CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8305 |
0.8387 |
0.0082 |
1.0% |
0.8314 |
| High |
0.8382 |
0.8476 |
0.0094 |
1.1% |
0.8419 |
| Low |
0.8293 |
0.8372 |
0.0079 |
1.0% |
0.8286 |
| Close |
0.8371 |
0.8435 |
0.0064 |
0.8% |
0.8315 |
| Range |
0.0089 |
0.0104 |
0.0015 |
16.9% |
0.0133 |
| ATR |
0.0084 |
0.0086 |
0.0001 |
1.8% |
0.0000 |
| Volume |
165,487 |
267,476 |
101,989 |
61.6% |
347,553 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8740 |
0.8691 |
0.8492 |
|
| R3 |
0.8636 |
0.8587 |
0.8464 |
|
| R2 |
0.8532 |
0.8532 |
0.8454 |
|
| R1 |
0.8483 |
0.8483 |
0.8445 |
0.8508 |
| PP |
0.8428 |
0.8428 |
0.8428 |
0.8440 |
| S1 |
0.8379 |
0.8379 |
0.8425 |
0.8404 |
| S2 |
0.8324 |
0.8324 |
0.8416 |
|
| S3 |
0.8220 |
0.8275 |
0.8406 |
|
| S4 |
0.8116 |
0.8171 |
0.8378 |
|
|
| 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 |
0.8476 |
0.8286 |
0.0190 |
2.3% |
0.0088 |
1.0% |
78% |
True |
False |
142,617 |
| 10 |
0.8476 |
0.8282 |
0.0194 |
2.3% |
0.0064 |
0.8% |
79% |
True |
False |
96,125 |
| 20 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0098 |
1.2% |
49% |
False |
False |
143,450 |
| 40 |
0.8788 |
0.8219 |
0.0569 |
6.7% |
0.0087 |
1.0% |
38% |
False |
False |
73,840 |
| 60 |
0.9513 |
0.8219 |
0.1294 |
15.3% |
0.0085 |
1.0% |
17% |
False |
False |
49,344 |
| 80 |
0.9513 |
0.8219 |
0.1294 |
15.3% |
0.0078 |
0.9% |
17% |
False |
False |
37,054 |
| 100 |
0.9790 |
0.8219 |
0.1571 |
18.6% |
0.0065 |
0.8% |
14% |
False |
False |
29,647 |
| 120 |
0.9892 |
0.8219 |
0.1673 |
19.8% |
0.0055 |
0.7% |
13% |
False |
False |
24,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8918 |
|
2.618 |
0.8748 |
|
1.618 |
0.8644 |
|
1.000 |
0.8580 |
|
0.618 |
0.8540 |
|
HIGH |
0.8476 |
|
0.618 |
0.8436 |
|
0.500 |
0.8424 |
|
0.382 |
0.8412 |
|
LOW |
0.8372 |
|
0.618 |
0.8308 |
|
1.000 |
0.8268 |
|
1.618 |
0.8204 |
|
2.618 |
0.8100 |
|
4.250 |
0.7930 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8431 |
0.8417 |
| PP |
0.8428 |
0.8399 |
| S1 |
0.8424 |
0.8381 |
|