CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8352 |
0.8305 |
-0.0047 |
-0.6% |
0.8314 |
| High |
0.8353 |
0.8382 |
0.0029 |
0.3% |
0.8419 |
| Low |
0.8286 |
0.8293 |
0.0007 |
0.1% |
0.8286 |
| Close |
0.8315 |
0.8371 |
0.0056 |
0.7% |
0.8315 |
| Range |
0.0067 |
0.0089 |
0.0022 |
32.8% |
0.0133 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.4% |
0.0000 |
| Volume |
101,438 |
165,487 |
64,049 |
63.1% |
347,553 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8616 |
0.8582 |
0.8420 |
|
| R3 |
0.8527 |
0.8493 |
0.8395 |
|
| R2 |
0.8438 |
0.8438 |
0.8387 |
|
| R1 |
0.8404 |
0.8404 |
0.8379 |
0.8421 |
| PP |
0.8349 |
0.8349 |
0.8349 |
0.8357 |
| S1 |
0.8315 |
0.8315 |
0.8363 |
0.8332 |
| S2 |
0.8260 |
0.8260 |
0.8355 |
|
| S3 |
0.8171 |
0.8226 |
0.8347 |
|
| S4 |
0.8082 |
0.8137 |
0.8322 |
|
|
| 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% |
0.0075 |
0.9% |
64% |
False |
False |
102,608 |
| 10 |
0.8423 |
0.8282 |
0.0141 |
1.7% |
0.0060 |
0.7% |
63% |
False |
False |
82,840 |
| 20 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0099 |
1.2% |
34% |
False |
False |
131,480 |
| 40 |
0.8788 |
0.8219 |
0.0569 |
6.8% |
0.0087 |
1.0% |
27% |
False |
False |
67,174 |
| 60 |
0.9513 |
0.8219 |
0.1294 |
15.5% |
0.0084 |
1.0% |
12% |
False |
False |
44,888 |
| 80 |
0.9513 |
0.8219 |
0.1294 |
15.5% |
0.0076 |
0.9% |
12% |
False |
False |
33,713 |
| 100 |
0.9790 |
0.8219 |
0.1571 |
18.8% |
0.0064 |
0.8% |
10% |
False |
False |
26,973 |
| 120 |
0.9892 |
0.8219 |
0.1673 |
20.0% |
0.0054 |
0.6% |
9% |
False |
False |
22,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8760 |
|
2.618 |
0.8615 |
|
1.618 |
0.8526 |
|
1.000 |
0.8471 |
|
0.618 |
0.8437 |
|
HIGH |
0.8382 |
|
0.618 |
0.8348 |
|
0.500 |
0.8338 |
|
0.382 |
0.8327 |
|
LOW |
0.8293 |
|
0.618 |
0.8238 |
|
1.000 |
0.8204 |
|
1.618 |
0.8149 |
|
2.618 |
0.8060 |
|
4.250 |
0.7915 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8360 |
0.8360 |
| PP |
0.8349 |
0.8349 |
| S1 |
0.8338 |
0.8339 |
|