CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8370 |
0.8234 |
-0.0136 |
-1.6% |
0.8433 |
| High |
0.8370 |
0.8320 |
-0.0050 |
-0.6% |
0.8489 |
| Low |
0.8243 |
0.8229 |
-0.0014 |
-0.2% |
0.8243 |
| Close |
0.8257 |
0.8320 |
0.0063 |
0.8% |
0.8257 |
| Range |
0.0127 |
0.0091 |
-0.0036 |
-28.3% |
0.0246 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
3.6% |
0.0000 |
| Volume |
49 |
70 |
21 |
42.9% |
151 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8563 |
0.8532 |
0.8370 |
|
| R3 |
0.8472 |
0.8441 |
0.8345 |
|
| R2 |
0.8381 |
0.8381 |
0.8337 |
|
| R1 |
0.8350 |
0.8350 |
0.8328 |
0.8366 |
| PP |
0.8290 |
0.8290 |
0.8290 |
0.8297 |
| S1 |
0.8259 |
0.8259 |
0.8312 |
0.8275 |
| S2 |
0.8199 |
0.8199 |
0.8303 |
|
| S3 |
0.8108 |
0.8168 |
0.8295 |
|
| S4 |
0.8017 |
0.8077 |
0.8270 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9068 |
0.8908 |
0.8392 |
|
| R3 |
0.8822 |
0.8662 |
0.8325 |
|
| R2 |
0.8576 |
0.8576 |
0.8302 |
|
| R1 |
0.8416 |
0.8416 |
0.8280 |
0.8373 |
| PP |
0.8330 |
0.8330 |
0.8330 |
0.8308 |
| S1 |
0.8170 |
0.8170 |
0.8234 |
0.8127 |
| S2 |
0.8084 |
0.8084 |
0.8212 |
|
| S3 |
0.7838 |
0.7924 |
0.8189 |
|
| S4 |
0.7592 |
0.7678 |
0.8122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8438 |
0.8229 |
0.0209 |
2.5% |
0.0068 |
0.8% |
44% |
False |
True |
42 |
| 10 |
0.8529 |
0.8229 |
0.0300 |
3.6% |
0.0057 |
0.7% |
30% |
False |
True |
36 |
| 20 |
0.8784 |
0.8229 |
0.0555 |
6.7% |
0.0044 |
0.5% |
16% |
False |
True |
23 |
| 40 |
0.9489 |
0.8229 |
0.1260 |
15.1% |
0.0042 |
0.5% |
7% |
False |
True |
14 |
| 60 |
0.9489 |
0.8229 |
0.1260 |
15.1% |
0.0032 |
0.4% |
7% |
False |
True |
10 |
| 80 |
0.9801 |
0.8229 |
0.1572 |
18.9% |
0.0026 |
0.3% |
6% |
False |
True |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8707 |
|
2.618 |
0.8558 |
|
1.618 |
0.8467 |
|
1.000 |
0.8411 |
|
0.618 |
0.8376 |
|
HIGH |
0.8320 |
|
0.618 |
0.8285 |
|
0.500 |
0.8275 |
|
0.382 |
0.8264 |
|
LOW |
0.8229 |
|
0.618 |
0.8173 |
|
1.000 |
0.8138 |
|
1.618 |
0.8082 |
|
2.618 |
0.7991 |
|
4.250 |
0.7842 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8305 |
0.8316 |
| PP |
0.8290 |
0.8312 |
| S1 |
0.8275 |
0.8309 |
|