CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 22-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8415 |
0.8372 |
-0.0043 |
-0.5% |
0.8463 |
| High |
0.8423 |
0.8387 |
-0.0036 |
-0.4% |
0.8663 |
| Low |
0.8366 |
0.8331 |
-0.0035 |
-0.4% |
0.8366 |
| Close |
0.8373 |
0.8342 |
-0.0031 |
-0.4% |
0.8373 |
| Range |
0.0057 |
0.0056 |
-0.0001 |
-1.8% |
0.0297 |
| ATR |
0.0104 |
0.0101 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
134,628 |
67,955 |
-66,673 |
-49.5% |
1,255,143 |
|
| Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8521 |
0.8488 |
0.8373 |
|
| R3 |
0.8465 |
0.8432 |
0.8357 |
|
| R2 |
0.8409 |
0.8409 |
0.8352 |
|
| R1 |
0.8376 |
0.8376 |
0.8347 |
0.8365 |
| PP |
0.8353 |
0.8353 |
0.8353 |
0.8348 |
| S1 |
0.8320 |
0.8320 |
0.8337 |
0.8309 |
| S2 |
0.8297 |
0.8297 |
0.8332 |
|
| S3 |
0.8241 |
0.8264 |
0.8327 |
|
| S4 |
0.8185 |
0.8208 |
0.8311 |
|
|
| 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 |
0.8331 |
0.0332 |
4.0% |
0.0109 |
1.3% |
3% |
False |
True |
209,391 |
| 10 |
0.8663 |
0.8275 |
0.0388 |
4.7% |
0.0126 |
1.5% |
17% |
False |
False |
191,391 |
| 20 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0103 |
1.2% |
28% |
False |
False |
102,265 |
| 40 |
0.9305 |
0.8219 |
0.1086 |
13.0% |
0.0094 |
1.1% |
11% |
False |
False |
51,618 |
| 60 |
0.9513 |
0.8219 |
0.1294 |
15.5% |
0.0085 |
1.0% |
10% |
False |
False |
34,490 |
| 80 |
0.9621 |
0.8219 |
0.1402 |
16.8% |
0.0073 |
0.9% |
9% |
False |
False |
25,891 |
| 100 |
0.9836 |
0.8219 |
0.1617 |
19.4% |
0.0060 |
0.7% |
8% |
False |
False |
20,717 |
| 120 |
0.9896 |
0.8219 |
0.1677 |
20.1% |
0.0050 |
0.6% |
7% |
False |
False |
17,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8625 |
|
2.618 |
0.8534 |
|
1.618 |
0.8478 |
|
1.000 |
0.8443 |
|
0.618 |
0.8422 |
|
HIGH |
0.8387 |
|
0.618 |
0.8366 |
|
0.500 |
0.8359 |
|
0.382 |
0.8352 |
|
LOW |
0.8331 |
|
0.618 |
0.8296 |
|
1.000 |
0.8275 |
|
1.618 |
0.8240 |
|
2.618 |
0.8184 |
|
4.250 |
0.8093 |
|
|
| Fisher Pivots for day following 22-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8359 |
0.8398 |
| PP |
0.8353 |
0.8379 |
| S1 |
0.8348 |
0.8361 |
|