CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 27-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2015 |
27-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8228 |
0.8127 |
-0.0101 |
-1.2% |
0.8377 |
| High |
0.8236 |
0.8146 |
-0.0090 |
-1.1% |
0.8382 |
| Low |
0.8110 |
0.8061 |
-0.0049 |
-0.6% |
0.8226 |
| Close |
0.8128 |
0.8074 |
-0.0054 |
-0.7% |
0.8233 |
| Range |
0.0126 |
0.0085 |
-0.0041 |
-32.5% |
0.0156 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.2% |
0.0000 |
| Volume |
208,820 |
172,667 |
-36,153 |
-17.3% |
599,067 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8349 |
0.8296 |
0.8121 |
|
| R3 |
0.8264 |
0.8211 |
0.8097 |
|
| R2 |
0.8179 |
0.8179 |
0.8090 |
|
| R1 |
0.8126 |
0.8126 |
0.8082 |
0.8110 |
| PP |
0.8094 |
0.8094 |
0.8094 |
0.8086 |
| S1 |
0.8041 |
0.8041 |
0.8066 |
0.8025 |
| S2 |
0.8009 |
0.8009 |
0.8058 |
|
| S3 |
0.7924 |
0.7956 |
0.8051 |
|
| S4 |
0.7839 |
0.7871 |
0.8027 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8748 |
0.8647 |
0.8319 |
|
| R3 |
0.8592 |
0.8491 |
0.8276 |
|
| R2 |
0.8436 |
0.8436 |
0.8262 |
|
| R1 |
0.8335 |
0.8335 |
0.8247 |
0.8308 |
| PP |
0.8280 |
0.8280 |
0.8280 |
0.8267 |
| S1 |
0.8179 |
0.8179 |
0.8219 |
0.8152 |
| S2 |
0.8124 |
0.8124 |
0.8204 |
|
| S3 |
0.7968 |
0.8023 |
0.8190 |
|
| S4 |
0.7812 |
0.7867 |
0.8147 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8295 |
0.8061 |
0.0234 |
2.9% |
0.0074 |
0.9% |
6% |
False |
True |
150,015 |
| 10 |
0.8414 |
0.8061 |
0.0353 |
4.4% |
0.0064 |
0.8% |
4% |
False |
True |
134,150 |
| 20 |
0.8446 |
0.8061 |
0.0385 |
4.8% |
0.0058 |
0.7% |
3% |
False |
True |
129,716 |
| 40 |
0.8446 |
0.8061 |
0.0385 |
4.8% |
0.0056 |
0.7% |
3% |
False |
True |
118,507 |
| 60 |
0.8460 |
0.8061 |
0.0399 |
4.9% |
0.0059 |
0.7% |
3% |
False |
True |
107,623 |
| 80 |
0.8562 |
0.8061 |
0.0501 |
6.2% |
0.0060 |
0.7% |
3% |
False |
True |
80,909 |
| 100 |
0.8646 |
0.8061 |
0.0585 |
7.2% |
0.0065 |
0.8% |
2% |
False |
True |
64,815 |
| 120 |
0.8670 |
0.8061 |
0.0609 |
7.5% |
0.0068 |
0.8% |
2% |
False |
True |
54,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8507 |
|
2.618 |
0.8369 |
|
1.618 |
0.8284 |
|
1.000 |
0.8231 |
|
0.618 |
0.8199 |
|
HIGH |
0.8146 |
|
0.618 |
0.8114 |
|
0.500 |
0.8104 |
|
0.382 |
0.8093 |
|
LOW |
0.8061 |
|
0.618 |
0.8008 |
|
1.000 |
0.7976 |
|
1.618 |
0.7923 |
|
2.618 |
0.7838 |
|
4.250 |
0.7700 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8104 |
0.8176 |
| PP |
0.8094 |
0.8142 |
| S1 |
0.8084 |
0.8108 |
|