
| 80 |
0.8562 |
0.8205 |
0.0357 |
4.3% |
0.0060 |
0.7% |
51% |
False |
False |
68,674 |
| 100 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0063 |
0.8% |
41% |
False |
False |
55,021 |
| 120 |
0.8670 |
0.8205 |
0.0465 |
5.5% |
0.0066 |
0.8% |
39% |
False |
False |
45,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8624 |
|
2.618 |
0.8535 |
|
1.618 |
0.8481 |
|
1.000 |
0.8448 |
|
0.618 |
0.8427 |
|
HIGH |
0.8394 |
|
0.618 |
0.8373 |
|
0.500 |
0.8367 |
|
0.382 |
0.8361 |
|
LOW |
0.8340 |
|
0.618 |
0.8307 |
|
1.000 |
0.8286 |
|
1.618 |
0.8253 |
|
2.618 |
0.8199 |
|
4.250 |
0.8111 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8380 |
0.8383 |
| PP |
0.8374 |
0.8380 |
| S1 |
0.8367 |
0.8376 |
|