CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 30-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8305 |
0.8312 |
0.0007 |
0.1% |
0.8386 |
| High |
0.8331 |
0.8425 |
0.0094 |
1.1% |
0.8386 |
| Low |
0.8298 |
0.8312 |
0.0014 |
0.2% |
0.8296 |
| Close |
0.8298 |
0.8380 |
0.0082 |
1.0% |
0.8322 |
| Range |
0.0033 |
0.0113 |
0.0080 |
242.4% |
0.0090 |
| ATR |
0.0069 |
0.0074 |
0.0004 |
5.9% |
0.0000 |
| Volume |
7 |
80 |
73 |
1,042.9% |
955 |
|
| Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8711 |
0.8659 |
0.8442 |
|
| R3 |
0.8598 |
0.8546 |
0.8411 |
|
| R2 |
0.8485 |
0.8485 |
0.8401 |
|
| R1 |
0.8433 |
0.8433 |
0.8390 |
0.8459 |
| PP |
0.8372 |
0.8372 |
0.8372 |
0.8386 |
| S1 |
0.8320 |
0.8320 |
0.8370 |
0.8346 |
| S2 |
0.8259 |
0.8259 |
0.8359 |
|
| S3 |
0.8146 |
0.8207 |
0.8349 |
|
| S4 |
0.8033 |
0.8094 |
0.8318 |
|
|
| 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 |
0.8425 |
0.8296 |
0.0129 |
1.5% |
0.0043 |
0.5% |
65% |
True |
False |
123 |
| 10 |
0.8670 |
0.8296 |
0.0374 |
4.5% |
0.0070 |
0.8% |
22% |
False |
False |
285 |
| 20 |
0.8670 |
0.8229 |
0.0441 |
5.3% |
0.0081 |
1.0% |
34% |
False |
False |
182 |
| 40 |
0.8866 |
0.8229 |
0.0637 |
7.6% |
0.0063 |
0.7% |
24% |
False |
False |
98 |
| 60 |
0.9489 |
0.8229 |
0.1260 |
15.0% |
0.0050 |
0.6% |
12% |
False |
False |
67 |
| 80 |
0.9494 |
0.8229 |
0.1265 |
15.1% |
0.0041 |
0.5% |
12% |
False |
False |
51 |
| 100 |
0.9831 |
0.8229 |
0.1602 |
19.1% |
0.0034 |
0.4% |
9% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8905 |
|
2.618 |
0.8721 |
|
1.618 |
0.8608 |
|
1.000 |
0.8538 |
|
0.618 |
0.8495 |
|
HIGH |
0.8425 |
|
0.618 |
0.8382 |
|
0.500 |
0.8369 |
|
0.382 |
0.8355 |
|
LOW |
0.8312 |
|
0.618 |
0.8242 |
|
1.000 |
0.8199 |
|
1.618 |
0.8129 |
|
2.618 |
0.8016 |
|
4.250 |
0.7832 |
|
|
| Fisher Pivots for day following 30-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8376 |
0.8374 |
| PP |
0.8372 |
0.8368 |
| S1 |
0.8369 |
0.8362 |
|