CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 09-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7969 |
0.8038 |
0.0069 |
0.9% |
0.8062 |
| High |
0.8056 |
0.8083 |
0.0027 |
0.3% |
0.8091 |
| Low |
0.7966 |
0.8027 |
0.0061 |
0.8% |
0.7956 |
| Close |
0.8035 |
0.8050 |
0.0015 |
0.2% |
0.7971 |
| Range |
0.0090 |
0.0056 |
-0.0034 |
-37.8% |
0.0135 |
| ATR |
0.0063 |
0.0063 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
64,308 |
72,609 |
8,301 |
12.9% |
60,337 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8221 |
0.8192 |
0.8081 |
|
| R3 |
0.8165 |
0.8136 |
0.8065 |
|
| R2 |
0.8109 |
0.8109 |
0.8060 |
|
| R1 |
0.8080 |
0.8080 |
0.8055 |
0.8095 |
| PP |
0.8053 |
0.8053 |
0.8053 |
0.8061 |
| S1 |
0.8024 |
0.8024 |
0.8045 |
0.8039 |
| S2 |
0.7997 |
0.7997 |
0.8040 |
|
| S3 |
0.7941 |
0.7968 |
0.8035 |
|
| S4 |
0.7885 |
0.7912 |
0.8019 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8411 |
0.8326 |
0.8045 |
|
| R3 |
0.8276 |
0.8191 |
0.8008 |
|
| R2 |
0.8141 |
0.8141 |
0.7996 |
|
| R1 |
0.8056 |
0.8056 |
0.7983 |
0.8031 |
| PP |
0.8006 |
0.8006 |
0.8006 |
0.7994 |
| S1 |
0.7921 |
0.7921 |
0.7959 |
0.7896 |
| S2 |
0.7871 |
0.7871 |
0.7946 |
|
| S3 |
0.7736 |
0.7786 |
0.7934 |
|
| S4 |
0.7601 |
0.7651 |
0.7897 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8089 |
0.7956 |
0.0133 |
1.7% |
0.0071 |
0.9% |
71% |
False |
False |
36,846 |
| 10 |
0.8154 |
0.7956 |
0.0198 |
2.5% |
0.0070 |
0.9% |
47% |
False |
False |
21,289 |
| 20 |
0.8423 |
0.7956 |
0.0467 |
5.8% |
0.0063 |
0.8% |
20% |
False |
False |
11,004 |
| 40 |
0.8455 |
0.7956 |
0.0499 |
6.2% |
0.0055 |
0.7% |
19% |
False |
False |
5,619 |
| 60 |
0.8470 |
0.7956 |
0.0514 |
6.4% |
0.0056 |
0.7% |
18% |
False |
False |
3,775 |
| 80 |
0.8470 |
0.7956 |
0.0514 |
6.4% |
0.0048 |
0.6% |
18% |
False |
False |
2,838 |
| 100 |
0.8640 |
0.7956 |
0.0684 |
8.5% |
0.0045 |
0.6% |
14% |
False |
False |
2,276 |
| 120 |
0.8640 |
0.7956 |
0.0684 |
8.5% |
0.0043 |
0.5% |
14% |
False |
False |
1,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8321 |
|
2.618 |
0.8230 |
|
1.618 |
0.8174 |
|
1.000 |
0.8139 |
|
0.618 |
0.8118 |
|
HIGH |
0.8083 |
|
0.618 |
0.8062 |
|
0.500 |
0.8055 |
|
0.382 |
0.8048 |
|
LOW |
0.8027 |
|
0.618 |
0.7992 |
|
1.000 |
0.7971 |
|
1.618 |
0.7936 |
|
2.618 |
0.7880 |
|
4.250 |
0.7789 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8055 |
0.8040 |
| PP |
0.8053 |
0.8030 |
| S1 |
0.8052 |
0.8020 |
|