CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 30-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8149 |
0.8169 |
0.0020 |
0.2% |
0.8130 |
| High |
0.8198 |
0.8209 |
0.0011 |
0.1% |
0.8130 |
| Low |
0.8125 |
0.8156 |
0.0032 |
0.4% |
0.8048 |
| Close |
0.8175 |
0.8183 |
0.0008 |
0.1% |
0.8083 |
| Range |
0.0073 |
0.0053 |
-0.0021 |
-28.1% |
0.0082 |
| ATR |
0.0705 |
0.0659 |
-0.0047 |
-6.6% |
0.0000 |
| Volume |
165,291 |
138,547 |
-26,744 |
-16.2% |
398,714 |
|
| Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8340 |
0.8314 |
0.8211 |
|
| R3 |
0.8287 |
0.8261 |
0.8197 |
|
| R2 |
0.8235 |
0.8235 |
0.8192 |
|
| R1 |
0.8209 |
0.8209 |
0.8187 |
0.8222 |
| PP |
0.8182 |
0.8182 |
0.8182 |
0.8189 |
| S1 |
0.8156 |
0.8156 |
0.8178 |
0.8169 |
| S2 |
0.8130 |
0.8130 |
0.8173 |
|
| S3 |
0.8077 |
0.8104 |
0.8168 |
|
| S4 |
0.8025 |
0.8051 |
0.8154 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8333 |
0.8290 |
0.8128 |
|
| R3 |
0.8251 |
0.8208 |
0.8106 |
|
| R2 |
0.8169 |
0.8169 |
0.8098 |
|
| R1 |
0.8126 |
0.8126 |
0.8091 |
0.8107 |
| PP |
0.8087 |
0.8087 |
0.8087 |
0.8077 |
| S1 |
0.8044 |
0.8044 |
0.8075 |
0.8025 |
| S2 |
0.8005 |
0.8005 |
0.8068 |
|
| S3 |
0.7923 |
0.7962 |
0.8060 |
|
| S4 |
0.7841 |
0.7880 |
0.8038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8209 |
0.8048 |
0.0161 |
2.0% |
0.0052 |
0.6% |
84% |
True |
False |
110,096 |
| 10 |
0.8209 |
0.0810 |
0.7399 |
90.4% |
0.0047 |
0.6% |
100% |
True |
False |
107,841 |
| 20 |
0.8209 |
0.0810 |
0.7399 |
90.4% |
0.0059 |
0.7% |
100% |
True |
False |
90,913 |
| 40 |
0.8423 |
0.0810 |
0.7613 |
93.0% |
0.0058 |
0.7% |
97% |
False |
False |
46,389 |
| 60 |
0.8455 |
0.0810 |
0.7645 |
93.4% |
0.0055 |
0.7% |
96% |
False |
False |
30,987 |
| 80 |
0.8470 |
0.0810 |
0.7660 |
93.6% |
0.0054 |
0.7% |
96% |
False |
False |
23,260 |
| 100 |
0.8472 |
0.0810 |
0.7662 |
93.6% |
0.0049 |
0.6% |
96% |
False |
False |
18,616 |
| 120 |
0.8640 |
0.0810 |
0.7830 |
95.7% |
0.0047 |
0.6% |
94% |
False |
False |
15,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8432 |
|
2.618 |
0.8346 |
|
1.618 |
0.8293 |
|
1.000 |
0.8261 |
|
0.618 |
0.8241 |
|
HIGH |
0.8209 |
|
0.618 |
0.8188 |
|
0.500 |
0.8182 |
|
0.382 |
0.8176 |
|
LOW |
0.8156 |
|
0.618 |
0.8124 |
|
1.000 |
0.8104 |
|
1.618 |
0.8071 |
|
2.618 |
0.8019 |
|
4.250 |
0.7933 |
|
|
| Fisher Pivots for day following 30-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8182 |
0.8169 |
| PP |
0.8182 |
0.8155 |
| S1 |
0.8182 |
0.8141 |
|