CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 19-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.0811 |
0.8141 |
0.7330 |
903.7% |
0.8123 |
| High |
0.0818 |
0.8169 |
0.7351 |
898.7% |
0.8169 |
| Low |
0.0810 |
0.8124 |
0.7314 |
903.1% |
0.0810 |
| Close |
0.0814 |
0.8161 |
0.7347 |
902.8% |
0.8161 |
| Range |
0.0008 |
0.0045 |
0.0037 |
455.6% |
0.7359 |
| ATR |
0.0582 |
0.1066 |
0.0484 |
83.1% |
0.0000 |
| Volume |
162,824 |
80,995 |
-81,829 |
-50.3% |
533,138 |
|
| Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8286 |
0.8269 |
0.8186 |
|
| R3 |
0.8241 |
0.8224 |
0.8173 |
|
| R2 |
0.8196 |
0.8196 |
0.8169 |
|
| R1 |
0.8179 |
0.8179 |
0.8165 |
0.8188 |
| PP |
0.8151 |
0.8151 |
0.8151 |
0.8156 |
| S1 |
0.8134 |
0.8134 |
0.8157 |
0.8143 |
| S2 |
0.8106 |
0.8106 |
0.8153 |
|
| S3 |
0.8061 |
0.8089 |
0.8149 |
|
| S4 |
0.8016 |
0.8044 |
0.8136 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.7791 |
2.5335 |
1.2209 |
|
| R3 |
2.0432 |
1.7976 |
1.0185 |
|
| R2 |
1.3072 |
1.3072 |
0.9510 |
|
| R1 |
1.0617 |
1.0617 |
0.8836 |
1.1845 |
| PP |
0.5713 |
0.5713 |
0.5713 |
0.6327 |
| S1 |
0.3258 |
0.3258 |
0.7486 |
0.4485 |
| S2 |
-0.1646 |
-0.1646 |
0.6812 |
|
| S3 |
-0.9005 |
-0.4102 |
0.6137 |
|
| S4 |
-1.6364 |
-1.1461 |
0.4113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8169 |
0.0810 |
0.7359 |
90.2% |
0.0041 |
0.5% |
100% |
True |
False |
106,627 |
| 10 |
0.8174 |
0.0810 |
0.7364 |
90.2% |
0.0063 |
0.8% |
100% |
False |
False |
106,839 |
| 20 |
0.8300 |
0.0810 |
0.7490 |
91.8% |
0.0068 |
0.8% |
98% |
False |
False |
57,375 |
| 40 |
0.8455 |
0.0810 |
0.7645 |
93.7% |
0.0057 |
0.7% |
96% |
False |
False |
28,875 |
| 60 |
0.8455 |
0.0810 |
0.7645 |
93.7% |
0.0055 |
0.7% |
96% |
False |
False |
19,289 |
| 80 |
0.8470 |
0.0810 |
0.7660 |
93.9% |
0.0052 |
0.6% |
96% |
False |
False |
14,481 |
| 100 |
0.8559 |
0.0810 |
0.7749 |
95.0% |
0.0046 |
0.6% |
95% |
False |
False |
11,590 |
| 120 |
0.8640 |
0.0810 |
0.7830 |
95.9% |
0.0045 |
0.6% |
94% |
False |
False |
9,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8360 |
|
2.618 |
0.8287 |
|
1.618 |
0.8242 |
|
1.000 |
0.8214 |
|
0.618 |
0.8197 |
|
HIGH |
0.8169 |
|
0.618 |
0.8152 |
|
0.500 |
0.8147 |
|
0.382 |
0.8141 |
|
LOW |
0.8124 |
|
0.618 |
0.8096 |
|
1.000 |
0.8079 |
|
1.618 |
0.8051 |
|
2.618 |
0.8006 |
|
4.250 |
0.7933 |
|
|
| Fisher Pivots for day following 19-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8156 |
0.6937 |
| PP |
0.8151 |
0.5713 |
| S1 |
0.8147 |
0.4489 |
|