CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 18-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8600 |
0.8424 |
-0.0176 |
-2.0% |
0.8234 |
| High |
0.8600 |
0.8463 |
-0.0137 |
-1.6% |
0.8524 |
| Low |
0.8451 |
0.8400 |
-0.0051 |
-0.6% |
0.8229 |
| Close |
0.8452 |
0.8431 |
-0.0021 |
-0.2% |
0.8439 |
| Range |
0.0149 |
0.0063 |
-0.0086 |
-57.7% |
0.0295 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
490 |
1,187 |
697 |
142.2% |
615 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8620 |
0.8589 |
0.8466 |
|
| R3 |
0.8557 |
0.8526 |
0.8448 |
|
| R2 |
0.8494 |
0.8494 |
0.8443 |
|
| R1 |
0.8463 |
0.8463 |
0.8437 |
0.8479 |
| PP |
0.8431 |
0.8431 |
0.8431 |
0.8439 |
| S1 |
0.8400 |
0.8400 |
0.8425 |
0.8416 |
| S2 |
0.8368 |
0.8368 |
0.8419 |
|
| S3 |
0.8305 |
0.8337 |
0.8414 |
|
| S4 |
0.8242 |
0.8274 |
0.8396 |
|
|
| 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 |
0.8670 |
0.8400 |
0.0270 |
3.2% |
0.0104 |
1.2% |
11% |
False |
True |
368 |
| 10 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0119 |
1.4% |
46% |
False |
False |
247 |
| 20 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0082 |
1.0% |
46% |
False |
False |
138 |
| 40 |
0.9335 |
0.8229 |
0.1106 |
13.1% |
0.0061 |
0.7% |
18% |
False |
False |
73 |
| 60 |
0.9489 |
0.8229 |
0.1260 |
14.9% |
0.0048 |
0.6% |
16% |
False |
False |
49 |
| 80 |
0.9674 |
0.8229 |
0.1445 |
17.1% |
0.0038 |
0.4% |
14% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8731 |
|
2.618 |
0.8628 |
|
1.618 |
0.8565 |
|
1.000 |
0.8526 |
|
0.618 |
0.8502 |
|
HIGH |
0.8463 |
|
0.618 |
0.8439 |
|
0.500 |
0.8432 |
|
0.382 |
0.8424 |
|
LOW |
0.8400 |
|
0.618 |
0.8361 |
|
1.000 |
0.8337 |
|
1.618 |
0.8298 |
|
2.618 |
0.8235 |
|
4.250 |
0.8132 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8432 |
0.8535 |
| PP |
0.8431 |
0.8500 |
| S1 |
0.8431 |
0.8466 |
|