CME Japanese Yen Future September 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Jun-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-May-2015 | 
                    01-Jun-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.8091 | 
                        0.8062 | 
                        -0.0029 | 
                        -0.4% | 
                        0.8235 | 
                     
                    
                        | High | 
                        0.8101 | 
                        0.8084 | 
                        -0.0017 | 
                        -0.2% | 
                        0.8244 | 
                     
                    
                        | Low | 
                        0.8065 | 
                        0.8015 | 
                        -0.0050 | 
                        -0.6% | 
                        0.8045 | 
                     
                    
                        | Close | 
                        0.8072 | 
                        0.8021 | 
                        -0.0051 | 
                        -0.6% | 
                        0.8072 | 
                     
                    
                        | Range | 
                        0.0036 | 
                        0.0069 | 
                        0.0033 | 
                        91.7% | 
                        0.0199 | 
                     
                    
                        | ATR | 
                        0.0056 | 
                        0.0056 | 
                        0.0001 | 
                        1.7% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        7,833 | 
                        5,001 | 
                        -2,832 | 
                        -36.2% | 
                        18,329 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Jun-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.8247 | 
                0.8203 | 
                0.8059 | 
                 | 
             
            
                | R3 | 
                0.8178 | 
                0.8134 | 
                0.8040 | 
                 | 
             
            
                | R2 | 
                0.8109 | 
                0.8109 | 
                0.8034 | 
                 | 
             
            
                | R1 | 
                0.8065 | 
                0.8065 | 
                0.8027 | 
                0.8053 | 
             
            
                | PP | 
                0.8040 | 
                0.8040 | 
                0.8040 | 
                0.8034 | 
             
            
                | S1 | 
                0.7996 | 
                0.7996 | 
                0.8015 | 
                0.7984 | 
             
            
                | S2 | 
                0.7971 | 
                0.7971 | 
                0.8008 | 
                 | 
             
            
                | S3 | 
                0.7902 | 
                0.7927 | 
                0.8002 | 
                 | 
             
            
                | S4 | 
                0.7833 | 
                0.7858 | 
                0.7983 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-May-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.8717 | 
                0.8594 | 
                0.8181 | 
                 | 
             
            
                | R3 | 
                0.8518 | 
                0.8395 | 
                0.8127 | 
                 | 
             
            
                | R2 | 
                0.8319 | 
                0.8319 | 
                0.8108 | 
                 | 
             
            
                | R1 | 
                0.8196 | 
                0.8196 | 
                0.8090 | 
                0.8158 | 
             
            
                | PP | 
                0.8120 | 
                0.8120 | 
                0.8120 | 
                0.8102 | 
             
            
                | S1 | 
                0.7997 | 
                0.7997 | 
                0.8054 | 
                0.7959 | 
             
            
                | S2 | 
                0.7921 | 
                0.7921 | 
                0.8036 | 
                 | 
             
            
                | S3 | 
                0.7722 | 
                0.7798 | 
                0.8017 | 
                 | 
             
            
                | S4 | 
                0.7523 | 
                0.7599 | 
                0.7963 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                0.8244 | 
                0.8015 | 
                0.0229 | 
                2.9% | 
                0.0075 | 
                0.9% | 
                3% | 
                False | 
                True | 
                4,666 | 
                 
                
                | 10 | 
                0.8390 | 
                0.8015 | 
                0.0375 | 
                4.7% | 
                0.0064 | 
                0.8% | 
                2% | 
                False | 
                True | 
                2,639 | 
                 
                
                | 20 | 
                0.8423 | 
                0.8015 | 
                0.0408 | 
                5.1% | 
                0.0053 | 
                0.7% | 
                1% | 
                False | 
                True | 
                1,479 | 
                 
                
                | 40 | 
                0.8455 | 
                0.8015 | 
                0.0440 | 
                5.5% | 
                0.0052 | 
                0.6% | 
                1% | 
                False | 
                True | 
                825 | 
                 
                
                | 60 | 
                0.8470 | 
                0.8015 | 
                0.0455 | 
                5.7% | 
                0.0051 | 
                0.6% | 
                1% | 
                False | 
                True | 
                576 | 
                 
                
                | 80 | 
                0.8472 | 
                0.8015 | 
                0.0457 | 
                5.7% | 
                0.0045 | 
                0.6% | 
                1% | 
                False | 
                True | 
                441 | 
                 
                
                | 100 | 
                0.8640 | 
                0.8015 | 
                0.0625 | 
                7.8% | 
                0.0044 | 
                0.5% | 
                1% | 
                False | 
                True | 
                354 | 
                 
                
                | 120 | 
                0.8640 | 
                0.8015 | 
                0.0625 | 
                7.8% | 
                0.0041 | 
                0.5% | 
                1% | 
                False | 
                True | 
                295 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.8377 | 
         
        
            | 
2.618             | 
            0.8265 | 
         
        
            | 
1.618             | 
            0.8196 | 
         
        
            | 
1.000             | 
            0.8153 | 
         
        
            | 
0.618             | 
            0.8127 | 
         
        
            | 
HIGH             | 
            0.8084 | 
         
        
            | 
0.618             | 
            0.8058 | 
         
        
            | 
0.500             | 
            0.8050 | 
         
        
            | 
0.382             | 
            0.8041 | 
         
        
            | 
LOW             | 
            0.8015 | 
         
        
            | 
0.618             | 
            0.7972 | 
         
        
            | 
1.000             | 
            0.7946 | 
         
        
            | 
1.618             | 
            0.7903 | 
         
        
            | 
2.618             | 
            0.7834 | 
         
        
            | 
4.250             | 
            0.7722 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Jun-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.8050 | 
                                0.8062 | 
                             
                            
                                | PP | 
                                0.8040 | 
                                0.8048 | 
                             
                            
                                | S1 | 
                                0.8031 | 
                                0.8035 | 
                             
             
         |