CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 02-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8379 |
0.8352 |
-0.0027 |
-0.3% |
0.8314 |
| High |
0.8391 |
0.8353 |
-0.0038 |
-0.5% |
0.8419 |
| Low |
0.8341 |
0.8286 |
-0.0055 |
-0.7% |
0.8286 |
| Close |
0.8349 |
0.8315 |
-0.0034 |
-0.4% |
0.8315 |
| Range |
0.0050 |
0.0067 |
0.0017 |
34.0% |
0.0133 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
50,390 |
101,438 |
51,048 |
101.3% |
347,553 |
|
| Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8519 |
0.8484 |
0.8352 |
|
| R3 |
0.8452 |
0.8417 |
0.8333 |
|
| R2 |
0.8385 |
0.8385 |
0.8327 |
|
| R1 |
0.8350 |
0.8350 |
0.8321 |
0.8334 |
| PP |
0.8318 |
0.8318 |
0.8318 |
0.8310 |
| S1 |
0.8283 |
0.8283 |
0.8309 |
0.8267 |
| S2 |
0.8251 |
0.8251 |
0.8303 |
|
| S3 |
0.8184 |
0.8216 |
0.8297 |
|
| S4 |
0.8117 |
0.8149 |
0.8278 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8739 |
0.8660 |
0.8388 |
|
| R3 |
0.8606 |
0.8527 |
0.8352 |
|
| R2 |
0.8473 |
0.8473 |
0.8339 |
|
| R1 |
0.8394 |
0.8394 |
0.8327 |
0.8434 |
| PP |
0.8340 |
0.8340 |
0.8340 |
0.8360 |
| S1 |
0.8261 |
0.8261 |
0.8303 |
0.8301 |
| S2 |
0.8207 |
0.8207 |
0.8291 |
|
| S3 |
0.8074 |
0.8128 |
0.8278 |
|
| S4 |
0.7941 |
0.7995 |
0.8242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8419 |
0.8286 |
0.0133 |
1.6% |
0.0061 |
0.7% |
22% |
False |
True |
73,877 |
| 10 |
0.8464 |
0.8282 |
0.0182 |
2.2% |
0.0058 |
0.7% |
18% |
False |
False |
84,491 |
| 20 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0098 |
1.2% |
22% |
False |
False |
123,776 |
| 40 |
0.8829 |
0.8219 |
0.0610 |
7.3% |
0.0088 |
1.1% |
16% |
False |
False |
63,060 |
| 60 |
0.9513 |
0.8219 |
0.1294 |
15.6% |
0.0083 |
1.0% |
7% |
False |
False |
42,132 |
| 80 |
0.9513 |
0.8219 |
0.1294 |
15.6% |
0.0076 |
0.9% |
7% |
False |
False |
31,645 |
| 100 |
0.9803 |
0.8219 |
0.1584 |
19.0% |
0.0064 |
0.8% |
6% |
False |
False |
25,318 |
| 120 |
0.9892 |
0.8219 |
0.1673 |
20.1% |
0.0054 |
0.6% |
6% |
False |
False |
21,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8638 |
|
2.618 |
0.8528 |
|
1.618 |
0.8461 |
|
1.000 |
0.8420 |
|
0.618 |
0.8394 |
|
HIGH |
0.8353 |
|
0.618 |
0.8327 |
|
0.500 |
0.8320 |
|
0.382 |
0.8312 |
|
LOW |
0.8286 |
|
0.618 |
0.8245 |
|
1.000 |
0.8219 |
|
1.618 |
0.8178 |
|
2.618 |
0.8111 |
|
4.250 |
0.8001 |
|
|
| Fisher Pivots for day following 02-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8320 |
0.8353 |
| PP |
0.8318 |
0.8340 |
| S1 |
0.8317 |
0.8328 |
|