CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8502 |
0.8537 |
0.0035 |
0.4% |
0.8477 |
| High |
0.8502 |
0.8537 |
0.0035 |
0.4% |
0.8487 |
| Low |
0.8502 |
0.8429 |
-0.0073 |
-0.9% |
0.8271 |
| Close |
0.8502 |
0.8429 |
-0.0073 |
-0.9% |
0.8271 |
| Range |
0.0000 |
0.0108 |
0.0108 |
|
0.0216 |
| ATR |
0.0058 |
0.0062 |
0.0004 |
6.2% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8789 |
0.8717 |
0.8488 |
|
| R3 |
0.8681 |
0.8609 |
0.8459 |
|
| R2 |
0.8573 |
0.8573 |
0.8449 |
|
| R1 |
0.8501 |
0.8501 |
0.8439 |
0.8483 |
| PP |
0.8465 |
0.8465 |
0.8465 |
0.8456 |
| S1 |
0.8393 |
0.8393 |
0.8419 |
0.8375 |
| S2 |
0.8357 |
0.8357 |
0.8409 |
|
| S3 |
0.8249 |
0.8285 |
0.8399 |
|
| S4 |
0.8141 |
0.8177 |
0.8370 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8991 |
0.8847 |
0.8390 |
|
| R3 |
0.8775 |
0.8631 |
0.8330 |
|
| R2 |
0.8559 |
0.8559 |
0.8311 |
|
| R1 |
0.8415 |
0.8415 |
0.8291 |
0.8379 |
| PP |
0.8343 |
0.8343 |
0.8343 |
0.8325 |
| S1 |
0.8199 |
0.8199 |
0.8251 |
0.8163 |
| S2 |
0.8127 |
0.8127 |
0.8231 |
|
| S3 |
0.7911 |
0.7983 |
0.8212 |
|
| S4 |
0.7695 |
0.7767 |
0.8152 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8996 |
|
2.618 |
0.8820 |
|
1.618 |
0.8712 |
|
1.000 |
0.8645 |
|
0.618 |
0.8604 |
|
HIGH |
0.8537 |
|
0.618 |
0.8496 |
|
0.500 |
0.8483 |
|
0.382 |
0.8470 |
|
LOW |
0.8429 |
|
0.618 |
0.8362 |
|
1.000 |
0.8321 |
|
1.618 |
0.8254 |
|
2.618 |
0.8146 |
|
4.250 |
0.7970 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8483 |
0.8470 |
| PP |
0.8465 |
0.8456 |
| S1 |
0.8447 |
0.8443 |
|