CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 23-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8386 |
0.8335 |
-0.0051 |
-0.6% |
0.8439 |
| High |
0.8386 |
0.8344 |
-0.0042 |
-0.5% |
0.8670 |
| Low |
0.8343 |
0.8296 |
-0.0047 |
-0.6% |
0.8375 |
| Close |
0.8351 |
0.8298 |
-0.0053 |
-0.6% |
0.8382 |
| Range |
0.0043 |
0.0048 |
0.0005 |
11.6% |
0.0295 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
427 |
82 |
-345 |
-80.8% |
1,855 |
|
| Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8457 |
0.8425 |
0.8324 |
|
| R3 |
0.8409 |
0.8377 |
0.8311 |
|
| R2 |
0.8361 |
0.8361 |
0.8307 |
|
| R1 |
0.8329 |
0.8329 |
0.8302 |
0.8321 |
| PP |
0.8313 |
0.8313 |
0.8313 |
0.8309 |
| S1 |
0.8281 |
0.8281 |
0.8294 |
0.8273 |
| S2 |
0.8265 |
0.8265 |
0.8289 |
|
| S3 |
0.8217 |
0.8233 |
0.8285 |
|
| S4 |
0.8169 |
0.8185 |
0.8272 |
|
|
| 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 |
0.8600 |
0.8296 |
0.0304 |
3.7% |
0.0071 |
0.9% |
1% |
False |
True |
445 |
| 10 |
0.8670 |
0.8296 |
0.0374 |
4.5% |
0.0092 |
1.1% |
1% |
False |
True |
269 |
| 20 |
0.8670 |
0.8229 |
0.0441 |
5.3% |
0.0082 |
1.0% |
16% |
False |
False |
163 |
| 40 |
0.9277 |
0.8229 |
0.1048 |
12.6% |
0.0063 |
0.8% |
7% |
False |
False |
86 |
| 60 |
0.9489 |
0.8229 |
0.1260 |
15.2% |
0.0049 |
0.6% |
5% |
False |
False |
58 |
| 80 |
0.9566 |
0.8229 |
0.1337 |
16.1% |
0.0039 |
0.5% |
5% |
False |
False |
44 |
| 100 |
0.9849 |
0.8229 |
0.1620 |
19.5% |
0.0032 |
0.4% |
4% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8548 |
|
2.618 |
0.8470 |
|
1.618 |
0.8422 |
|
1.000 |
0.8392 |
|
0.618 |
0.8374 |
|
HIGH |
0.8344 |
|
0.618 |
0.8326 |
|
0.500 |
0.8320 |
|
0.382 |
0.8314 |
|
LOW |
0.8296 |
|
0.618 |
0.8266 |
|
1.000 |
0.8248 |
|
1.618 |
0.8218 |
|
2.618 |
0.8170 |
|
4.250 |
0.8092 |
|
|
| Fisher Pivots for day following 23-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8320 |
0.8362 |
| PP |
0.8313 |
0.8340 |
| S1 |
0.8305 |
0.8319 |
|