CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8424 |
0.8411 |
-0.0013 |
-0.2% |
0.8439 |
| High |
0.8463 |
0.8427 |
-0.0036 |
-0.4% |
0.8670 |
| Low |
0.8400 |
0.8375 |
-0.0025 |
-0.3% |
0.8375 |
| Close |
0.8431 |
0.8382 |
-0.0049 |
-0.6% |
0.8382 |
| Range |
0.0063 |
0.0052 |
-0.0011 |
-17.5% |
0.0295 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
1,187 |
41 |
-1,146 |
-96.5% |
1,855 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8551 |
0.8518 |
0.8411 |
|
| R3 |
0.8499 |
0.8466 |
0.8396 |
|
| R2 |
0.8447 |
0.8447 |
0.8392 |
|
| R1 |
0.8414 |
0.8414 |
0.8387 |
0.8405 |
| PP |
0.8395 |
0.8395 |
0.8395 |
0.8390 |
| S1 |
0.8362 |
0.8362 |
0.8377 |
0.8353 |
| S2 |
0.8343 |
0.8343 |
0.8372 |
|
| S3 |
0.8291 |
0.8310 |
0.8368 |
|
| S4 |
0.8239 |
0.8258 |
0.8353 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9361 |
0.9166 |
0.8544 |
|
| R3 |
0.9066 |
0.8871 |
0.8463 |
|
| R2 |
0.8771 |
0.8771 |
0.8436 |
|
| R1 |
0.8576 |
0.8576 |
0.8409 |
0.8526 |
| PP |
0.8476 |
0.8476 |
0.8476 |
0.8451 |
| S1 |
0.8281 |
0.8281 |
0.8355 |
0.8231 |
| S2 |
0.8181 |
0.8181 |
0.8328 |
|
| S3 |
0.7886 |
0.7986 |
0.8301 |
|
| S4 |
0.7591 |
0.7691 |
0.8220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8670 |
0.8375 |
0.0295 |
3.5% |
0.0106 |
1.3% |
2% |
False |
True |
371 |
| 10 |
0.8670 |
0.8229 |
0.0441 |
5.3% |
0.0111 |
1.3% |
35% |
False |
False |
247 |
| 20 |
0.8670 |
0.8229 |
0.0441 |
5.3% |
0.0081 |
1.0% |
35% |
False |
False |
138 |
| 40 |
0.9310 |
0.8229 |
0.1081 |
12.9% |
0.0061 |
0.7% |
14% |
False |
False |
73 |
| 60 |
0.9489 |
0.8229 |
0.1260 |
15.0% |
0.0048 |
0.6% |
12% |
False |
False |
50 |
| 80 |
0.9674 |
0.8229 |
0.1445 |
17.2% |
0.0038 |
0.5% |
11% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8648 |
|
2.618 |
0.8563 |
|
1.618 |
0.8511 |
|
1.000 |
0.8479 |
|
0.618 |
0.8459 |
|
HIGH |
0.8427 |
|
0.618 |
0.8407 |
|
0.500 |
0.8401 |
|
0.382 |
0.8395 |
|
LOW |
0.8375 |
|
0.618 |
0.8343 |
|
1.000 |
0.8323 |
|
1.618 |
0.8291 |
|
2.618 |
0.8239 |
|
4.250 |
0.8154 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8401 |
0.8488 |
| PP |
0.8395 |
0.8452 |
| S1 |
0.8388 |
0.8417 |
|