CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8490 |
0.8426 |
-0.0064 |
-0.8% |
0.8219 |
| High |
0.8526 |
0.8480 |
-0.0046 |
-0.5% |
0.8526 |
| Low |
0.8372 |
0.8398 |
0.0026 |
0.3% |
0.8219 |
| Close |
0.8406 |
0.8430 |
0.0024 |
0.3% |
0.8430 |
| Range |
0.0154 |
0.0082 |
-0.0072 |
-46.8% |
0.0307 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
152,646 |
241,403 |
88,757 |
58.1% |
652,618 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8682 |
0.8638 |
0.8475 |
|
| R3 |
0.8600 |
0.8556 |
0.8453 |
|
| R2 |
0.8518 |
0.8518 |
0.8445 |
|
| R1 |
0.8474 |
0.8474 |
0.8438 |
0.8496 |
| PP |
0.8436 |
0.8436 |
0.8436 |
0.8447 |
| S1 |
0.8392 |
0.8392 |
0.8422 |
0.8414 |
| S2 |
0.8354 |
0.8354 |
0.8415 |
|
| S3 |
0.8272 |
0.8310 |
0.8407 |
|
| S4 |
0.8190 |
0.8228 |
0.8385 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9313 |
0.9178 |
0.8599 |
|
| R3 |
0.9006 |
0.8871 |
0.8514 |
|
| R2 |
0.8699 |
0.8699 |
0.8486 |
|
| R1 |
0.8564 |
0.8564 |
0.8458 |
0.8632 |
| PP |
0.8392 |
0.8392 |
0.8392 |
0.8425 |
| S1 |
0.8257 |
0.8257 |
0.8402 |
0.8325 |
| S2 |
0.8085 |
0.8085 |
0.8374 |
|
| S3 |
0.7778 |
0.7950 |
0.8346 |
|
| S4 |
0.7471 |
0.7643 |
0.8261 |
|
|
| 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 |
3.6% |
0.0143 |
1.7% |
69% |
False |
False |
130,523 |
| 10 |
0.8526 |
0.8219 |
0.0307 |
3.6% |
0.0113 |
1.3% |
69% |
False |
False |
71,159 |
| 20 |
0.8670 |
0.8219 |
0.0451 |
5.3% |
0.0094 |
1.1% |
47% |
False |
False |
36,624 |
| 40 |
0.9428 |
0.8219 |
0.1209 |
14.3% |
0.0086 |
1.0% |
17% |
False |
False |
18,583 |
| 60 |
0.9513 |
0.8219 |
0.1294 |
15.3% |
0.0079 |
0.9% |
16% |
False |
False |
12,453 |
| 80 |
0.9663 |
0.8219 |
0.1444 |
17.1% |
0.0065 |
0.8% |
15% |
False |
False |
9,353 |
| 100 |
0.9843 |
0.8219 |
0.1624 |
19.3% |
0.0054 |
0.6% |
13% |
False |
False |
7,486 |
| 120 |
0.9921 |
0.8219 |
0.1702 |
20.2% |
0.0046 |
0.5% |
12% |
False |
False |
6,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8829 |
|
2.618 |
0.8695 |
|
1.618 |
0.8613 |
|
1.000 |
0.8562 |
|
0.618 |
0.8531 |
|
HIGH |
0.8480 |
|
0.618 |
0.8449 |
|
0.500 |
0.8439 |
|
0.382 |
0.8429 |
|
LOW |
0.8398 |
|
0.618 |
0.8347 |
|
1.000 |
0.8316 |
|
1.618 |
0.8265 |
|
2.618 |
0.8183 |
|
4.250 |
0.8050 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8439 |
0.8438 |
| PP |
0.8436 |
0.8435 |
| S1 |
0.8433 |
0.8433 |
|