CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 14-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8221 |
0.8261 |
0.0040 |
0.5% |
0.8118 |
| High |
0.8294 |
0.8288 |
-0.0006 |
-0.1% |
0.8294 |
| Low |
0.8181 |
0.8243 |
0.0062 |
0.8% |
0.8099 |
| Close |
0.8281 |
0.8284 |
0.0003 |
0.0% |
0.8281 |
| Range |
0.0113 |
0.0045 |
-0.0068 |
-60.0% |
0.0195 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
76,074 |
3,540 |
-72,534 |
-95.3% |
748,481 |
|
| Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8407 |
0.8390 |
0.8308 |
|
| R3 |
0.8362 |
0.8345 |
0.8296 |
|
| R2 |
0.8317 |
0.8317 |
0.8292 |
|
| R1 |
0.8300 |
0.8300 |
0.8288 |
0.8308 |
| PP |
0.8272 |
0.8272 |
0.8272 |
0.8276 |
| S1 |
0.8255 |
0.8255 |
0.8279 |
0.8263 |
| S2 |
0.8227 |
0.8227 |
0.8275 |
|
| S3 |
0.8182 |
0.8210 |
0.8271 |
|
| S4 |
0.8137 |
0.8165 |
0.8259 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8808 |
0.8739 |
0.8387 |
|
| R3 |
0.8613 |
0.8544 |
0.8334 |
|
| R2 |
0.8419 |
0.8419 |
0.8316 |
|
| R1 |
0.8350 |
0.8350 |
0.8298 |
0.8384 |
| PP |
0.8224 |
0.8224 |
0.8224 |
0.8242 |
| S1 |
0.8155 |
0.8155 |
0.8263 |
0.8190 |
| S2 |
0.8030 |
0.8030 |
0.8245 |
|
| S3 |
0.7835 |
0.7961 |
0.8227 |
|
| S4 |
0.7641 |
0.7766 |
0.8174 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8294 |
0.8104 |
0.0190 |
2.3% |
0.0075 |
0.9% |
95% |
False |
False |
128,284 |
| 10 |
0.8294 |
0.8086 |
0.0208 |
2.5% |
0.0064 |
0.8% |
95% |
False |
False |
135,046 |
| 20 |
0.8294 |
0.8081 |
0.0213 |
2.6% |
0.0053 |
0.6% |
95% |
False |
False |
118,184 |
| 40 |
0.8399 |
0.8081 |
0.0318 |
3.8% |
0.0054 |
0.6% |
64% |
False |
False |
121,294 |
| 60 |
0.8475 |
0.8081 |
0.0394 |
4.8% |
0.0056 |
0.7% |
51% |
False |
False |
128,330 |
| 80 |
0.8604 |
0.8081 |
0.0523 |
6.3% |
0.0068 |
0.8% |
39% |
False |
False |
110,946 |
| 100 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0062 |
0.7% |
47% |
False |
False |
88,834 |
| 120 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0060 |
0.7% |
47% |
False |
False |
74,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8479 |
|
2.618 |
0.8406 |
|
1.618 |
0.8361 |
|
1.000 |
0.8333 |
|
0.618 |
0.8316 |
|
HIGH |
0.8288 |
|
0.618 |
0.8271 |
|
0.500 |
0.8266 |
|
0.382 |
0.8260 |
|
LOW |
0.8243 |
|
0.618 |
0.8215 |
|
1.000 |
0.8198 |
|
1.618 |
0.8170 |
|
2.618 |
0.8125 |
|
4.250 |
0.8052 |
|
|
| Fisher Pivots for day following 14-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8278 |
0.8268 |
| PP |
0.8272 |
0.8253 |
| S1 |
0.8266 |
0.8237 |
|