CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8463 |
0.8498 |
0.0035 |
0.4% |
0.8219 |
| High |
0.8515 |
0.8663 |
0.0148 |
1.7% |
0.8526 |
| Low |
0.8407 |
0.8485 |
0.0078 |
0.9% |
0.8219 |
| Close |
0.8504 |
0.8539 |
0.0035 |
0.4% |
0.8430 |
| Range |
0.0108 |
0.0178 |
0.0070 |
64.8% |
0.0307 |
| ATR |
0.0099 |
0.0105 |
0.0006 |
5.7% |
0.0000 |
| Volume |
276,142 |
392,783 |
116,641 |
42.2% |
652,618 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9096 |
0.8996 |
0.8637 |
|
| R3 |
0.8918 |
0.8818 |
0.8588 |
|
| R2 |
0.8740 |
0.8740 |
0.8572 |
|
| R1 |
0.8640 |
0.8640 |
0.8555 |
0.8690 |
| PP |
0.8562 |
0.8562 |
0.8562 |
0.8588 |
| S1 |
0.8462 |
0.8462 |
0.8523 |
0.8512 |
| S2 |
0.8384 |
0.8384 |
0.8506 |
|
| S3 |
0.8206 |
0.8284 |
0.8490 |
|
| S4 |
0.8028 |
0.8106 |
0.8441 |
|
|
| 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 |
0.8663 |
0.8350 |
0.0313 |
3.7% |
0.0136 |
1.6% |
60% |
True |
False |
232,098 |
| 10 |
0.8663 |
0.8219 |
0.0444 |
5.2% |
0.0125 |
1.5% |
72% |
True |
False |
136,857 |
| 20 |
0.8663 |
0.8219 |
0.0444 |
5.2% |
0.0099 |
1.2% |
72% |
True |
False |
69,969 |
| 40 |
0.9418 |
0.8219 |
0.1199 |
14.0% |
0.0090 |
1.1% |
27% |
False |
False |
35,288 |
| 60 |
0.9513 |
0.8219 |
0.1294 |
15.2% |
0.0083 |
1.0% |
25% |
False |
False |
23,592 |
| 80 |
0.9663 |
0.8219 |
0.1444 |
16.9% |
0.0068 |
0.8% |
22% |
False |
False |
17,715 |
| 100 |
0.9836 |
0.8219 |
0.1617 |
18.9% |
0.0057 |
0.7% |
20% |
False |
False |
14,176 |
| 120 |
0.9896 |
0.8219 |
0.1677 |
19.6% |
0.0048 |
0.6% |
19% |
False |
False |
11,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9420 |
|
2.618 |
0.9129 |
|
1.618 |
0.8951 |
|
1.000 |
0.8841 |
|
0.618 |
0.8773 |
|
HIGH |
0.8663 |
|
0.618 |
0.8595 |
|
0.500 |
0.8574 |
|
0.382 |
0.8553 |
|
LOW |
0.8485 |
|
0.618 |
0.8375 |
|
1.000 |
0.8307 |
|
1.618 |
0.8197 |
|
2.618 |
0.8019 |
|
4.250 |
0.7729 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8574 |
0.8536 |
| PP |
0.8562 |
0.8533 |
| S1 |
0.8551 |
0.8531 |
|