CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 15-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8107 |
0.8123 |
0.0016 |
0.2% |
0.7969 |
| High |
0.8130 |
0.8126 |
-0.0004 |
0.0% |
0.8174 |
| Low |
0.8085 |
0.8096 |
0.0011 |
0.1% |
0.7966 |
| Close |
0.8111 |
0.8113 |
0.0002 |
0.0% |
0.8111 |
| Range |
0.0045 |
0.0030 |
-0.0015 |
-33.3% |
0.0208 |
| ATR |
0.0068 |
0.0066 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
153,740 |
80,982 |
-72,758 |
-47.3% |
535,260 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8202 |
0.8187 |
0.8130 |
|
| R3 |
0.8172 |
0.8157 |
0.8121 |
|
| R2 |
0.8142 |
0.8142 |
0.8119 |
|
| R1 |
0.8127 |
0.8127 |
0.8116 |
0.8120 |
| PP |
0.8112 |
0.8112 |
0.8112 |
0.8108 |
| S1 |
0.8097 |
0.8097 |
0.8110 |
0.8090 |
| S2 |
0.8082 |
0.8082 |
0.8108 |
|
| S3 |
0.8052 |
0.8067 |
0.8105 |
|
| S4 |
0.8022 |
0.8037 |
0.8097 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8708 |
0.8617 |
0.8225 |
|
| R3 |
0.8500 |
0.8409 |
0.8168 |
|
| R2 |
0.8292 |
0.8292 |
0.8149 |
|
| R1 |
0.8201 |
0.8201 |
0.8130 |
0.8247 |
| PP |
0.8084 |
0.8084 |
0.8084 |
0.8106 |
| S1 |
0.7993 |
0.7993 |
0.8092 |
0.8039 |
| S2 |
0.7876 |
0.7876 |
0.8073 |
|
| S3 |
0.7668 |
0.7785 |
0.8054 |
|
| S4 |
0.7460 |
0.7577 |
0.7997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8174 |
0.8027 |
0.0147 |
1.8% |
0.0073 |
0.9% |
59% |
False |
False |
110,386 |
| 10 |
0.8174 |
0.7956 |
0.0218 |
2.7% |
0.0075 |
0.9% |
72% |
False |
False |
67,157 |
| 20 |
0.8390 |
0.7956 |
0.0434 |
5.3% |
0.0070 |
0.9% |
36% |
False |
False |
34,898 |
| 40 |
0.8455 |
0.7956 |
0.0499 |
6.2% |
0.0057 |
0.7% |
31% |
False |
False |
17,589 |
| 60 |
0.8470 |
0.7956 |
0.0514 |
6.3% |
0.0055 |
0.7% |
31% |
False |
False |
11,757 |
| 80 |
0.8470 |
0.7956 |
0.0514 |
6.3% |
0.0050 |
0.6% |
31% |
False |
False |
8,829 |
| 100 |
0.8559 |
0.7956 |
0.0603 |
7.4% |
0.0046 |
0.6% |
26% |
False |
False |
7,069 |
| 120 |
0.8640 |
0.7956 |
0.0684 |
8.4% |
0.0044 |
0.5% |
23% |
False |
False |
5,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8254 |
|
2.618 |
0.8205 |
|
1.618 |
0.8175 |
|
1.000 |
0.8156 |
|
0.618 |
0.8145 |
|
HIGH |
0.8126 |
|
0.618 |
0.8115 |
|
0.500 |
0.8111 |
|
0.382 |
0.8107 |
|
LOW |
0.8096 |
|
0.618 |
0.8077 |
|
1.000 |
0.8066 |
|
1.618 |
0.8047 |
|
2.618 |
0.8017 |
|
4.250 |
0.7969 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8112 |
0.8113 |
| PP |
0.8112 |
0.8112 |
| S1 |
0.8111 |
0.8112 |
|