CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 20-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8360 |
0.8304 |
-0.0056 |
-0.7% |
0.8363 |
| High |
0.8360 |
0.8304 |
-0.0056 |
-0.7% |
0.8434 |
| Low |
0.8310 |
0.8270 |
-0.0040 |
-0.5% |
0.8356 |
| Close |
0.8310 |
0.8280 |
-0.0030 |
-0.4% |
0.8413 |
| Range |
0.0050 |
0.0034 |
-0.0016 |
-32.0% |
0.0078 |
| ATR |
0.0036 |
0.0036 |
0.0000 |
0.8% |
0.0000 |
| Volume |
1 |
41 |
40 |
4,000.0% |
89 |
|
| Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8387 |
0.8367 |
0.8299 |
|
| R3 |
0.8353 |
0.8333 |
0.8289 |
|
| R2 |
0.8319 |
0.8319 |
0.8286 |
|
| R1 |
0.8299 |
0.8299 |
0.8283 |
0.8292 |
| PP |
0.8285 |
0.8285 |
0.8285 |
0.8281 |
| S1 |
0.8265 |
0.8265 |
0.8277 |
0.8258 |
| S2 |
0.8251 |
0.8251 |
0.8274 |
|
| S3 |
0.8217 |
0.8231 |
0.8271 |
|
| S4 |
0.8183 |
0.8197 |
0.8261 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8635 |
0.8602 |
0.8456 |
|
| R3 |
0.8557 |
0.8524 |
0.8434 |
|
| R2 |
0.8479 |
0.8479 |
0.8427 |
|
| R1 |
0.8446 |
0.8446 |
0.8420 |
0.8463 |
| PP |
0.8401 |
0.8401 |
0.8401 |
0.8409 |
| S1 |
0.8368 |
0.8368 |
0.8406 |
0.8385 |
| S2 |
0.8323 |
0.8323 |
0.8399 |
|
| S3 |
0.8245 |
0.8290 |
0.8392 |
|
| S4 |
0.8167 |
0.8212 |
0.8370 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8434 |
0.8270 |
0.0164 |
2.0% |
0.0031 |
0.4% |
6% |
False |
True |
13 |
| 10 |
0.8434 |
0.8270 |
0.0164 |
2.0% |
0.0027 |
0.3% |
6% |
False |
True |
26 |
| 20 |
0.8454 |
0.8270 |
0.0184 |
2.2% |
0.0025 |
0.3% |
5% |
False |
True |
22 |
| 40 |
0.8470 |
0.8270 |
0.0200 |
2.4% |
0.0024 |
0.3% |
5% |
False |
True |
13 |
| 60 |
0.8470 |
0.8246 |
0.0224 |
2.7% |
0.0027 |
0.3% |
15% |
False |
False |
11 |
| 80 |
0.8598 |
0.8246 |
0.0352 |
4.3% |
0.0025 |
0.3% |
10% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8449 |
|
2.618 |
0.8393 |
|
1.618 |
0.8359 |
|
1.000 |
0.8338 |
|
0.618 |
0.8325 |
|
HIGH |
0.8304 |
|
0.618 |
0.8291 |
|
0.500 |
0.8287 |
|
0.382 |
0.8283 |
|
LOW |
0.8270 |
|
0.618 |
0.8249 |
|
1.000 |
0.8236 |
|
1.618 |
0.8215 |
|
2.618 |
0.8181 |
|
4.250 |
0.8126 |
|
|
| Fisher Pivots for day following 20-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8287 |
0.8326 |
| PP |
0.8285 |
0.8310 |
| S1 |
0.8282 |
0.8295 |
|