CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8512 |
0.8600 |
0.0088 |
1.0% |
0.8234 |
| High |
0.8670 |
0.8600 |
-0.0070 |
-0.8% |
0.8524 |
| Low |
0.8495 |
0.8451 |
-0.0044 |
-0.5% |
0.8229 |
| Close |
0.8548 |
0.8452 |
-0.0096 |
-1.1% |
0.8439 |
| Range |
0.0175 |
0.0149 |
-0.0026 |
-14.9% |
0.0295 |
| ATR |
0.0086 |
0.0090 |
0.0005 |
5.3% |
0.0000 |
| Volume |
98 |
490 |
392 |
400.0% |
615 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8948 |
0.8849 |
0.8534 |
|
| R3 |
0.8799 |
0.8700 |
0.8493 |
|
| R2 |
0.8650 |
0.8650 |
0.8479 |
|
| R1 |
0.8551 |
0.8551 |
0.8466 |
0.8526 |
| PP |
0.8501 |
0.8501 |
0.8501 |
0.8489 |
| S1 |
0.8402 |
0.8402 |
0.8438 |
0.8377 |
| S2 |
0.8352 |
0.8352 |
0.8425 |
|
| S3 |
0.8203 |
0.8253 |
0.8411 |
|
| S4 |
0.8054 |
0.8104 |
0.8370 |
|
|
| 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 |
0.8388 |
0.0282 |
3.3% |
0.0119 |
1.4% |
23% |
False |
False |
160 |
| 10 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0117 |
1.4% |
51% |
False |
False |
134 |
| 20 |
0.8670 |
0.8229 |
0.0441 |
5.2% |
0.0080 |
0.9% |
51% |
False |
False |
79 |
| 40 |
0.9355 |
0.8229 |
0.1126 |
13.3% |
0.0060 |
0.7% |
20% |
False |
False |
43 |
| 60 |
0.9489 |
0.8229 |
0.1260 |
14.9% |
0.0047 |
0.6% |
18% |
False |
False |
29 |
| 80 |
0.9674 |
0.8229 |
0.1445 |
17.1% |
0.0037 |
0.4% |
15% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9233 |
|
2.618 |
0.8990 |
|
1.618 |
0.8841 |
|
1.000 |
0.8749 |
|
0.618 |
0.8692 |
|
HIGH |
0.8600 |
|
0.618 |
0.8543 |
|
0.500 |
0.8526 |
|
0.382 |
0.8508 |
|
LOW |
0.8451 |
|
0.618 |
0.8359 |
|
1.000 |
0.8302 |
|
1.618 |
0.8210 |
|
2.618 |
0.8061 |
|
4.250 |
0.7818 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8526 |
0.8550 |
| PP |
0.8501 |
0.8517 |
| S1 |
0.8477 |
0.8485 |
|