CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8234 |
0.8316 |
0.0082 |
1.0% |
0.8433 |
| High |
0.8320 |
0.8489 |
0.0169 |
2.0% |
0.8489 |
| Low |
0.8229 |
0.8298 |
0.0069 |
0.8% |
0.8243 |
| Close |
0.8320 |
0.8389 |
0.0069 |
0.8% |
0.8257 |
| Range |
0.0091 |
0.0191 |
0.0100 |
109.9% |
0.0246 |
| ATR |
0.0063 |
0.0072 |
0.0009 |
14.6% |
0.0000 |
| Volume |
70 |
219 |
149 |
212.9% |
151 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8965 |
0.8868 |
0.8494 |
|
| R3 |
0.8774 |
0.8677 |
0.8442 |
|
| R2 |
0.8583 |
0.8583 |
0.8424 |
|
| R1 |
0.8486 |
0.8486 |
0.8407 |
0.8535 |
| PP |
0.8392 |
0.8392 |
0.8392 |
0.8416 |
| S1 |
0.8295 |
0.8295 |
0.8371 |
0.8344 |
| S2 |
0.8201 |
0.8201 |
0.8354 |
|
| S3 |
0.8010 |
0.8104 |
0.8336 |
|
| S4 |
0.7819 |
0.7913 |
0.8284 |
|
|
| 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 |
0.8489 |
0.8229 |
0.0260 |
3.1% |
0.0099 |
1.2% |
62% |
True |
False |
83 |
| 10 |
0.8529 |
0.8229 |
0.0300 |
3.6% |
0.0072 |
0.9% |
53% |
False |
False |
57 |
| 20 |
0.8719 |
0.8229 |
0.0490 |
5.8% |
0.0051 |
0.6% |
33% |
False |
False |
34 |
| 40 |
0.9489 |
0.8229 |
0.1260 |
15.0% |
0.0047 |
0.6% |
13% |
False |
False |
20 |
| 60 |
0.9489 |
0.8229 |
0.1260 |
15.0% |
0.0035 |
0.4% |
13% |
False |
False |
14 |
| 80 |
0.9776 |
0.8229 |
0.1547 |
18.4% |
0.0028 |
0.3% |
10% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9301 |
|
2.618 |
0.8989 |
|
1.618 |
0.8798 |
|
1.000 |
0.8680 |
|
0.618 |
0.8607 |
|
HIGH |
0.8489 |
|
0.618 |
0.8416 |
|
0.500 |
0.8394 |
|
0.382 |
0.8371 |
|
LOW |
0.8298 |
|
0.618 |
0.8180 |
|
1.000 |
0.8107 |
|
1.618 |
0.7989 |
|
2.618 |
0.7798 |
|
4.250 |
0.7486 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8394 |
0.8379 |
| PP |
0.8392 |
0.8369 |
| S1 |
0.8391 |
0.8359 |
|