CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 11-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8382 |
0.8495 |
0.0113 |
1.3% |
0.8433 |
High |
0.8502 |
0.8524 |
0.0022 |
0.3% |
0.8489 |
Low |
0.8382 |
0.8388 |
0.0006 |
0.1% |
0.8243 |
Close |
0.8489 |
0.8415 |
-0.0074 |
-0.9% |
0.8257 |
Range |
0.0120 |
0.0136 |
0.0016 |
13.3% |
0.0246 |
ATR |
0.0075 |
0.0080 |
0.0004 |
5.7% |
0.0000 |
Volume |
149 |
148 |
-1 |
-0.7% |
151 |
|
Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8850 |
0.8769 |
0.8490 |
|
R3 |
0.8714 |
0.8633 |
0.8452 |
|
R2 |
0.8578 |
0.8578 |
0.8440 |
|
R1 |
0.8497 |
0.8497 |
0.8427 |
0.8470 |
PP |
0.8442 |
0.8442 |
0.8442 |
0.8429 |
S1 |
0.8361 |
0.8361 |
0.8403 |
0.8334 |
S2 |
0.8306 |
0.8306 |
0.8390 |
|
S3 |
0.8170 |
0.8225 |
0.8378 |
|
S4 |
0.8034 |
0.8089 |
0.8340 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9068 |
0.8908 |
0.8392 |
|
R3 |
0.8822 |
0.8662 |
0.8325 |
|
R2 |
0.8576 |
0.8576 |
0.8302 |
|
R1 |
0.8416 |
0.8416 |
0.8280 |
0.8373 |
PP |
0.8330 |
0.8330 |
0.8330 |
0.8308 |
S1 |
0.8170 |
0.8170 |
0.8234 |
0.8127 |
S2 |
0.8084 |
0.8084 |
0.8212 |
|
S3 |
0.7838 |
0.7924 |
0.8189 |
|
S4 |
0.7592 |
0.7678 |
0.8122 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8524 |
0.8229 |
0.0295 |
3.5% |
0.0133 |
1.6% |
63% |
True |
False |
127 |
10 |
0.8527 |
0.8229 |
0.0298 |
3.5% |
0.0094 |
1.1% |
62% |
False |
False |
82 |
20 |
0.8671 |
0.8229 |
0.0442 |
5.3% |
0.0060 |
0.7% |
42% |
False |
False |
48 |
40 |
0.9489 |
0.8229 |
0.1260 |
15.0% |
0.0050 |
0.6% |
15% |
False |
False |
27 |
60 |
0.9489 |
0.8229 |
0.1260 |
15.0% |
0.0039 |
0.5% |
15% |
False |
False |
19 |
80 |
0.9703 |
0.8229 |
0.1474 |
17.5% |
0.0032 |
0.4% |
13% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9102 |
2.618 |
0.8880 |
1.618 |
0.8744 |
1.000 |
0.8660 |
0.618 |
0.8608 |
HIGH |
0.8524 |
0.618 |
0.8472 |
0.500 |
0.8456 |
0.382 |
0.8440 |
LOW |
0.8388 |
0.618 |
0.8304 |
1.000 |
0.8252 |
1.618 |
0.8168 |
2.618 |
0.8032 |
4.250 |
0.7810 |
|
|
Fisher Pivots for day following 11-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8456 |
0.8414 |
PP |
0.8442 |
0.8412 |
S1 |
0.8429 |
0.8411 |
|