CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8439 |
0.8439 |
0.0000 |
0.0% |
0.8234 |
| High |
0.8471 |
0.8521 |
0.0050 |
0.6% |
0.8524 |
| Low |
0.8429 |
0.8430 |
0.0001 |
0.0% |
0.8229 |
| Close |
0.8439 |
0.8513 |
0.0074 |
0.9% |
0.8439 |
| Range |
0.0042 |
0.0091 |
0.0049 |
116.7% |
0.0295 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.2% |
0.0000 |
| Volume |
29 |
39 |
10 |
34.5% |
615 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8761 |
0.8728 |
0.8563 |
|
| R3 |
0.8670 |
0.8637 |
0.8538 |
|
| R2 |
0.8579 |
0.8579 |
0.8530 |
|
| R1 |
0.8546 |
0.8546 |
0.8521 |
0.8563 |
| PP |
0.8488 |
0.8488 |
0.8488 |
0.8496 |
| S1 |
0.8455 |
0.8455 |
0.8505 |
0.8472 |
| S2 |
0.8397 |
0.8397 |
0.8496 |
|
| S3 |
0.8306 |
0.8364 |
0.8488 |
|
| S4 |
0.8215 |
0.8273 |
0.8463 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9282 |
0.9156 |
0.8601 |
|
| R3 |
0.8987 |
0.8861 |
0.8520 |
|
| R2 |
0.8692 |
0.8692 |
0.8493 |
|
| R1 |
0.8566 |
0.8566 |
0.8466 |
0.8629 |
| PP |
0.8397 |
0.8397 |
0.8397 |
0.8429 |
| S1 |
0.8271 |
0.8271 |
0.8412 |
0.8334 |
| S2 |
0.8102 |
0.8102 |
0.8385 |
|
| S3 |
0.7807 |
0.7976 |
0.8358 |
|
| S4 |
0.7512 |
0.7681 |
0.8277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8524 |
0.8298 |
0.0226 |
2.7% |
0.0116 |
1.4% |
95% |
False |
False |
116 |
| 10 |
0.8524 |
0.8229 |
0.0295 |
3.5% |
0.0092 |
1.1% |
96% |
False |
False |
79 |
| 20 |
0.8612 |
0.8229 |
0.0383 |
4.5% |
0.0066 |
0.8% |
74% |
False |
False |
51 |
| 40 |
0.9401 |
0.8229 |
0.1172 |
13.8% |
0.0052 |
0.6% |
24% |
False |
False |
28 |
| 60 |
0.9489 |
0.8229 |
0.1260 |
14.8% |
0.0041 |
0.5% |
23% |
False |
False |
20 |
| 80 |
0.9674 |
0.8229 |
0.1445 |
17.0% |
0.0033 |
0.4% |
20% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8908 |
|
2.618 |
0.8759 |
|
1.618 |
0.8668 |
|
1.000 |
0.8612 |
|
0.618 |
0.8577 |
|
HIGH |
0.8521 |
|
0.618 |
0.8486 |
|
0.500 |
0.8476 |
|
0.382 |
0.8465 |
|
LOW |
0.8430 |
|
0.618 |
0.8374 |
|
1.000 |
0.8339 |
|
1.618 |
0.8283 |
|
2.618 |
0.8192 |
|
4.250 |
0.8043 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8501 |
0.8494 |
| PP |
0.8488 |
0.8475 |
| S1 |
0.8476 |
0.8456 |
|