CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 15-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8416 |
0.8386 |
-0.0030 |
-0.4% |
0.8363 |
| High |
0.8434 |
0.8413 |
-0.0021 |
-0.2% |
0.8434 |
| Low |
0.8410 |
0.8386 |
-0.0024 |
-0.3% |
0.8356 |
| Close |
0.8417 |
0.8413 |
-0.0004 |
0.0% |
0.8413 |
| Range |
0.0024 |
0.0027 |
0.0003 |
12.5% |
0.0078 |
| ATR |
0.0034 |
0.0034 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
7 |
16 |
9 |
128.6% |
89 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8485 |
0.8476 |
0.8428 |
|
| R3 |
0.8458 |
0.8449 |
0.8420 |
|
| R2 |
0.8431 |
0.8431 |
0.8418 |
|
| R1 |
0.8422 |
0.8422 |
0.8415 |
0.8427 |
| PP |
0.8404 |
0.8404 |
0.8404 |
0.8406 |
| S1 |
0.8395 |
0.8395 |
0.8411 |
0.8400 |
| S2 |
0.8377 |
0.8377 |
0.8408 |
|
| S3 |
0.8350 |
0.8368 |
0.8406 |
|
| S4 |
0.8323 |
0.8341 |
0.8398 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8635 |
0.8602 |
0.8456 |
|
| R3 |
0.8557 |
0.8524 |
0.8434 |
|
| R2 |
0.8479 |
0.8479 |
0.8427 |
|
| R1 |
0.8446 |
0.8446 |
0.8420 |
0.8463 |
| PP |
0.8401 |
0.8401 |
0.8401 |
0.8409 |
| S1 |
0.8368 |
0.8368 |
0.8406 |
0.8385 |
| S2 |
0.8323 |
0.8323 |
0.8399 |
|
| S3 |
0.8245 |
0.8290 |
0.8392 |
|
| S4 |
0.8167 |
0.8212 |
0.8370 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8434 |
0.8356 |
0.0078 |
0.9% |
0.0024 |
0.3% |
73% |
False |
False |
17 |
| 10 |
0.8434 |
0.8333 |
0.0101 |
1.2% |
0.0023 |
0.3% |
79% |
False |
False |
37 |
| 20 |
0.8454 |
0.8333 |
0.0121 |
1.4% |
0.0022 |
0.3% |
66% |
False |
False |
21 |
| 40 |
0.8470 |
0.8320 |
0.0150 |
1.8% |
0.0023 |
0.3% |
62% |
False |
False |
13 |
| 60 |
0.8470 |
0.8246 |
0.0224 |
2.7% |
0.0025 |
0.3% |
75% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8528 |
|
2.618 |
0.8484 |
|
1.618 |
0.8457 |
|
1.000 |
0.8440 |
|
0.618 |
0.8430 |
|
HIGH |
0.8413 |
|
0.618 |
0.8403 |
|
0.500 |
0.8400 |
|
0.382 |
0.8396 |
|
LOW |
0.8386 |
|
0.618 |
0.8369 |
|
1.000 |
0.8359 |
|
1.618 |
0.8342 |
|
2.618 |
0.8315 |
|
4.250 |
0.8271 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8409 |
0.8410 |
| PP |
0.8404 |
0.8408 |
| S1 |
0.8400 |
0.8405 |
|