CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8291 |
0.8379 |
0.0088 |
1.1% |
0.8372 |
| High |
0.8419 |
0.8391 |
-0.0028 |
-0.3% |
0.8387 |
| Low |
0.8291 |
0.8341 |
0.0050 |
0.6% |
0.8282 |
| Close |
0.8371 |
0.8349 |
-0.0022 |
-0.3% |
0.8313 |
| Range |
0.0128 |
0.0050 |
-0.0078 |
-60.9% |
0.0105 |
| ATR |
0.0088 |
0.0085 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
128,294 |
50,390 |
-77,904 |
-60.7% |
180,739 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8510 |
0.8480 |
0.8377 |
|
| R3 |
0.8460 |
0.8430 |
0.8363 |
|
| R2 |
0.8410 |
0.8410 |
0.8358 |
|
| R1 |
0.8380 |
0.8380 |
0.8354 |
0.8370 |
| PP |
0.8360 |
0.8360 |
0.8360 |
0.8356 |
| S1 |
0.8330 |
0.8330 |
0.8344 |
0.8320 |
| S2 |
0.8310 |
0.8310 |
0.8340 |
|
| S3 |
0.8260 |
0.8280 |
0.8335 |
|
| S4 |
0.8210 |
0.8230 |
0.8322 |
|
|
| 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 |
0.8287 |
0.0132 |
1.6% |
0.0054 |
0.6% |
47% |
False |
False |
61,159 |
| 10 |
0.8597 |
0.8282 |
0.0315 |
3.8% |
0.0069 |
0.8% |
21% |
False |
False |
101,307 |
| 20 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0097 |
1.2% |
29% |
False |
False |
119,082 |
| 40 |
0.8844 |
0.8219 |
0.0625 |
7.5% |
0.0087 |
1.0% |
21% |
False |
False |
60,544 |
| 60 |
0.9513 |
0.8219 |
0.1294 |
15.5% |
0.0083 |
1.0% |
10% |
False |
False |
40,443 |
| 80 |
0.9513 |
0.8219 |
0.1294 |
15.5% |
0.0075 |
0.9% |
10% |
False |
False |
30,377 |
| 100 |
0.9805 |
0.8219 |
0.1586 |
19.0% |
0.0063 |
0.8% |
8% |
False |
False |
24,305 |
| 120 |
0.9892 |
0.8219 |
0.1673 |
20.0% |
0.0053 |
0.6% |
8% |
False |
False |
20,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8604 |
|
2.618 |
0.8522 |
|
1.618 |
0.8472 |
|
1.000 |
0.8441 |
|
0.618 |
0.8422 |
|
HIGH |
0.8391 |
|
0.618 |
0.8372 |
|
0.500 |
0.8366 |
|
0.382 |
0.8360 |
|
LOW |
0.8341 |
|
0.618 |
0.8310 |
|
1.000 |
0.8291 |
|
1.618 |
0.8260 |
|
2.618 |
0.8210 |
|
4.250 |
0.8129 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8366 |
0.8353 |
| PP |
0.8360 |
0.8352 |
| S1 |
0.8355 |
0.8350 |
|