CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 26-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8289 |
0.8321 |
0.0032 |
0.4% |
0.8372 |
| High |
0.8321 |
0.8328 |
0.0007 |
0.1% |
0.8387 |
| Low |
0.8288 |
0.8307 |
0.0019 |
0.2% |
0.8282 |
| Close |
0.8308 |
0.8313 |
0.0005 |
0.1% |
0.8313 |
| Range |
0.0033 |
0.0021 |
-0.0012 |
-36.4% |
0.0105 |
| ATR |
0.0093 |
0.0088 |
-0.0005 |
-5.5% |
0.0000 |
| Volume |
37,848 |
21,833 |
-16,015 |
-42.3% |
180,739 |
|
| Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8379 |
0.8367 |
0.8325 |
|
| R3 |
0.8358 |
0.8346 |
0.8319 |
|
| R2 |
0.8337 |
0.8337 |
0.8317 |
|
| R1 |
0.8325 |
0.8325 |
0.8315 |
0.8321 |
| PP |
0.8316 |
0.8316 |
0.8316 |
0.8314 |
| S1 |
0.8304 |
0.8304 |
0.8311 |
0.8300 |
| S2 |
0.8295 |
0.8295 |
0.8309 |
|
| S3 |
0.8274 |
0.8283 |
0.8307 |
|
| S4 |
0.8253 |
0.8262 |
0.8301 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8642 |
0.8583 |
0.8371 |
|
| R3 |
0.8537 |
0.8478 |
0.8342 |
|
| R2 |
0.8432 |
0.8432 |
0.8332 |
|
| R1 |
0.8373 |
0.8373 |
0.8323 |
0.8350 |
| PP |
0.8327 |
0.8327 |
0.8327 |
0.8316 |
| S1 |
0.8268 |
0.8268 |
0.8303 |
0.8245 |
| S2 |
0.8222 |
0.8222 |
0.8294 |
|
| S3 |
0.8117 |
0.8163 |
0.8284 |
|
| S4 |
0.8012 |
0.8058 |
0.8255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8423 |
0.8282 |
0.0141 |
1.7% |
0.0044 |
0.5% |
22% |
False |
False |
63,073 |
| 10 |
0.8663 |
0.8282 |
0.0381 |
4.6% |
0.0084 |
1.0% |
8% |
False |
False |
167,728 |
| 20 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0100 |
1.2% |
21% |
False |
False |
107,628 |
| 40 |
0.9198 |
0.8219 |
0.0979 |
11.8% |
0.0093 |
1.1% |
10% |
False |
False |
54,428 |
| 60 |
0.9513 |
0.8219 |
0.1294 |
15.6% |
0.0084 |
1.0% |
7% |
False |
False |
36,352 |
| 80 |
0.9548 |
0.8219 |
0.1329 |
16.0% |
0.0073 |
0.9% |
7% |
False |
False |
27,301 |
| 100 |
0.9836 |
0.8219 |
0.1617 |
19.5% |
0.0061 |
0.7% |
6% |
False |
False |
21,845 |
| 120 |
0.9896 |
0.8219 |
0.1677 |
20.2% |
0.0051 |
0.6% |
6% |
False |
False |
18,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8417 |
|
2.618 |
0.8383 |
|
1.618 |
0.8362 |
|
1.000 |
0.8349 |
|
0.618 |
0.8341 |
|
HIGH |
0.8328 |
|
0.618 |
0.8320 |
|
0.500 |
0.8318 |
|
0.382 |
0.8315 |
|
LOW |
0.8307 |
|
0.618 |
0.8294 |
|
1.000 |
0.8286 |
|
1.618 |
0.8273 |
|
2.618 |
0.8252 |
|
4.250 |
0.8218 |
|
|
| Fisher Pivots for day following 26-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8318 |
0.8312 |
| PP |
0.8316 |
0.8311 |
| S1 |
0.8315 |
0.8310 |
|