CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 21-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8304 |
0.8278 |
-0.0026 |
-0.3% |
0.8363 |
| High |
0.8304 |
0.8294 |
-0.0010 |
-0.1% |
0.8434 |
| Low |
0.8270 |
0.8278 |
0.0008 |
0.1% |
0.8356 |
| Close |
0.8280 |
0.8294 |
0.0014 |
0.2% |
0.8413 |
| Range |
0.0034 |
0.0016 |
-0.0018 |
-52.9% |
0.0078 |
| ATR |
0.0036 |
0.0035 |
-0.0001 |
-4.0% |
0.0000 |
| Volume |
41 |
11 |
-30 |
-73.2% |
89 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8337 |
0.8331 |
0.8303 |
|
| R3 |
0.8321 |
0.8315 |
0.8298 |
|
| R2 |
0.8305 |
0.8305 |
0.8297 |
|
| R1 |
0.8299 |
0.8299 |
0.8295 |
0.8302 |
| PP |
0.8289 |
0.8289 |
0.8289 |
0.8290 |
| S1 |
0.8283 |
0.8283 |
0.8293 |
0.8286 |
| S2 |
0.8273 |
0.8273 |
0.8291 |
|
| S3 |
0.8257 |
0.8267 |
0.8290 |
|
| S4 |
0.8241 |
0.8251 |
0.8285 |
|
|
| 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 |
0.8413 |
0.8270 |
0.0143 |
1.7% |
0.0030 |
0.4% |
17% |
False |
False |
14 |
| 10 |
0.8434 |
0.8270 |
0.0164 |
2.0% |
0.0026 |
0.3% |
15% |
False |
False |
14 |
| 20 |
0.8454 |
0.8270 |
0.0184 |
2.2% |
0.0024 |
0.3% |
13% |
False |
False |
23 |
| 40 |
0.8455 |
0.8270 |
0.0185 |
2.2% |
0.0024 |
0.3% |
13% |
False |
False |
13 |
| 60 |
0.8470 |
0.8246 |
0.0224 |
2.7% |
0.0027 |
0.3% |
21% |
False |
False |
11 |
| 80 |
0.8598 |
0.8246 |
0.0352 |
4.2% |
0.0024 |
0.3% |
14% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8362 |
|
2.618 |
0.8336 |
|
1.618 |
0.8320 |
|
1.000 |
0.8310 |
|
0.618 |
0.8304 |
|
HIGH |
0.8294 |
|
0.618 |
0.8288 |
|
0.500 |
0.8286 |
|
0.382 |
0.8284 |
|
LOW |
0.8278 |
|
0.618 |
0.8268 |
|
1.000 |
0.8262 |
|
1.618 |
0.8252 |
|
2.618 |
0.8236 |
|
4.250 |
0.8210 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8291 |
0.8315 |
| PP |
0.8289 |
0.8308 |
| S1 |
0.8286 |
0.8301 |
|