CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8423 |
0.8415 |
-0.0008 |
-0.1% |
0.8463 |
| High |
0.8464 |
0.8423 |
-0.0041 |
-0.5% |
0.8663 |
| Low |
0.8389 |
0.8366 |
-0.0023 |
-0.3% |
0.8366 |
| Close |
0.8422 |
0.8373 |
-0.0049 |
-0.6% |
0.8373 |
| Range |
0.0075 |
0.0057 |
-0.0018 |
-24.0% |
0.0297 |
| ATR |
0.0108 |
0.0104 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
181,997 |
134,628 |
-47,369 |
-26.0% |
1,255,143 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8558 |
0.8523 |
0.8404 |
|
| R3 |
0.8501 |
0.8466 |
0.8389 |
|
| R2 |
0.8444 |
0.8444 |
0.8383 |
|
| R1 |
0.8409 |
0.8409 |
0.8378 |
0.8398 |
| PP |
0.8387 |
0.8387 |
0.8387 |
0.8382 |
| S1 |
0.8352 |
0.8352 |
0.8368 |
0.8341 |
| S2 |
0.8330 |
0.8330 |
0.8363 |
|
| S3 |
0.8273 |
0.8295 |
0.8357 |
|
| S4 |
0.8216 |
0.8238 |
0.8342 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9358 |
0.9163 |
0.8536 |
|
| R3 |
0.9061 |
0.8866 |
0.8455 |
|
| R2 |
0.8764 |
0.8764 |
0.8427 |
|
| R1 |
0.8569 |
0.8569 |
0.8400 |
0.8518 |
| PP |
0.8467 |
0.8467 |
0.8467 |
0.8442 |
| S1 |
0.8272 |
0.8272 |
0.8346 |
0.8221 |
| S2 |
0.8170 |
0.8170 |
0.8319 |
|
| S3 |
0.7873 |
0.7975 |
0.8291 |
|
| S4 |
0.7576 |
0.7678 |
0.8210 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8663 |
0.8366 |
0.0297 |
3.5% |
0.0119 |
1.4% |
2% |
False |
True |
251,028 |
| 10 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0131 |
1.6% |
35% |
False |
False |
190,776 |
| 20 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0104 |
1.2% |
35% |
False |
False |
99,016 |
| 40 |
0.9305 |
0.8219 |
0.1086 |
13.0% |
0.0093 |
1.1% |
14% |
False |
False |
49,922 |
| 60 |
0.9513 |
0.8219 |
0.1294 |
15.5% |
0.0086 |
1.0% |
12% |
False |
False |
33,359 |
| 80 |
0.9663 |
0.8219 |
0.1444 |
17.2% |
0.0072 |
0.9% |
11% |
False |
False |
25,042 |
| 100 |
0.9836 |
0.8219 |
0.1617 |
19.3% |
0.0059 |
0.7% |
10% |
False |
False |
20,038 |
| 120 |
0.9896 |
0.8219 |
0.1677 |
20.0% |
0.0050 |
0.6% |
9% |
False |
False |
16,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8665 |
|
2.618 |
0.8572 |
|
1.618 |
0.8515 |
|
1.000 |
0.8480 |
|
0.618 |
0.8458 |
|
HIGH |
0.8423 |
|
0.618 |
0.8401 |
|
0.500 |
0.8395 |
|
0.382 |
0.8388 |
|
LOW |
0.8366 |
|
0.618 |
0.8331 |
|
1.000 |
0.8309 |
|
1.618 |
0.8274 |
|
2.618 |
0.8217 |
|
4.250 |
0.8124 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8395 |
0.8482 |
| PP |
0.8387 |
0.8445 |
| S1 |
0.8380 |
0.8409 |
|