CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8393 |
0.8388 |
-0.0005 |
-0.1% |
0.8390 |
| High |
0.8393 |
0.8388 |
-0.0005 |
-0.1% |
0.8390 |
| Low |
0.8393 |
0.8371 |
-0.0022 |
-0.3% |
0.8311 |
| Close |
0.8393 |
0.8371 |
-0.0022 |
-0.3% |
0.8335 |
| Range |
0.0000 |
0.0017 |
0.0017 |
|
0.0079 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
19 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8428 |
0.8416 |
0.8380 |
|
| R3 |
0.8411 |
0.8399 |
0.8376 |
|
| R2 |
0.8394 |
0.8394 |
0.8374 |
|
| R1 |
0.8382 |
0.8382 |
0.8373 |
0.8380 |
| PP |
0.8377 |
0.8377 |
0.8377 |
0.8375 |
| S1 |
0.8365 |
0.8365 |
0.8369 |
0.8363 |
| S2 |
0.8360 |
0.8360 |
0.8368 |
|
| S3 |
0.8343 |
0.8348 |
0.8366 |
|
| S4 |
0.8326 |
0.8331 |
0.8362 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8582 |
0.8538 |
0.8378 |
|
| R3 |
0.8503 |
0.8459 |
0.8357 |
|
| R2 |
0.8424 |
0.8424 |
0.8349 |
|
| R1 |
0.8380 |
0.8380 |
0.8342 |
0.8363 |
| PP |
0.8345 |
0.8345 |
0.8345 |
0.8337 |
| S1 |
0.8301 |
0.8301 |
0.8328 |
0.8284 |
| S2 |
0.8266 |
0.8266 |
0.8321 |
|
| S3 |
0.8187 |
0.8222 |
0.8313 |
|
| S4 |
0.8108 |
0.8143 |
0.8292 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8460 |
|
2.618 |
0.8433 |
|
1.618 |
0.8416 |
|
1.000 |
0.8405 |
|
0.618 |
0.8399 |
|
HIGH |
0.8388 |
|
0.618 |
0.8382 |
|
0.500 |
0.8380 |
|
0.382 |
0.8377 |
|
LOW |
0.8371 |
|
0.618 |
0.8360 |
|
1.000 |
0.8354 |
|
1.618 |
0.8343 |
|
2.618 |
0.8326 |
|
4.250 |
0.8299 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8380 |
0.8365 |
| PP |
0.8377 |
0.8358 |
| S1 |
0.8374 |
0.8352 |
|