CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 30-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8314 |
0.8291 |
-0.0023 |
-0.3% |
0.8372 |
| High |
0.8326 |
0.8419 |
0.0093 |
1.1% |
0.8387 |
| Low |
0.8287 |
0.8291 |
0.0004 |
0.0% |
0.8282 |
| Close |
0.8289 |
0.8371 |
0.0082 |
1.0% |
0.8313 |
| Range |
0.0039 |
0.0128 |
0.0089 |
228.2% |
0.0105 |
| ATR |
0.0084 |
0.0088 |
0.0003 |
3.9% |
0.0000 |
| Volume |
67,431 |
128,294 |
60,863 |
90.3% |
180,739 |
|
| Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8744 |
0.8686 |
0.8441 |
|
| R3 |
0.8616 |
0.8558 |
0.8406 |
|
| R2 |
0.8488 |
0.8488 |
0.8394 |
|
| R1 |
0.8430 |
0.8430 |
0.8383 |
0.8459 |
| PP |
0.8360 |
0.8360 |
0.8360 |
0.8375 |
| S1 |
0.8302 |
0.8302 |
0.8359 |
0.8331 |
| S2 |
0.8232 |
0.8232 |
0.8348 |
|
| S3 |
0.8104 |
0.8174 |
0.8336 |
|
| S4 |
0.7976 |
0.8046 |
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 |
0.8419 |
0.8282 |
0.0137 |
1.6% |
0.0055 |
0.7% |
65% |
True |
False |
61,701 |
| 10 |
0.8663 |
0.8282 |
0.0381 |
4.6% |
0.0082 |
1.0% |
23% |
False |
False |
135,546 |
| 20 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0098 |
1.2% |
34% |
False |
False |
116,943 |
| 40 |
0.8893 |
0.8219 |
0.0674 |
8.1% |
0.0089 |
1.1% |
23% |
False |
False |
59,310 |
| 60 |
0.9513 |
0.8219 |
0.1294 |
15.5% |
0.0084 |
1.0% |
12% |
False |
False |
39,606 |
| 80 |
0.9513 |
0.8219 |
0.1294 |
15.5% |
0.0075 |
0.9% |
12% |
False |
False |
29,747 |
| 100 |
0.9819 |
0.8219 |
0.1600 |
19.1% |
0.0062 |
0.7% |
10% |
False |
False |
23,801 |
| 120 |
0.9892 |
0.8219 |
0.1673 |
20.0% |
0.0053 |
0.6% |
9% |
False |
False |
19,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8963 |
|
2.618 |
0.8754 |
|
1.618 |
0.8626 |
|
1.000 |
0.8547 |
|
0.618 |
0.8498 |
|
HIGH |
0.8419 |
|
0.618 |
0.8370 |
|
0.500 |
0.8355 |
|
0.382 |
0.8340 |
|
LOW |
0.8291 |
|
0.618 |
0.8212 |
|
1.000 |
0.8163 |
|
1.618 |
0.8084 |
|
2.618 |
0.7956 |
|
4.250 |
0.7747 |
|
|
| Fisher Pivots for day following 30-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8366 |
0.8365 |
| PP |
0.8360 |
0.8359 |
| S1 |
0.8355 |
0.8353 |
|