CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8312 |
0.8367 |
0.0055 |
0.7% |
0.8386 |
| High |
0.8425 |
0.8389 |
-0.0036 |
-0.4% |
0.8386 |
| Low |
0.8312 |
0.8354 |
0.0042 |
0.5% |
0.8296 |
| Close |
0.8380 |
0.8357 |
-0.0023 |
-0.3% |
0.8322 |
| Range |
0.0113 |
0.0035 |
-0.0078 |
-69.0% |
0.0090 |
| ATR |
0.0074 |
0.0071 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
80 |
126 |
46 |
57.5% |
955 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8472 |
0.8449 |
0.8376 |
|
| R3 |
0.8437 |
0.8414 |
0.8367 |
|
| R2 |
0.8402 |
0.8402 |
0.8363 |
|
| R1 |
0.8379 |
0.8379 |
0.8360 |
0.8373 |
| PP |
0.8367 |
0.8367 |
0.8367 |
0.8364 |
| S1 |
0.8344 |
0.8344 |
0.8354 |
0.8338 |
| S2 |
0.8332 |
0.8332 |
0.8351 |
|
| S3 |
0.8297 |
0.8309 |
0.8347 |
|
| S4 |
0.8262 |
0.8274 |
0.8338 |
|
|
| 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 |
0.8298 |
0.0127 |
1.5% |
0.0041 |
0.5% |
46% |
False |
False |
131 |
| 10 |
0.8600 |
0.8296 |
0.0304 |
3.6% |
0.0056 |
0.7% |
20% |
False |
False |
288 |
| 20 |
0.8670 |
0.8229 |
0.0441 |
5.3% |
0.0081 |
1.0% |
29% |
False |
False |
188 |
| 40 |
0.8861 |
0.8229 |
0.0632 |
7.6% |
0.0061 |
0.7% |
20% |
False |
False |
101 |
| 60 |
0.9489 |
0.8229 |
0.1260 |
15.1% |
0.0051 |
0.6% |
10% |
False |
False |
69 |
| 80 |
0.9489 |
0.8229 |
0.1260 |
15.1% |
0.0041 |
0.5% |
10% |
False |
False |
52 |
| 100 |
0.9817 |
0.8229 |
0.1588 |
19.0% |
0.0034 |
0.4% |
8% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8538 |
|
2.618 |
0.8481 |
|
1.618 |
0.8446 |
|
1.000 |
0.8424 |
|
0.618 |
0.8411 |
|
HIGH |
0.8389 |
|
0.618 |
0.8376 |
|
0.500 |
0.8372 |
|
0.382 |
0.8367 |
|
LOW |
0.8354 |
|
0.618 |
0.8332 |
|
1.000 |
0.8319 |
|
1.618 |
0.8297 |
|
2.618 |
0.8262 |
|
4.250 |
0.8205 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8372 |
0.8362 |
| PP |
0.8367 |
0.8360 |
| S1 |
0.8362 |
0.8359 |
|