CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 28-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8127 |
0.8086 |
-0.0041 |
-0.5% |
0.8377 |
| High |
0.8146 |
0.8098 |
-0.0048 |
-0.6% |
0.8382 |
| Low |
0.8061 |
0.8035 |
-0.0026 |
-0.3% |
0.8226 |
| Close |
0.8074 |
0.8073 |
-0.0001 |
0.0% |
0.8233 |
| Range |
0.0085 |
0.0063 |
-0.0022 |
-25.9% |
0.0156 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.3% |
0.0000 |
| Volume |
172,667 |
168,676 |
-3,991 |
-2.3% |
599,067 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8258 |
0.8228 |
0.8108 |
|
| R3 |
0.8195 |
0.8165 |
0.8090 |
|
| R2 |
0.8132 |
0.8132 |
0.8085 |
|
| R1 |
0.8102 |
0.8102 |
0.8079 |
0.8086 |
| PP |
0.8069 |
0.8069 |
0.8069 |
0.8060 |
| S1 |
0.8039 |
0.8039 |
0.8067 |
0.8023 |
| S2 |
0.8006 |
0.8006 |
0.8061 |
|
| S3 |
0.7943 |
0.7976 |
0.8056 |
|
| S4 |
0.7880 |
0.7913 |
0.8038 |
|
|
| 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 |
0.8291 |
0.8035 |
0.0256 |
3.2% |
0.0074 |
0.9% |
15% |
False |
True |
152,735 |
| 10 |
0.8414 |
0.8035 |
0.0379 |
4.7% |
0.0063 |
0.8% |
10% |
False |
True |
137,943 |
| 20 |
0.8446 |
0.8035 |
0.0411 |
5.1% |
0.0059 |
0.7% |
9% |
False |
True |
130,015 |
| 40 |
0.8446 |
0.8035 |
0.0411 |
5.1% |
0.0057 |
0.7% |
9% |
False |
True |
120,059 |
| 60 |
0.8460 |
0.8035 |
0.0425 |
5.3% |
0.0059 |
0.7% |
9% |
False |
True |
110,378 |
| 80 |
0.8562 |
0.8035 |
0.0527 |
6.5% |
0.0060 |
0.7% |
7% |
False |
True |
83,011 |
| 100 |
0.8646 |
0.8035 |
0.0611 |
7.6% |
0.0065 |
0.8% |
6% |
False |
True |
66,498 |
| 120 |
0.8670 |
0.8035 |
0.0635 |
7.9% |
0.0068 |
0.8% |
6% |
False |
True |
55,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8366 |
|
2.618 |
0.8263 |
|
1.618 |
0.8200 |
|
1.000 |
0.8161 |
|
0.618 |
0.8137 |
|
HIGH |
0.8098 |
|
0.618 |
0.8074 |
|
0.500 |
0.8067 |
|
0.382 |
0.8059 |
|
LOW |
0.8035 |
|
0.618 |
0.7996 |
|
1.000 |
0.7972 |
|
1.618 |
0.7933 |
|
2.618 |
0.7870 |
|
4.250 |
0.7767 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8071 |
0.8136 |
| PP |
0.8069 |
0.8115 |
| S1 |
0.8067 |
0.8094 |
|