CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 17-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
0.8120 |
0.8127 |
0.0007 |
0.1% |
0.7989 |
High |
0.8130 |
0.8127 |
-0.0003 |
0.0% |
0.8188 |
Low |
0.8120 |
0.8070 |
-0.0050 |
-0.6% |
0.7977 |
Close |
0.8129 |
0.8126 |
-0.0003 |
0.0% |
0.8125 |
Range |
0.0010 |
0.0057 |
0.0047 |
470.0% |
0.0211 |
ATR |
0.0051 |
0.0051 |
0.0001 |
1.1% |
0.0000 |
Volume |
46 |
8 |
-38 |
-82.6% |
1,226 |
|
Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8279 |
0.8259 |
0.8157 |
|
R3 |
0.8222 |
0.8202 |
0.8142 |
|
R2 |
0.8165 |
0.8165 |
0.8136 |
|
R1 |
0.8145 |
0.8145 |
0.8131 |
0.8127 |
PP |
0.8108 |
0.8108 |
0.8108 |
0.8098 |
S1 |
0.8088 |
0.8088 |
0.8121 |
0.8070 |
S2 |
0.8051 |
0.8051 |
0.8116 |
|
S3 |
0.7994 |
0.8031 |
0.8110 |
|
S4 |
0.7937 |
0.7974 |
0.8095 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8730 |
0.8638 |
0.8241 |
|
R3 |
0.8519 |
0.8427 |
0.8183 |
|
R2 |
0.8308 |
0.8308 |
0.8164 |
|
R1 |
0.8216 |
0.8216 |
0.8144 |
0.8262 |
PP |
0.8097 |
0.8097 |
0.8097 |
0.8120 |
S1 |
0.8005 |
0.8005 |
0.8106 |
0.8051 |
S2 |
0.7886 |
0.7886 |
0.8086 |
|
S3 |
0.7675 |
0.7794 |
0.8067 |
|
S4 |
0.7464 |
0.7583 |
0.8009 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8160 |
0.8070 |
0.0090 |
1.1% |
0.0035 |
0.4% |
62% |
False |
True |
71 |
10 |
0.8188 |
0.7977 |
0.0211 |
2.6% |
0.0054 |
0.7% |
71% |
False |
False |
158 |
20 |
0.8304 |
0.7977 |
0.0327 |
4.0% |
0.0053 |
0.6% |
46% |
False |
False |
105 |
40 |
0.8454 |
0.7977 |
0.0477 |
5.9% |
0.0038 |
0.5% |
31% |
False |
False |
63 |
60 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0033 |
0.4% |
30% |
False |
False |
43 |
80 |
0.8470 |
0.7977 |
0.0493 |
6.1% |
0.0033 |
0.4% |
30% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8369 |
2.618 |
0.8276 |
1.618 |
0.8219 |
1.000 |
0.8184 |
0.618 |
0.8162 |
HIGH |
0.8127 |
0.618 |
0.8105 |
0.500 |
0.8099 |
0.382 |
0.8092 |
LOW |
0.8070 |
0.618 |
0.8035 |
1.000 |
0.8013 |
1.618 |
0.7978 |
2.618 |
0.7921 |
4.250 |
0.7828 |
|
|
Fisher Pivots for day following 17-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8117 |
0.8117 |
PP |
0.8108 |
0.8109 |
S1 |
0.8099 |
0.8100 |
|