CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 10-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8029 |
0.8045 |
0.0016 |
0.2% |
0.8054 |
| High |
0.8074 |
0.8167 |
0.0093 |
1.2% |
0.8081 |
| Low |
0.8017 |
0.8024 |
0.0007 |
0.1% |
0.7945 |
| Close |
0.8041 |
0.8152 |
0.0111 |
1.4% |
0.7962 |
| Range |
0.0057 |
0.0143 |
0.0086 |
150.9% |
0.0136 |
| ATR |
0.0065 |
0.0070 |
0.0006 |
8.6% |
0.0000 |
| Volume |
177,054 |
308,007 |
130,953 |
74.0% |
775,486 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8543 |
0.8491 |
0.8231 |
|
| R3 |
0.8400 |
0.8348 |
0.8191 |
|
| R2 |
0.8257 |
0.8257 |
0.8178 |
|
| R1 |
0.8205 |
0.8205 |
0.8165 |
0.8231 |
| PP |
0.8114 |
0.8114 |
0.8114 |
0.8128 |
| S1 |
0.8062 |
0.8062 |
0.8139 |
0.8088 |
| S2 |
0.7971 |
0.7971 |
0.8126 |
|
| S3 |
0.7828 |
0.7919 |
0.8113 |
|
| S4 |
0.7685 |
0.7776 |
0.8073 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8404 |
0.8319 |
0.8037 |
|
| R3 |
0.8268 |
0.8183 |
0.7999 |
|
| R2 |
0.8132 |
0.8132 |
0.7987 |
|
| R1 |
0.8047 |
0.8047 |
0.7974 |
0.8022 |
| PP |
0.7996 |
0.7996 |
0.7996 |
0.7983 |
| S1 |
0.7911 |
0.7911 |
0.7950 |
0.7886 |
| S2 |
0.7860 |
0.7860 |
0.7937 |
|
| S3 |
0.7724 |
0.7775 |
0.7925 |
|
| S4 |
0.7588 |
0.7639 |
0.7887 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8167 |
0.7945 |
0.0222 |
2.7% |
0.0089 |
1.1% |
93% |
True |
False |
195,871 |
| 10 |
0.8167 |
0.7945 |
0.0222 |
2.7% |
0.0076 |
0.9% |
93% |
True |
False |
174,518 |
| 20 |
0.8414 |
0.7945 |
0.0469 |
5.8% |
0.0070 |
0.9% |
44% |
False |
False |
154,334 |
| 40 |
0.8446 |
0.7945 |
0.0501 |
6.1% |
0.0061 |
0.7% |
41% |
False |
False |
134,930 |
| 60 |
0.8460 |
0.7945 |
0.0515 |
6.3% |
0.0062 |
0.8% |
40% |
False |
False |
128,330 |
| 80 |
0.8469 |
0.7945 |
0.0524 |
6.4% |
0.0060 |
0.7% |
40% |
False |
False |
102,662 |
| 100 |
0.8646 |
0.7945 |
0.0701 |
8.6% |
0.0064 |
0.8% |
30% |
False |
False |
82,230 |
| 120 |
0.8646 |
0.7945 |
0.0701 |
8.6% |
0.0065 |
0.8% |
30% |
False |
False |
68,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8775 |
|
2.618 |
0.8541 |
|
1.618 |
0.8398 |
|
1.000 |
0.8310 |
|
0.618 |
0.8255 |
|
HIGH |
0.8167 |
|
0.618 |
0.8112 |
|
0.500 |
0.8096 |
|
0.382 |
0.8079 |
|
LOW |
0.8024 |
|
0.618 |
0.7936 |
|
1.000 |
0.7881 |
|
1.618 |
0.7793 |
|
2.618 |
0.7650 |
|
4.250 |
0.7416 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8133 |
0.8122 |
| PP |
0.8114 |
0.8092 |
| S1 |
0.8096 |
0.8062 |
|