CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 22-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8411 |
0.8386 |
-0.0025 |
-0.3% |
0.8439 |
| High |
0.8427 |
0.8386 |
-0.0041 |
-0.5% |
0.8670 |
| Low |
0.8375 |
0.8343 |
-0.0032 |
-0.4% |
0.8375 |
| Close |
0.8382 |
0.8351 |
-0.0031 |
-0.4% |
0.8382 |
| Range |
0.0052 |
0.0043 |
-0.0009 |
-17.3% |
0.0295 |
| ATR |
0.0086 |
0.0083 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
41 |
427 |
386 |
941.5% |
1,855 |
|
| Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8489 |
0.8463 |
0.8375 |
|
| R3 |
0.8446 |
0.8420 |
0.8363 |
|
| R2 |
0.8403 |
0.8403 |
0.8359 |
|
| R1 |
0.8377 |
0.8377 |
0.8355 |
0.8369 |
| PP |
0.8360 |
0.8360 |
0.8360 |
0.8356 |
| S1 |
0.8334 |
0.8334 |
0.8347 |
0.8326 |
| S2 |
0.8317 |
0.8317 |
0.8343 |
|
| S3 |
0.8274 |
0.8291 |
0.8339 |
|
| S4 |
0.8231 |
0.8248 |
0.8327 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9361 |
0.9166 |
0.8544 |
|
| R3 |
0.9066 |
0.8871 |
0.8463 |
|
| R2 |
0.8771 |
0.8771 |
0.8436 |
|
| R1 |
0.8576 |
0.8576 |
0.8409 |
0.8526 |
| PP |
0.8476 |
0.8476 |
0.8476 |
0.8451 |
| S1 |
0.8281 |
0.8281 |
0.8355 |
0.8231 |
| S2 |
0.8181 |
0.8181 |
0.8328 |
|
| S3 |
0.7886 |
0.7986 |
0.8301 |
|
| S4 |
0.7591 |
0.7691 |
0.8220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8670 |
0.8343 |
0.0327 |
3.9% |
0.0096 |
1.2% |
2% |
False |
True |
448 |
| 10 |
0.8670 |
0.8298 |
0.0372 |
4.5% |
0.0106 |
1.3% |
14% |
False |
False |
282 |
| 20 |
0.8670 |
0.8229 |
0.0441 |
5.3% |
0.0082 |
1.0% |
28% |
False |
False |
159 |
| 40 |
0.9310 |
0.8229 |
0.1081 |
12.9% |
0.0062 |
0.7% |
11% |
False |
False |
84 |
| 60 |
0.9489 |
0.8229 |
0.1260 |
15.1% |
0.0048 |
0.6% |
10% |
False |
False |
57 |
| 80 |
0.9662 |
0.8229 |
0.1433 |
17.2% |
0.0039 |
0.5% |
9% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8569 |
|
2.618 |
0.8499 |
|
1.618 |
0.8456 |
|
1.000 |
0.8429 |
|
0.618 |
0.8413 |
|
HIGH |
0.8386 |
|
0.618 |
0.8370 |
|
0.500 |
0.8365 |
|
0.382 |
0.8359 |
|
LOW |
0.8343 |
|
0.618 |
0.8316 |
|
1.000 |
0.8300 |
|
1.618 |
0.8273 |
|
2.618 |
0.8230 |
|
4.250 |
0.8160 |
|
|
| Fisher Pivots for day following 22-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8365 |
0.8403 |
| PP |
0.8360 |
0.8386 |
| S1 |
0.8356 |
0.8368 |
|