CME Japanese Yen Future September 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 |
0.8235 |
0.8137 |
-0.0098 |
-1.2% |
0.8389 |
| High |
0.8244 |
0.8154 |
-0.0090 |
-1.1% |
0.8390 |
| Low |
0.8120 |
0.8070 |
-0.0050 |
-0.6% |
0.8236 |
| Close |
0.8138 |
0.8084 |
-0.0054 |
-0.7% |
0.8242 |
| Range |
0.0124 |
0.0084 |
-0.0040 |
-32.3% |
0.0154 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
3.9% |
0.0000 |
| Volume |
2,688 |
4,872 |
2,184 |
81.3% |
3,069 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8355 |
0.8303 |
0.8130 |
|
| R3 |
0.8271 |
0.8219 |
0.8107 |
|
| R2 |
0.8187 |
0.8187 |
0.8099 |
|
| R1 |
0.8135 |
0.8135 |
0.8092 |
0.8119 |
| PP |
0.8103 |
0.8103 |
0.8103 |
0.8095 |
| S1 |
0.8051 |
0.8051 |
0.8076 |
0.8035 |
| S2 |
0.8019 |
0.8019 |
0.8069 |
|
| S3 |
0.7935 |
0.7967 |
0.8061 |
|
| S4 |
0.7851 |
0.7883 |
0.8038 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8751 |
0.8651 |
0.8327 |
|
| R3 |
0.8597 |
0.8497 |
0.8284 |
|
| R2 |
0.8443 |
0.8443 |
0.8270 |
|
| R1 |
0.8343 |
0.8343 |
0.8256 |
0.8316 |
| PP |
0.8289 |
0.8289 |
0.8289 |
0.8276 |
| S1 |
0.8189 |
0.8189 |
0.8228 |
0.8162 |
| S2 |
0.8135 |
0.8135 |
0.8214 |
|
| S3 |
0.7981 |
0.8035 |
0.8200 |
|
| S4 |
0.7827 |
0.7881 |
0.8157 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8304 |
0.8070 |
0.0234 |
2.9% |
0.0073 |
0.9% |
6% |
False |
True |
2,005 |
| 10 |
0.8423 |
0.8070 |
0.0353 |
4.4% |
0.0061 |
0.8% |
4% |
False |
True |
1,200 |
| 20 |
0.8455 |
0.8070 |
0.0385 |
4.8% |
0.0054 |
0.7% |
4% |
False |
True |
740 |
| 40 |
0.8455 |
0.8070 |
0.0385 |
4.8% |
0.0052 |
0.6% |
4% |
False |
True |
435 |
| 60 |
0.8470 |
0.8070 |
0.0400 |
4.9% |
0.0050 |
0.6% |
4% |
False |
True |
315 |
| 80 |
0.8559 |
0.8070 |
0.0489 |
6.0% |
0.0044 |
0.5% |
3% |
False |
True |
244 |
| 100 |
0.8640 |
0.8070 |
0.0570 |
7.1% |
0.0043 |
0.5% |
2% |
False |
True |
196 |
| 120 |
0.8640 |
0.8070 |
0.0570 |
7.1% |
0.0040 |
0.5% |
2% |
False |
True |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8511 |
|
2.618 |
0.8374 |
|
1.618 |
0.8290 |
|
1.000 |
0.8238 |
|
0.618 |
0.8206 |
|
HIGH |
0.8154 |
|
0.618 |
0.8122 |
|
0.500 |
0.8112 |
|
0.382 |
0.8102 |
|
LOW |
0.8070 |
|
0.618 |
0.8018 |
|
1.000 |
0.7986 |
|
1.618 |
0.7934 |
|
2.618 |
0.7850 |
|
4.250 |
0.7713 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8112 |
0.8185 |
| PP |
0.8103 |
0.8151 |
| S1 |
0.8093 |
0.8118 |
|