CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 27-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2015 |
27-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8230 |
0.8151 |
-0.0079 |
-1.0% |
0.8381 |
| High |
0.8239 |
0.8156 |
-0.0083 |
-1.0% |
0.8381 |
| Low |
0.8130 |
0.8098 |
-0.0032 |
-0.4% |
0.8252 |
| Close |
0.8153 |
0.8098 |
-0.0055 |
-0.7% |
0.8257 |
| Range |
0.0109 |
0.0058 |
-0.0051 |
-46.8% |
0.0129 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
2.6% |
0.0000 |
| Volume |
10 |
67 |
57 |
570.0% |
66 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8291 |
0.8253 |
0.8130 |
|
| R3 |
0.8233 |
0.8195 |
0.8114 |
|
| R2 |
0.8175 |
0.8175 |
0.8109 |
|
| R1 |
0.8137 |
0.8137 |
0.8103 |
0.8127 |
| PP |
0.8117 |
0.8117 |
0.8117 |
0.8113 |
| S1 |
0.8079 |
0.8079 |
0.8093 |
0.8069 |
| S2 |
0.8059 |
0.8059 |
0.8087 |
|
| S3 |
0.8001 |
0.8021 |
0.8082 |
|
| S4 |
0.7943 |
0.7963 |
0.8066 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8684 |
0.8599 |
0.8328 |
|
| R3 |
0.8555 |
0.8470 |
0.8292 |
|
| R2 |
0.8426 |
0.8426 |
0.8281 |
|
| R1 |
0.8341 |
0.8341 |
0.8269 |
0.8319 |
| PP |
0.8297 |
0.8297 |
0.8297 |
0.8286 |
| S1 |
0.8212 |
0.8212 |
0.8245 |
0.8190 |
| S2 |
0.8168 |
0.8168 |
0.8233 |
|
| S3 |
0.8039 |
0.8083 |
0.8222 |
|
| S4 |
0.7910 |
0.7954 |
0.8186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8304 |
0.8098 |
0.0206 |
2.5% |
0.0053 |
0.7% |
0% |
False |
True |
28 |
| 10 |
0.8434 |
0.8098 |
0.0336 |
4.1% |
0.0044 |
0.5% |
0% |
False |
True |
17 |
| 20 |
0.8454 |
0.8098 |
0.0356 |
4.4% |
0.0032 |
0.4% |
0% |
False |
True |
26 |
| 40 |
0.8455 |
0.8098 |
0.0357 |
4.4% |
0.0027 |
0.3% |
0% |
False |
True |
15 |
| 60 |
0.8470 |
0.8098 |
0.0372 |
4.6% |
0.0029 |
0.4% |
0% |
False |
True |
13 |
| 80 |
0.8598 |
0.8098 |
0.0500 |
6.2% |
0.0027 |
0.3% |
0% |
False |
True |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8403 |
|
2.618 |
0.8308 |
|
1.618 |
0.8250 |
|
1.000 |
0.8214 |
|
0.618 |
0.8192 |
|
HIGH |
0.8156 |
|
0.618 |
0.8134 |
|
0.500 |
0.8127 |
|
0.382 |
0.8120 |
|
LOW |
0.8098 |
|
0.618 |
0.8062 |
|
1.000 |
0.8040 |
|
1.618 |
0.8004 |
|
2.618 |
0.7946 |
|
4.250 |
0.7852 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8127 |
0.8199 |
| PP |
0.8117 |
0.8165 |
| S1 |
0.8108 |
0.8132 |
|