CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 14-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8376 |
0.8416 |
0.0040 |
0.5% |
0.8351 |
High |
0.8425 |
0.8434 |
0.0009 |
0.1% |
0.8412 |
Low |
0.8376 |
0.8410 |
0.0034 |
0.4% |
0.8333 |
Close |
0.8425 |
0.8417 |
-0.0008 |
-0.1% |
0.8377 |
Range |
0.0049 |
0.0024 |
-0.0025 |
-51.0% |
0.0079 |
ATR |
0.0035 |
0.0034 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
4 |
7 |
3 |
75.0% |
284 |
|
Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8492 |
0.8479 |
0.8430 |
|
R3 |
0.8468 |
0.8455 |
0.8424 |
|
R2 |
0.8444 |
0.8444 |
0.8421 |
|
R1 |
0.8431 |
0.8431 |
0.8419 |
0.8438 |
PP |
0.8420 |
0.8420 |
0.8420 |
0.8424 |
S1 |
0.8407 |
0.8407 |
0.8415 |
0.8414 |
S2 |
0.8396 |
0.8396 |
0.8413 |
|
S3 |
0.8372 |
0.8383 |
0.8410 |
|
S4 |
0.8348 |
0.8359 |
0.8404 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8611 |
0.8573 |
0.8420 |
|
R3 |
0.8532 |
0.8494 |
0.8399 |
|
R2 |
0.8453 |
0.8453 |
0.8391 |
|
R1 |
0.8415 |
0.8415 |
0.8384 |
0.8434 |
PP |
0.8374 |
0.8374 |
0.8374 |
0.8384 |
S1 |
0.8336 |
0.8336 |
0.8370 |
0.8355 |
S2 |
0.8295 |
0.8295 |
0.8363 |
|
S3 |
0.8216 |
0.8257 |
0.8355 |
|
S4 |
0.8137 |
0.8178 |
0.8334 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8434 |
0.8356 |
0.0078 |
0.9% |
0.0022 |
0.3% |
78% |
True |
False |
15 |
10 |
0.8434 |
0.8333 |
0.0101 |
1.2% |
0.0024 |
0.3% |
83% |
True |
False |
36 |
20 |
0.8455 |
0.8333 |
0.0122 |
1.4% |
0.0022 |
0.3% |
69% |
False |
False |
20 |
40 |
0.8470 |
0.8302 |
0.0168 |
2.0% |
0.0024 |
0.3% |
68% |
False |
False |
13 |
60 |
0.8470 |
0.8246 |
0.0224 |
2.7% |
0.0025 |
0.3% |
76% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8536 |
2.618 |
0.8497 |
1.618 |
0.8473 |
1.000 |
0.8458 |
0.618 |
0.8449 |
HIGH |
0.8434 |
0.618 |
0.8425 |
0.500 |
0.8422 |
0.382 |
0.8419 |
LOW |
0.8410 |
0.618 |
0.8395 |
1.000 |
0.8386 |
1.618 |
0.8371 |
2.618 |
0.8347 |
4.250 |
0.8308 |
|
|
Fisher Pivots for day following 14-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8422 |
0.8410 |
PP |
0.8420 |
0.8402 |
S1 |
0.8419 |
0.8395 |
|