CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 23-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8372 |
0.8333 |
-0.0039 |
-0.5% |
0.8463 |
| High |
0.8387 |
0.8337 |
-0.0050 |
-0.6% |
0.8663 |
| Low |
0.8331 |
0.8282 |
-0.0049 |
-0.6% |
0.8366 |
| Close |
0.8342 |
0.8289 |
-0.0053 |
-0.6% |
0.8373 |
| Range |
0.0056 |
0.0055 |
-0.0001 |
-1.8% |
0.0297 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
67,955 |
53,103 |
-14,852 |
-21.9% |
1,255,143 |
|
| Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8468 |
0.8433 |
0.8319 |
|
| R3 |
0.8413 |
0.8378 |
0.8304 |
|
| R2 |
0.8358 |
0.8358 |
0.8299 |
|
| R1 |
0.8323 |
0.8323 |
0.8294 |
0.8313 |
| PP |
0.8303 |
0.8303 |
0.8303 |
0.8298 |
| S1 |
0.8268 |
0.8268 |
0.8284 |
0.8258 |
| S2 |
0.8248 |
0.8248 |
0.8279 |
|
| S3 |
0.8193 |
0.8213 |
0.8274 |
|
| S4 |
0.8138 |
0.8158 |
0.8259 |
|
|
| 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 |
0.8597 |
0.8282 |
0.0315 |
3.8% |
0.0084 |
1.0% |
2% |
False |
True |
141,455 |
| 10 |
0.8663 |
0.8282 |
0.0381 |
4.6% |
0.0110 |
1.3% |
2% |
False |
True |
186,776 |
| 20 |
0.8663 |
0.8219 |
0.0444 |
5.4% |
0.0102 |
1.2% |
16% |
False |
False |
104,795 |
| 40 |
0.9287 |
0.8219 |
0.1068 |
12.9% |
0.0094 |
1.1% |
7% |
False |
False |
52,940 |
| 60 |
0.9513 |
0.8219 |
0.1294 |
15.6% |
0.0085 |
1.0% |
5% |
False |
False |
35,368 |
| 80 |
0.9555 |
0.8219 |
0.1336 |
16.1% |
0.0073 |
0.9% |
5% |
False |
False |
26,555 |
| 100 |
0.9836 |
0.8219 |
0.1617 |
19.5% |
0.0060 |
0.7% |
4% |
False |
False |
21,248 |
| 120 |
0.9896 |
0.8219 |
0.1677 |
20.2% |
0.0051 |
0.6% |
4% |
False |
False |
17,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8571 |
|
2.618 |
0.8481 |
|
1.618 |
0.8426 |
|
1.000 |
0.8392 |
|
0.618 |
0.8371 |
|
HIGH |
0.8337 |
|
0.618 |
0.8316 |
|
0.500 |
0.8310 |
|
0.382 |
0.8303 |
|
LOW |
0.8282 |
|
0.618 |
0.8248 |
|
1.000 |
0.8227 |
|
1.618 |
0.8193 |
|
2.618 |
0.8138 |
|
4.250 |
0.8048 |
|
|
| Fisher Pivots for day following 23-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8310 |
0.8353 |
| PP |
0.8303 |
0.8331 |
| S1 |
0.8296 |
0.8310 |
|