CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 24-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8335 |
0.8310 |
-0.0025 |
-0.3% |
0.8439 |
| High |
0.8344 |
0.8323 |
-0.0021 |
-0.3% |
0.8670 |
| Low |
0.8296 |
0.8310 |
0.0014 |
0.2% |
0.8375 |
| Close |
0.8298 |
0.8317 |
0.0019 |
0.2% |
0.8382 |
| Range |
0.0048 |
0.0013 |
-0.0035 |
-72.9% |
0.0295 |
| ATR |
0.0081 |
0.0077 |
-0.0004 |
-4.9% |
0.0000 |
| Volume |
82 |
391 |
309 |
376.8% |
1,855 |
|
| Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8356 |
0.8349 |
0.8324 |
|
| R3 |
0.8343 |
0.8336 |
0.8321 |
|
| R2 |
0.8330 |
0.8330 |
0.8319 |
|
| R1 |
0.8323 |
0.8323 |
0.8318 |
0.8327 |
| PP |
0.8317 |
0.8317 |
0.8317 |
0.8318 |
| S1 |
0.8310 |
0.8310 |
0.8316 |
0.8314 |
| S2 |
0.8304 |
0.8304 |
0.8315 |
|
| S3 |
0.8291 |
0.8297 |
0.8313 |
|
| S4 |
0.8278 |
0.8284 |
0.8310 |
|
|
| 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 |
0.8463 |
0.8296 |
0.0167 |
2.0% |
0.0044 |
0.5% |
13% |
False |
False |
425 |
| 10 |
0.8670 |
0.8296 |
0.0374 |
4.5% |
0.0081 |
1.0% |
6% |
False |
False |
293 |
| 20 |
0.8670 |
0.8229 |
0.0441 |
5.3% |
0.0082 |
1.0% |
20% |
False |
False |
180 |
| 40 |
0.9246 |
0.8229 |
0.1017 |
12.2% |
0.0063 |
0.8% |
9% |
False |
False |
96 |
| 60 |
0.9489 |
0.8229 |
0.1260 |
15.1% |
0.0049 |
0.6% |
7% |
False |
False |
65 |
| 80 |
0.9566 |
0.8229 |
0.1337 |
16.1% |
0.0039 |
0.5% |
7% |
False |
False |
49 |
| 100 |
0.9849 |
0.8229 |
0.1620 |
19.5% |
0.0033 |
0.4% |
5% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8378 |
|
2.618 |
0.8357 |
|
1.618 |
0.8344 |
|
1.000 |
0.8336 |
|
0.618 |
0.8331 |
|
HIGH |
0.8323 |
|
0.618 |
0.8318 |
|
0.500 |
0.8317 |
|
0.382 |
0.8315 |
|
LOW |
0.8310 |
|
0.618 |
0.8302 |
|
1.000 |
0.8297 |
|
1.618 |
0.8289 |
|
2.618 |
0.8276 |
|
4.250 |
0.8255 |
|
|
| Fisher Pivots for day following 24-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8317 |
0.8341 |
| PP |
0.8317 |
0.8333 |
| S1 |
0.8317 |
0.8325 |
|