CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8495 |
0.8439 |
-0.0056 |
-0.7% |
0.8234 |
| High |
0.8524 |
0.8471 |
-0.0053 |
-0.6% |
0.8524 |
| Low |
0.8388 |
0.8429 |
0.0041 |
0.5% |
0.8229 |
| Close |
0.8415 |
0.8439 |
0.0024 |
0.3% |
0.8439 |
| Range |
0.0136 |
0.0042 |
-0.0094 |
-69.1% |
0.0295 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
148 |
29 |
-119 |
-80.4% |
615 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8572 |
0.8548 |
0.8462 |
|
| R3 |
0.8530 |
0.8506 |
0.8451 |
|
| R2 |
0.8488 |
0.8488 |
0.8447 |
|
| R1 |
0.8464 |
0.8464 |
0.8443 |
0.8460 |
| PP |
0.8446 |
0.8446 |
0.8446 |
0.8445 |
| S1 |
0.8422 |
0.8422 |
0.8435 |
0.8418 |
| S2 |
0.8404 |
0.8404 |
0.8431 |
|
| S3 |
0.8362 |
0.8380 |
0.8427 |
|
| S4 |
0.8320 |
0.8338 |
0.8416 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9282 |
0.9156 |
0.8601 |
|
| R3 |
0.8987 |
0.8861 |
0.8520 |
|
| R2 |
0.8692 |
0.8692 |
0.8493 |
|
| R1 |
0.8566 |
0.8566 |
0.8466 |
0.8629 |
| PP |
0.8397 |
0.8397 |
0.8397 |
0.8429 |
| S1 |
0.8271 |
0.8271 |
0.8412 |
0.8334 |
| S2 |
0.8102 |
0.8102 |
0.8385 |
|
| S3 |
0.7807 |
0.7976 |
0.8358 |
|
| S4 |
0.7512 |
0.7681 |
0.8277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8524 |
0.8229 |
0.0295 |
3.5% |
0.0116 |
1.4% |
71% |
False |
False |
123 |
| 10 |
0.8524 |
0.8229 |
0.0295 |
3.5% |
0.0089 |
1.1% |
71% |
False |
False |
76 |
| 20 |
0.8628 |
0.8229 |
0.0399 |
4.7% |
0.0062 |
0.7% |
53% |
False |
False |
49 |
| 40 |
0.9401 |
0.8229 |
0.1172 |
13.9% |
0.0050 |
0.6% |
18% |
False |
False |
28 |
| 60 |
0.9489 |
0.8229 |
0.1260 |
14.9% |
0.0040 |
0.5% |
17% |
False |
False |
19 |
| 80 |
0.9676 |
0.8229 |
0.1447 |
17.1% |
0.0032 |
0.4% |
15% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8650 |
|
2.618 |
0.8581 |
|
1.618 |
0.8539 |
|
1.000 |
0.8513 |
|
0.618 |
0.8497 |
|
HIGH |
0.8471 |
|
0.618 |
0.8455 |
|
0.500 |
0.8450 |
|
0.382 |
0.8445 |
|
LOW |
0.8429 |
|
0.618 |
0.8403 |
|
1.000 |
0.8387 |
|
1.618 |
0.8361 |
|
2.618 |
0.8319 |
|
4.250 |
0.8251 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8450 |
0.8453 |
| PP |
0.8446 |
0.8448 |
| S1 |
0.8443 |
0.8444 |
|