CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 21-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8289 |
0.8244 |
-0.0045 |
-0.5% |
0.8350 |
| High |
0.8295 |
0.8276 |
-0.0019 |
-0.2% |
0.8414 |
| Low |
0.8233 |
0.8243 |
0.0010 |
0.1% |
0.8316 |
| Close |
0.8255 |
0.8269 |
0.0014 |
0.2% |
0.8387 |
| Range |
0.0062 |
0.0033 |
-0.0029 |
-46.8% |
0.0098 |
| ATR |
0.0054 |
0.0053 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
155,075 |
102,488 |
-52,587 |
-33.9% |
535,323 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8362 |
0.8348 |
0.8287 |
|
| R3 |
0.8329 |
0.8315 |
0.8278 |
|
| R2 |
0.8296 |
0.8296 |
0.8275 |
|
| R1 |
0.8282 |
0.8282 |
0.8272 |
0.8289 |
| PP |
0.8263 |
0.8263 |
0.8263 |
0.8266 |
| S1 |
0.8249 |
0.8249 |
0.8266 |
0.8256 |
| S2 |
0.8230 |
0.8230 |
0.8263 |
|
| S3 |
0.8197 |
0.8216 |
0.8260 |
|
| S4 |
0.8164 |
0.8183 |
0.8251 |
|
|
| 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 |
0.8394 |
0.8233 |
0.0161 |
1.9% |
0.0053 |
0.6% |
22% |
False |
False |
122,450 |
| 10 |
0.8414 |
0.8233 |
0.0181 |
2.2% |
0.0048 |
0.6% |
20% |
False |
False |
115,023 |
| 20 |
0.8446 |
0.8233 |
0.0213 |
2.6% |
0.0051 |
0.6% |
17% |
False |
False |
121,930 |
| 40 |
0.8460 |
0.8233 |
0.0227 |
2.7% |
0.0055 |
0.7% |
16% |
False |
False |
115,109 |
| 60 |
0.8460 |
0.8205 |
0.0255 |
3.1% |
0.0056 |
0.7% |
25% |
False |
False |
99,531 |
| 80 |
0.8562 |
0.8205 |
0.0357 |
4.3% |
0.0059 |
0.7% |
18% |
False |
False |
74,765 |
| 100 |
0.8646 |
0.8205 |
0.0441 |
5.3% |
0.0064 |
0.8% |
15% |
False |
False |
59,892 |
| 120 |
0.8670 |
0.8205 |
0.0465 |
5.6% |
0.0067 |
0.8% |
14% |
False |
False |
49,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8416 |
|
2.618 |
0.8362 |
|
1.618 |
0.8329 |
|
1.000 |
0.8309 |
|
0.618 |
0.8296 |
|
HIGH |
0.8276 |
|
0.618 |
0.8263 |
|
0.500 |
0.8260 |
|
0.382 |
0.8256 |
|
LOW |
0.8243 |
|
0.618 |
0.8223 |
|
1.000 |
0.8210 |
|
1.618 |
0.8190 |
|
2.618 |
0.8157 |
|
4.250 |
0.8103 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8266 |
0.8290 |
| PP |
0.8263 |
0.8283 |
| S1 |
0.8260 |
0.8276 |
|