CME Japanese Yen Future December 2014
| 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 |
0.8415 |
0.8449 |
0.0034 |
0.4% |
0.8212 |
| High |
0.8471 |
0.8490 |
0.0019 |
0.2% |
0.8515 |
| Low |
0.8389 |
0.8404 |
0.0015 |
0.2% |
0.8207 |
| Close |
0.8421 |
0.8430 |
0.0009 |
0.1% |
0.8421 |
| Range |
0.0082 |
0.0086 |
0.0004 |
4.9% |
0.0308 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
59,532 |
59,532 |
0 |
0.0% |
1,307,864 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8699 |
0.8651 |
0.8477 |
|
| R3 |
0.8613 |
0.8565 |
0.8454 |
|
| R2 |
0.8527 |
0.8527 |
0.8446 |
|
| R1 |
0.8479 |
0.8479 |
0.8438 |
0.8460 |
| PP |
0.8441 |
0.8441 |
0.8441 |
0.8432 |
| S1 |
0.8393 |
0.8393 |
0.8422 |
0.8374 |
| S2 |
0.8355 |
0.8355 |
0.8414 |
|
| S3 |
0.8269 |
0.8307 |
0.8406 |
|
| S4 |
0.8183 |
0.8221 |
0.8383 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9305 |
0.9171 |
0.8590 |
|
| R3 |
0.8997 |
0.8863 |
0.8506 |
|
| R2 |
0.8689 |
0.8689 |
0.8477 |
|
| R1 |
0.8555 |
0.8555 |
0.8449 |
0.8622 |
| PP |
0.8381 |
0.8381 |
0.8381 |
0.8415 |
| S1 |
0.8247 |
0.8247 |
0.8393 |
0.8314 |
| S2 |
0.8073 |
0.8073 |
0.8365 |
|
| S3 |
0.7765 |
0.7939 |
0.8336 |
|
| S4 |
0.7457 |
0.7631 |
0.8252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8515 |
0.8265 |
0.0250 |
3.0% |
0.0138 |
1.6% |
66% |
False |
False |
230,408 |
| 10 |
0.8515 |
0.8207 |
0.0308 |
3.7% |
0.0114 |
1.3% |
72% |
False |
False |
208,096 |
| 20 |
0.8663 |
0.8207 |
0.0456 |
5.4% |
0.0096 |
1.1% |
49% |
False |
False |
194,652 |
| 40 |
0.9416 |
0.8207 |
0.1209 |
14.3% |
0.0092 |
1.1% |
18% |
False |
False |
195,818 |
| 60 |
0.9510 |
0.8207 |
0.1303 |
15.5% |
0.0089 |
1.1% |
17% |
False |
False |
197,593 |
| 80 |
0.9665 |
0.8207 |
0.1458 |
17.3% |
0.0081 |
1.0% |
15% |
False |
False |
164,395 |
| 100 |
0.9860 |
0.8207 |
0.1653 |
19.6% |
0.0073 |
0.9% |
13% |
False |
False |
131,613 |
| 120 |
0.9902 |
0.8207 |
0.1695 |
20.1% |
0.0065 |
0.8% |
13% |
False |
False |
109,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8856 |
|
2.618 |
0.8715 |
|
1.618 |
0.8629 |
|
1.000 |
0.8576 |
|
0.618 |
0.8543 |
|
HIGH |
0.8490 |
|
0.618 |
0.8457 |
|
0.500 |
0.8447 |
|
0.382 |
0.8437 |
|
LOW |
0.8404 |
|
0.618 |
0.8351 |
|
1.000 |
0.8318 |
|
1.618 |
0.8265 |
|
2.618 |
0.8179 |
|
4.250 |
0.8039 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8447 |
0.8440 |
| PP |
0.8441 |
0.8436 |
| S1 |
0.8436 |
0.8433 |
|