CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8439 |
0.8512 |
0.0073 |
0.9% |
0.8234 |
| High |
0.8521 |
0.8670 |
0.0149 |
1.7% |
0.8524 |
| Low |
0.8430 |
0.8495 |
0.0065 |
0.8% |
0.8229 |
| Close |
0.8513 |
0.8548 |
0.0035 |
0.4% |
0.8439 |
| Range |
0.0091 |
0.0175 |
0.0084 |
92.3% |
0.0295 |
| ATR |
0.0079 |
0.0086 |
0.0007 |
8.7% |
0.0000 |
| Volume |
39 |
98 |
59 |
151.3% |
615 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9096 |
0.8997 |
0.8644 |
|
| R3 |
0.8921 |
0.8822 |
0.8596 |
|
| R2 |
0.8746 |
0.8746 |
0.8580 |
|
| R1 |
0.8647 |
0.8647 |
0.8564 |
0.8697 |
| PP |
0.8571 |
0.8571 |
0.8571 |
0.8596 |
| S1 |
0.8472 |
0.8472 |
0.8532 |
0.8522 |
| S2 |
0.8396 |
0.8396 |
0.8516 |
|
| S3 |
0.8221 |
0.8297 |
0.8500 |
|
| S4 |
0.8046 |
0.8122 |
0.8452 |
|
|
| 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 |
0.8670 |
0.8382 |
0.0288 |
3.4% |
0.0113 |
1.3% |
58% |
True |
False |
92 |
| 10 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0106 |
1.2% |
72% |
True |
False |
87 |
| 20 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0075 |
0.9% |
72% |
True |
False |
55 |
| 40 |
0.9401 |
0.8229 |
0.1172 |
13.7% |
0.0057 |
0.7% |
27% |
False |
False |
31 |
| 60 |
0.9489 |
0.8229 |
0.1260 |
14.7% |
0.0044 |
0.5% |
25% |
False |
False |
21 |
| 80 |
0.9674 |
0.8229 |
0.1445 |
16.9% |
0.0035 |
0.4% |
22% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9414 |
|
2.618 |
0.9128 |
|
1.618 |
0.8953 |
|
1.000 |
0.8845 |
|
0.618 |
0.8778 |
|
HIGH |
0.8670 |
|
0.618 |
0.8603 |
|
0.500 |
0.8583 |
|
0.382 |
0.8562 |
|
LOW |
0.8495 |
|
0.618 |
0.8387 |
|
1.000 |
0.8320 |
|
1.618 |
0.8212 |
|
2.618 |
0.8037 |
|
4.250 |
0.7751 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8583 |
0.8550 |
| PP |
0.8571 |
0.8549 |
| S1 |
0.8560 |
0.8549 |
|