CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8373 |
0.8490 |
0.0117 |
1.4% |
0.8425 |
| High |
0.8507 |
0.8526 |
0.0019 |
0.2% |
0.8493 |
| Low |
0.8350 |
0.8372 |
0.0022 |
0.3% |
0.8228 |
| Close |
0.8479 |
0.8406 |
-0.0073 |
-0.9% |
0.8247 |
| Range |
0.0157 |
0.0154 |
-0.0003 |
-1.9% |
0.0265 |
| ATR |
0.0096 |
0.0100 |
0.0004 |
4.3% |
0.0000 |
| Volume |
97,519 |
152,646 |
55,127 |
56.5% |
58,977 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8897 |
0.8805 |
0.8491 |
|
| R3 |
0.8743 |
0.8651 |
0.8448 |
|
| R2 |
0.8589 |
0.8589 |
0.8434 |
|
| R1 |
0.8497 |
0.8497 |
0.8420 |
0.8466 |
| PP |
0.8435 |
0.8435 |
0.8435 |
0.8419 |
| S1 |
0.8343 |
0.8343 |
0.8392 |
0.8312 |
| S2 |
0.8281 |
0.8281 |
0.8378 |
|
| S3 |
0.8127 |
0.8189 |
0.8364 |
|
| S4 |
0.7973 |
0.8035 |
0.8321 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9118 |
0.8947 |
0.8393 |
|
| R3 |
0.8853 |
0.8682 |
0.8320 |
|
| R2 |
0.8588 |
0.8588 |
0.8296 |
|
| R1 |
0.8417 |
0.8417 |
0.8271 |
0.8370 |
| PP |
0.8323 |
0.8323 |
0.8323 |
0.8299 |
| S1 |
0.8152 |
0.8152 |
0.8223 |
0.8105 |
| S2 |
0.8058 |
0.8058 |
0.8198 |
|
| S3 |
0.7793 |
0.7887 |
0.8174 |
|
| S4 |
0.7528 |
0.7622 |
0.8101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8526 |
0.8219 |
0.0307 |
3.7% |
0.0154 |
1.8% |
61% |
True |
False |
87,858 |
| 10 |
0.8540 |
0.8219 |
0.0321 |
3.8% |
0.0116 |
1.4% |
58% |
False |
False |
47,528 |
| 20 |
0.8676 |
0.8219 |
0.0457 |
5.4% |
0.0091 |
1.1% |
41% |
False |
False |
24,591 |
| 40 |
0.9489 |
0.8219 |
0.1270 |
15.1% |
0.0085 |
1.0% |
15% |
False |
False |
12,554 |
| 60 |
0.9513 |
0.8219 |
0.1294 |
15.4% |
0.0079 |
0.9% |
14% |
False |
False |
8,439 |
| 80 |
0.9692 |
0.8219 |
0.1473 |
17.5% |
0.0064 |
0.8% |
13% |
False |
False |
6,336 |
| 100 |
0.9867 |
0.8219 |
0.1648 |
19.6% |
0.0053 |
0.6% |
11% |
False |
False |
5,072 |
| 120 |
0.9921 |
0.8219 |
0.1702 |
20.2% |
0.0045 |
0.5% |
11% |
False |
False |
4,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9181 |
|
2.618 |
0.8929 |
|
1.618 |
0.8775 |
|
1.000 |
0.8680 |
|
0.618 |
0.8621 |
|
HIGH |
0.8526 |
|
0.618 |
0.8467 |
|
0.500 |
0.8449 |
|
0.382 |
0.8431 |
|
LOW |
0.8372 |
|
0.618 |
0.8277 |
|
1.000 |
0.8218 |
|
1.618 |
0.8123 |
|
2.618 |
0.7969 |
|
4.250 |
0.7718 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8449 |
0.8404 |
| PP |
0.8435 |
0.8402 |
| S1 |
0.8420 |
0.8401 |
|