CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8426 |
0.8463 |
0.0037 |
0.4% |
0.8219 |
| High |
0.8480 |
0.8515 |
0.0035 |
0.4% |
0.8526 |
| Low |
0.8398 |
0.8407 |
0.0009 |
0.1% |
0.8219 |
| Close |
0.8430 |
0.8504 |
0.0074 |
0.9% |
0.8430 |
| Range |
0.0082 |
0.0108 |
0.0026 |
31.7% |
0.0307 |
| ATR |
0.0099 |
0.0099 |
0.0001 |
0.7% |
0.0000 |
| Volume |
241,403 |
276,142 |
34,739 |
14.4% |
652,618 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8799 |
0.8760 |
0.8563 |
|
| R3 |
0.8691 |
0.8652 |
0.8534 |
|
| R2 |
0.8583 |
0.8583 |
0.8524 |
|
| R1 |
0.8544 |
0.8544 |
0.8514 |
0.8564 |
| PP |
0.8475 |
0.8475 |
0.8475 |
0.8485 |
| S1 |
0.8436 |
0.8436 |
0.8494 |
0.8456 |
| S2 |
0.8367 |
0.8367 |
0.8484 |
|
| S3 |
0.8259 |
0.8328 |
0.8474 |
|
| S4 |
0.8151 |
0.8220 |
0.8445 |
|
|
| 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 |
0.8275 |
0.0251 |
3.0% |
0.0143 |
1.7% |
91% |
False |
False |
173,391 |
| 10 |
0.8526 |
0.8219 |
0.0307 |
3.6% |
0.0115 |
1.3% |
93% |
False |
False |
98,339 |
| 20 |
0.8670 |
0.8219 |
0.0451 |
5.3% |
0.0096 |
1.1% |
63% |
False |
False |
50,405 |
| 40 |
0.9418 |
0.8219 |
0.1199 |
14.1% |
0.0087 |
1.0% |
24% |
False |
False |
25,472 |
| 60 |
0.9513 |
0.8219 |
0.1294 |
15.2% |
0.0080 |
0.9% |
22% |
False |
False |
17,046 |
| 80 |
0.9663 |
0.8219 |
0.1444 |
17.0% |
0.0066 |
0.8% |
20% |
False |
False |
12,805 |
| 100 |
0.9843 |
0.8219 |
0.1624 |
19.1% |
0.0055 |
0.6% |
18% |
False |
False |
10,248 |
| 120 |
0.9896 |
0.8219 |
0.1677 |
19.7% |
0.0046 |
0.5% |
17% |
False |
False |
8,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8974 |
|
2.618 |
0.8798 |
|
1.618 |
0.8690 |
|
1.000 |
0.8623 |
|
0.618 |
0.8582 |
|
HIGH |
0.8515 |
|
0.618 |
0.8474 |
|
0.500 |
0.8461 |
|
0.382 |
0.8448 |
|
LOW |
0.8407 |
|
0.618 |
0.8340 |
|
1.000 |
0.8299 |
|
1.618 |
0.8232 |
|
2.618 |
0.8124 |
|
4.250 |
0.7948 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8490 |
0.8486 |
| PP |
0.8475 |
0.8467 |
| S1 |
0.8461 |
0.8449 |
|