CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 19-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8377 |
0.8337 |
-0.0040 |
-0.5% |
0.8350 |
| High |
0.8382 |
0.8347 |
-0.0035 |
-0.4% |
0.8414 |
| Low |
0.8332 |
0.8283 |
-0.0049 |
-0.6% |
0.8316 |
| Close |
0.8334 |
0.8284 |
-0.0050 |
-0.6% |
0.8387 |
| Range |
0.0050 |
0.0064 |
0.0014 |
28.0% |
0.0098 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
1.5% |
0.0000 |
| Volume |
91,940 |
138,537 |
46,597 |
50.7% |
535,323 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8497 |
0.8454 |
0.8319 |
|
| R3 |
0.8433 |
0.8390 |
0.8302 |
|
| R2 |
0.8369 |
0.8369 |
0.8296 |
|
| R1 |
0.8326 |
0.8326 |
0.8290 |
0.8316 |
| PP |
0.8305 |
0.8305 |
0.8305 |
0.8299 |
| S1 |
0.8262 |
0.8262 |
0.8278 |
0.8252 |
| S2 |
0.8241 |
0.8241 |
0.8272 |
|
| S3 |
0.8177 |
0.8198 |
0.8266 |
|
| S4 |
0.8113 |
0.8134 |
0.8249 |
|
|
| 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 |
0.8283 |
0.0131 |
1.6% |
0.0053 |
0.6% |
1% |
False |
True |
118,284 |
| 10 |
0.8414 |
0.8283 |
0.0131 |
1.6% |
0.0050 |
0.6% |
1% |
False |
True |
115,022 |
| 20 |
0.8446 |
0.8283 |
0.0163 |
2.0% |
0.0051 |
0.6% |
1% |
False |
True |
118,740 |
| 40 |
0.8460 |
0.8280 |
0.0180 |
2.2% |
0.0055 |
0.7% |
2% |
False |
False |
114,458 |
| 60 |
0.8460 |
0.8205 |
0.0255 |
3.1% |
0.0057 |
0.7% |
31% |
False |
False |
95,259 |
| 80 |
0.8562 |
0.8205 |
0.0357 |
4.3% |
0.0060 |
0.7% |
22% |
False |
False |
71,551 |
| 100 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0064 |
0.8% |
18% |
False |
False |
57,321 |
| 120 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0067 |
0.8% |
17% |
False |
False |
47,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8619 |
|
2.618 |
0.8515 |
|
1.618 |
0.8451 |
|
1.000 |
0.8411 |
|
0.618 |
0.8387 |
|
HIGH |
0.8347 |
|
0.618 |
0.8323 |
|
0.500 |
0.8315 |
|
0.382 |
0.8307 |
|
LOW |
0.8283 |
|
0.618 |
0.8243 |
|
1.000 |
0.8219 |
|
1.618 |
0.8179 |
|
2.618 |
0.8115 |
|
4.250 |
0.8011 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8315 |
0.8339 |
| PP |
0.8305 |
0.8320 |
| S1 |
0.8294 |
0.8302 |
|