CME Japanese Yen Future September 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 |
0.8137 |
0.8096 |
-0.0041 |
-0.5% |
0.8389 |
| High |
0.8154 |
0.8109 |
-0.0045 |
-0.6% |
0.8390 |
| Low |
0.8070 |
0.8045 |
-0.0025 |
-0.3% |
0.8236 |
| Close |
0.8084 |
0.8083 |
-0.0001 |
0.0% |
0.8242 |
| Range |
0.0084 |
0.0064 |
-0.0020 |
-23.8% |
0.0154 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
1.0% |
0.0000 |
| Volume |
4,872 |
2,936 |
-1,936 |
-39.7% |
3,069 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8271 |
0.8241 |
0.8118 |
|
| R3 |
0.8207 |
0.8177 |
0.8101 |
|
| R2 |
0.8143 |
0.8143 |
0.8095 |
|
| R1 |
0.8113 |
0.8113 |
0.8089 |
0.8096 |
| PP |
0.8079 |
0.8079 |
0.8079 |
0.8071 |
| S1 |
0.8049 |
0.8049 |
0.8077 |
0.8032 |
| S2 |
0.8015 |
0.8015 |
0.8071 |
|
| S3 |
0.7951 |
0.7985 |
0.8065 |
|
| S4 |
0.7887 |
0.7921 |
0.8048 |
|
|
| 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 |
0.8300 |
0.8045 |
0.0255 |
3.2% |
0.0073 |
0.9% |
15% |
False |
True |
2,423 |
| 10 |
0.8423 |
0.8045 |
0.0378 |
4.7% |
0.0061 |
0.8% |
10% |
False |
True |
1,467 |
| 20 |
0.8455 |
0.8045 |
0.0410 |
5.1% |
0.0055 |
0.7% |
9% |
False |
True |
876 |
| 40 |
0.8455 |
0.8045 |
0.0410 |
5.1% |
0.0052 |
0.6% |
9% |
False |
True |
507 |
| 60 |
0.8470 |
0.8045 |
0.0425 |
5.3% |
0.0050 |
0.6% |
9% |
False |
True |
364 |
| 80 |
0.8559 |
0.8045 |
0.0514 |
6.4% |
0.0045 |
0.6% |
7% |
False |
True |
281 |
| 100 |
0.8640 |
0.8045 |
0.0595 |
7.4% |
0.0043 |
0.5% |
6% |
False |
True |
225 |
| 120 |
0.8640 |
0.8045 |
0.0595 |
7.4% |
0.0041 |
0.5% |
6% |
False |
True |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8381 |
|
2.618 |
0.8277 |
|
1.618 |
0.8213 |
|
1.000 |
0.8173 |
|
0.618 |
0.8149 |
|
HIGH |
0.8109 |
|
0.618 |
0.8085 |
|
0.500 |
0.8077 |
|
0.382 |
0.8069 |
|
LOW |
0.8045 |
|
0.618 |
0.8005 |
|
1.000 |
0.7981 |
|
1.618 |
0.7941 |
|
2.618 |
0.7877 |
|
4.250 |
0.7773 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8081 |
0.8145 |
| PP |
0.8079 |
0.8124 |
| S1 |
0.8077 |
0.8104 |
|