CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 29-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8321 |
0.8314 |
-0.0007 |
-0.1% |
0.8372 |
| High |
0.8328 |
0.8326 |
-0.0002 |
0.0% |
0.8387 |
| Low |
0.8307 |
0.8287 |
-0.0020 |
-0.2% |
0.8282 |
| Close |
0.8313 |
0.8289 |
-0.0024 |
-0.3% |
0.8313 |
| Range |
0.0021 |
0.0039 |
0.0018 |
85.7% |
0.0105 |
| ATR |
0.0088 |
0.0084 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
21,833 |
67,431 |
45,598 |
208.8% |
180,739 |
|
| Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8418 |
0.8392 |
0.8310 |
|
| R3 |
0.8379 |
0.8353 |
0.8300 |
|
| R2 |
0.8340 |
0.8340 |
0.8296 |
|
| R1 |
0.8314 |
0.8314 |
0.8293 |
0.8308 |
| PP |
0.8301 |
0.8301 |
0.8301 |
0.8297 |
| S1 |
0.8275 |
0.8275 |
0.8285 |
0.8269 |
| S2 |
0.8262 |
0.8262 |
0.8282 |
|
| S3 |
0.8223 |
0.8236 |
0.8278 |
|
| S4 |
0.8184 |
0.8197 |
0.8268 |
|
|
| 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 |
0.8387 |
0.8282 |
0.0105 |
1.3% |
0.0041 |
0.5% |
7% |
False |
False |
49,634 |
| 10 |
0.8663 |
0.8282 |
0.0381 |
4.6% |
0.0080 |
1.0% |
2% |
False |
False |
150,331 |
| 20 |
0.8663 |
0.8219 |
0.0444 |
5.4% |
0.0097 |
1.2% |
16% |
False |
False |
110,745 |
| 40 |
0.9167 |
0.8219 |
0.0948 |
11.4% |
0.0092 |
1.1% |
7% |
False |
False |
56,111 |
| 60 |
0.9513 |
0.8219 |
0.1294 |
15.6% |
0.0083 |
1.0% |
5% |
False |
False |
37,473 |
| 80 |
0.9534 |
0.8219 |
0.1315 |
15.9% |
0.0073 |
0.9% |
5% |
False |
False |
28,144 |
| 100 |
0.9819 |
0.8219 |
0.1600 |
19.3% |
0.0061 |
0.7% |
4% |
False |
False |
22,519 |
| 120 |
0.9896 |
0.8219 |
0.1677 |
20.2% |
0.0051 |
0.6% |
4% |
False |
False |
18,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8492 |
|
2.618 |
0.8428 |
|
1.618 |
0.8389 |
|
1.000 |
0.8365 |
|
0.618 |
0.8350 |
|
HIGH |
0.8326 |
|
0.618 |
0.8311 |
|
0.500 |
0.8307 |
|
0.382 |
0.8302 |
|
LOW |
0.8287 |
|
0.618 |
0.8263 |
|
1.000 |
0.8248 |
|
1.618 |
0.8224 |
|
2.618 |
0.8185 |
|
4.250 |
0.8121 |
|
|
| Fisher Pivots for day following 29-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8307 |
0.8308 |
| PP |
0.8301 |
0.8301 |
| S1 |
0.8295 |
0.8295 |
|