CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 18-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8595 |
0.8423 |
-0.0172 |
-2.0% |
0.8219 |
| High |
0.8597 |
0.8464 |
-0.0133 |
-1.5% |
0.8526 |
| Low |
0.8418 |
0.8389 |
-0.0029 |
-0.3% |
0.8219 |
| Close |
0.8443 |
0.8422 |
-0.0021 |
-0.2% |
0.8430 |
| Range |
0.0179 |
0.0075 |
-0.0104 |
-58.1% |
0.0307 |
| ATR |
0.0110 |
0.0108 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
269,593 |
181,997 |
-87,596 |
-32.5% |
652,618 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8650 |
0.8611 |
0.8463 |
|
| R3 |
0.8575 |
0.8536 |
0.8443 |
|
| R2 |
0.8500 |
0.8500 |
0.8436 |
|
| R1 |
0.8461 |
0.8461 |
0.8429 |
0.8443 |
| PP |
0.8425 |
0.8425 |
0.8425 |
0.8416 |
| S1 |
0.8386 |
0.8386 |
0.8415 |
0.8368 |
| S2 |
0.8350 |
0.8350 |
0.8408 |
|
| S3 |
0.8275 |
0.8311 |
0.8401 |
|
| S4 |
0.8200 |
0.8236 |
0.8381 |
|
|
| 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 |
0.8389 |
0.0274 |
3.3% |
0.0124 |
1.5% |
12% |
False |
True |
272,383 |
| 10 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0139 |
1.7% |
46% |
False |
False |
180,121 |
| 20 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0105 |
1.2% |
46% |
False |
False |
92,376 |
| 40 |
0.9345 |
0.8219 |
0.1126 |
13.4% |
0.0094 |
1.1% |
18% |
False |
False |
46,557 |
| 60 |
0.9513 |
0.8219 |
0.1294 |
15.4% |
0.0086 |
1.0% |
16% |
False |
False |
31,117 |
| 80 |
0.9663 |
0.8219 |
0.1444 |
17.1% |
0.0071 |
0.8% |
14% |
False |
False |
23,359 |
| 100 |
0.9836 |
0.8219 |
0.1617 |
19.2% |
0.0059 |
0.7% |
13% |
False |
False |
18,691 |
| 120 |
0.9896 |
0.8219 |
0.1677 |
19.9% |
0.0050 |
0.6% |
12% |
False |
False |
15,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8783 |
|
2.618 |
0.8660 |
|
1.618 |
0.8585 |
|
1.000 |
0.8539 |
|
0.618 |
0.8510 |
|
HIGH |
0.8464 |
|
0.618 |
0.8435 |
|
0.500 |
0.8427 |
|
0.382 |
0.8418 |
|
LOW |
0.8389 |
|
0.618 |
0.8343 |
|
1.000 |
0.8314 |
|
1.618 |
0.8268 |
|
2.618 |
0.8193 |
|
4.250 |
0.8070 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8427 |
0.8526 |
| PP |
0.8425 |
0.8491 |
| S1 |
0.8424 |
0.8457 |
|