CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 02-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8054 |
0.8013 |
-0.0041 |
-0.5% |
0.8228 |
| High |
0.8074 |
0.8081 |
0.0007 |
0.1% |
0.8236 |
| Low |
0.8006 |
0.7997 |
-0.0009 |
-0.1% |
0.8035 |
| Close |
0.8011 |
0.8061 |
0.0050 |
0.6% |
0.8062 |
| Range |
0.0068 |
0.0084 |
0.0016 |
23.5% |
0.0201 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
2.9% |
0.0000 |
| Volume |
134,390 |
181,904 |
47,514 |
35.4% |
679,498 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8298 |
0.8264 |
0.8107 |
|
| R3 |
0.8214 |
0.8180 |
0.8084 |
|
| R2 |
0.8130 |
0.8130 |
0.8076 |
|
| R1 |
0.8096 |
0.8096 |
0.8069 |
0.8113 |
| PP |
0.8046 |
0.8046 |
0.8046 |
0.8055 |
| S1 |
0.8012 |
0.8012 |
0.8053 |
0.8029 |
| S2 |
0.7962 |
0.7962 |
0.8046 |
|
| S3 |
0.7878 |
0.7928 |
0.8038 |
|
| S4 |
0.7794 |
0.7844 |
0.8015 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8714 |
0.8589 |
0.8173 |
|
| R3 |
0.8513 |
0.8388 |
0.8117 |
|
| R2 |
0.8312 |
0.8312 |
0.8099 |
|
| R1 |
0.8187 |
0.8187 |
0.8080 |
0.8149 |
| PP |
0.8111 |
0.8111 |
0.8111 |
0.8092 |
| S1 |
0.7986 |
0.7986 |
0.8044 |
0.7948 |
| S2 |
0.7910 |
0.7910 |
0.8025 |
|
| S3 |
0.7709 |
0.7785 |
0.8007 |
|
| S4 |
0.7508 |
0.7584 |
0.7951 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8146 |
0.7997 |
0.0149 |
1.8% |
0.0068 |
0.8% |
43% |
False |
True |
157,394 |
| 10 |
0.8347 |
0.7997 |
0.0350 |
4.3% |
0.0069 |
0.9% |
18% |
False |
True |
150,291 |
| 20 |
0.8414 |
0.7997 |
0.0417 |
5.2% |
0.0059 |
0.7% |
15% |
False |
True |
132,576 |
| 40 |
0.8446 |
0.7997 |
0.0449 |
5.6% |
0.0058 |
0.7% |
14% |
False |
True |
123,739 |
| 60 |
0.8460 |
0.7997 |
0.0463 |
5.7% |
0.0059 |
0.7% |
14% |
False |
True |
117,381 |
| 80 |
0.8545 |
0.7997 |
0.0548 |
6.8% |
0.0060 |
0.7% |
12% |
False |
True |
88,570 |
| 100 |
0.8646 |
0.7997 |
0.0649 |
8.1% |
0.0065 |
0.8% |
10% |
False |
True |
70,941 |
| 120 |
0.8670 |
0.7997 |
0.0673 |
8.3% |
0.0067 |
0.8% |
10% |
False |
True |
59,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8438 |
|
2.618 |
0.8301 |
|
1.618 |
0.8217 |
|
1.000 |
0.8165 |
|
0.618 |
0.8133 |
|
HIGH |
0.8081 |
|
0.618 |
0.8049 |
|
0.500 |
0.8039 |
|
0.382 |
0.8029 |
|
LOW |
0.7997 |
|
0.618 |
0.7945 |
|
1.000 |
0.7913 |
|
1.618 |
0.7861 |
|
2.618 |
0.7777 |
|
4.250 |
0.7640 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8054 |
0.8055 |
| PP |
0.8046 |
0.8050 |
| S1 |
0.8039 |
0.8044 |
|