CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8364 |
0.8370 |
0.0006 |
0.1% |
0.8433 |
| High |
0.8388 |
0.8370 |
-0.0018 |
-0.2% |
0.8489 |
| Low |
0.8338 |
0.8243 |
-0.0095 |
-1.1% |
0.8243 |
| Close |
0.8367 |
0.8257 |
-0.0110 |
-1.3% |
0.8257 |
| Range |
0.0050 |
0.0127 |
0.0077 |
154.0% |
0.0246 |
| ATR |
0.0056 |
0.0061 |
0.0005 |
9.2% |
0.0000 |
| Volume |
49 |
49 |
0 |
0.0% |
151 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8671 |
0.8591 |
0.8327 |
|
| R3 |
0.8544 |
0.8464 |
0.8292 |
|
| R2 |
0.8417 |
0.8417 |
0.8280 |
|
| R1 |
0.8337 |
0.8337 |
0.8269 |
0.8314 |
| PP |
0.8290 |
0.8290 |
0.8290 |
0.8278 |
| S1 |
0.8210 |
0.8210 |
0.8245 |
0.8187 |
| S2 |
0.8163 |
0.8163 |
0.8234 |
|
| S3 |
0.8036 |
0.8083 |
0.8222 |
|
| S4 |
0.7909 |
0.7956 |
0.8187 |
|
|
| 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 |
0.8489 |
0.8243 |
0.0246 |
3.0% |
0.0062 |
0.8% |
6% |
False |
True |
30 |
| 10 |
0.8529 |
0.8243 |
0.0286 |
3.5% |
0.0050 |
0.6% |
5% |
False |
True |
30 |
| 20 |
0.8784 |
0.8243 |
0.0541 |
6.6% |
0.0043 |
0.5% |
3% |
False |
True |
20 |
| 40 |
0.9489 |
0.8243 |
0.1246 |
15.1% |
0.0040 |
0.5% |
1% |
False |
True |
13 |
| 60 |
0.9489 |
0.8243 |
0.1246 |
15.1% |
0.0031 |
0.4% |
1% |
False |
True |
9 |
| 80 |
0.9801 |
0.8243 |
0.1558 |
18.9% |
0.0025 |
0.3% |
1% |
False |
True |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8910 |
|
2.618 |
0.8702 |
|
1.618 |
0.8575 |
|
1.000 |
0.8497 |
|
0.618 |
0.8448 |
|
HIGH |
0.8370 |
|
0.618 |
0.8321 |
|
0.500 |
0.8307 |
|
0.382 |
0.8292 |
|
LOW |
0.8243 |
|
0.618 |
0.8165 |
|
1.000 |
0.8116 |
|
1.618 |
0.8038 |
|
2.618 |
0.7911 |
|
4.250 |
0.7703 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8307 |
0.8322 |
| PP |
0.8290 |
0.8300 |
| S1 |
0.8274 |
0.8279 |
|