CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 26-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8310 |
0.8327 |
0.0017 |
0.2% |
0.8386 |
| High |
0.8323 |
0.8327 |
0.0004 |
0.0% |
0.8386 |
| Low |
0.8310 |
0.8318 |
0.0008 |
0.1% |
0.8296 |
| Close |
0.8317 |
0.8322 |
0.0005 |
0.1% |
0.8322 |
| Range |
0.0013 |
0.0009 |
-0.0004 |
-30.8% |
0.0090 |
| ATR |
0.0077 |
0.0072 |
-0.0005 |
-6.2% |
0.0000 |
| Volume |
391 |
55 |
-336 |
-85.9% |
955 |
|
| Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8349 |
0.8345 |
0.8327 |
|
| R3 |
0.8340 |
0.8336 |
0.8324 |
|
| R2 |
0.8331 |
0.8331 |
0.8324 |
|
| R1 |
0.8327 |
0.8327 |
0.8323 |
0.8325 |
| PP |
0.8322 |
0.8322 |
0.8322 |
0.8321 |
| S1 |
0.8318 |
0.8318 |
0.8321 |
0.8316 |
| S2 |
0.8313 |
0.8313 |
0.8320 |
|
| S3 |
0.8304 |
0.8309 |
0.8320 |
|
| S4 |
0.8295 |
0.8300 |
0.8317 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8605 |
0.8553 |
0.8372 |
|
| R3 |
0.8515 |
0.8463 |
0.8347 |
|
| R2 |
0.8425 |
0.8425 |
0.8339 |
|
| R1 |
0.8373 |
0.8373 |
0.8330 |
0.8354 |
| PP |
0.8335 |
0.8335 |
0.8335 |
0.8325 |
| S1 |
0.8283 |
0.8283 |
0.8314 |
0.8264 |
| S2 |
0.8245 |
0.8245 |
0.8306 |
|
| S3 |
0.8155 |
0.8193 |
0.8297 |
|
| S4 |
0.8065 |
0.8103 |
0.8273 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8427 |
0.8296 |
0.0131 |
1.6% |
0.0033 |
0.4% |
20% |
False |
False |
199 |
| 10 |
0.8670 |
0.8296 |
0.0374 |
4.5% |
0.0069 |
0.8% |
7% |
False |
False |
283 |
| 20 |
0.8670 |
0.8229 |
0.0441 |
5.3% |
0.0081 |
1.0% |
21% |
False |
False |
183 |
| 40 |
0.9190 |
0.8229 |
0.0961 |
11.5% |
0.0062 |
0.7% |
10% |
False |
False |
97 |
| 60 |
0.9489 |
0.8229 |
0.1260 |
15.1% |
0.0048 |
0.6% |
7% |
False |
False |
65 |
| 80 |
0.9553 |
0.8229 |
0.1324 |
15.9% |
0.0039 |
0.5% |
7% |
False |
False |
50 |
| 100 |
0.9849 |
0.8229 |
0.1620 |
19.5% |
0.0033 |
0.4% |
6% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8365 |
|
2.618 |
0.8351 |
|
1.618 |
0.8342 |
|
1.000 |
0.8336 |
|
0.618 |
0.8333 |
|
HIGH |
0.8327 |
|
0.618 |
0.8324 |
|
0.500 |
0.8323 |
|
0.382 |
0.8321 |
|
LOW |
0.8318 |
|
0.618 |
0.8312 |
|
1.000 |
0.8309 |
|
1.618 |
0.8303 |
|
2.618 |
0.8294 |
|
4.250 |
0.8280 |
|
|
| Fisher Pivots for day following 26-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8323 |
0.8321 |
| PP |
0.8322 |
0.8321 |
| S1 |
0.8322 |
0.8320 |
|