CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 22-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8278 |
0.8293 |
0.0015 |
0.2% |
0.8381 |
| High |
0.8294 |
0.8299 |
0.0005 |
0.1% |
0.8381 |
| Low |
0.8278 |
0.8252 |
-0.0026 |
-0.3% |
0.8252 |
| Close |
0.8294 |
0.8257 |
-0.0037 |
-0.4% |
0.8257 |
| Range |
0.0016 |
0.0047 |
0.0031 |
193.8% |
0.0129 |
| ATR |
0.0035 |
0.0036 |
0.0001 |
2.5% |
0.0000 |
| Volume |
11 |
12 |
1 |
9.1% |
66 |
|
| Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8410 |
0.8381 |
0.8283 |
|
| R3 |
0.8363 |
0.8334 |
0.8270 |
|
| R2 |
0.8316 |
0.8316 |
0.8266 |
|
| R1 |
0.8287 |
0.8287 |
0.8261 |
0.8278 |
| PP |
0.8269 |
0.8269 |
0.8269 |
0.8265 |
| S1 |
0.8240 |
0.8240 |
0.8253 |
0.8231 |
| S2 |
0.8222 |
0.8222 |
0.8248 |
|
| S3 |
0.8175 |
0.8193 |
0.8244 |
|
| S4 |
0.8128 |
0.8146 |
0.8231 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8684 |
0.8599 |
0.8328 |
|
| R3 |
0.8555 |
0.8470 |
0.8292 |
|
| R2 |
0.8426 |
0.8426 |
0.8281 |
|
| R1 |
0.8341 |
0.8341 |
0.8269 |
0.8319 |
| PP |
0.8297 |
0.8297 |
0.8297 |
0.8286 |
| S1 |
0.8212 |
0.8212 |
0.8245 |
0.8190 |
| S2 |
0.8168 |
0.8168 |
0.8233 |
|
| S3 |
0.8039 |
0.8083 |
0.8222 |
|
| S4 |
0.7910 |
0.7954 |
0.8186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8381 |
0.8252 |
0.0129 |
1.6% |
0.0034 |
0.4% |
4% |
False |
True |
13 |
| 10 |
0.8434 |
0.8252 |
0.0182 |
2.2% |
0.0029 |
0.4% |
3% |
False |
True |
15 |
| 20 |
0.8454 |
0.8252 |
0.0202 |
2.4% |
0.0025 |
0.3% |
2% |
False |
True |
23 |
| 40 |
0.8455 |
0.8252 |
0.0203 |
2.5% |
0.0024 |
0.3% |
2% |
False |
True |
14 |
| 60 |
0.8470 |
0.8246 |
0.0224 |
2.7% |
0.0027 |
0.3% |
5% |
False |
False |
12 |
| 80 |
0.8598 |
0.8246 |
0.0352 |
4.3% |
0.0025 |
0.3% |
3% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8499 |
|
2.618 |
0.8422 |
|
1.618 |
0.8375 |
|
1.000 |
0.8346 |
|
0.618 |
0.8328 |
|
HIGH |
0.8299 |
|
0.618 |
0.8281 |
|
0.500 |
0.8276 |
|
0.382 |
0.8270 |
|
LOW |
0.8252 |
|
0.618 |
0.8223 |
|
1.000 |
0.8205 |
|
1.618 |
0.8176 |
|
2.618 |
0.8129 |
|
4.250 |
0.8052 |
|
|
| Fisher Pivots for day following 22-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8276 |
0.8278 |
| PP |
0.8269 |
0.8271 |
| S1 |
0.8263 |
0.8264 |
|