CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 07-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8387 |
0.8439 |
0.0052 |
0.6% |
0.8314 |
| High |
0.8476 |
0.8443 |
-0.0033 |
-0.4% |
0.8419 |
| Low |
0.8372 |
0.8362 |
-0.0010 |
-0.1% |
0.8286 |
| Close |
0.8435 |
0.8412 |
-0.0023 |
-0.3% |
0.8315 |
| Range |
0.0104 |
0.0081 |
-0.0023 |
-22.1% |
0.0133 |
| ATR |
0.0086 |
0.0085 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
267,476 |
193,647 |
-73,829 |
-27.6% |
347,553 |
|
| Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8649 |
0.8611 |
0.8457 |
|
| R3 |
0.8568 |
0.8530 |
0.8434 |
|
| R2 |
0.8487 |
0.8487 |
0.8427 |
|
| R1 |
0.8449 |
0.8449 |
0.8419 |
0.8428 |
| PP |
0.8406 |
0.8406 |
0.8406 |
0.8395 |
| S1 |
0.8368 |
0.8368 |
0.8405 |
0.8347 |
| S2 |
0.8325 |
0.8325 |
0.8397 |
|
| S3 |
0.8244 |
0.8287 |
0.8390 |
|
| S4 |
0.8163 |
0.8206 |
0.8367 |
|
|
| 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% |
0.0078 |
0.9% |
66% |
False |
False |
155,687 |
| 10 |
0.8476 |
0.8282 |
0.0194 |
2.3% |
0.0067 |
0.8% |
67% |
False |
False |
108,694 |
| 20 |
0.8663 |
0.8275 |
0.0388 |
4.6% |
0.0096 |
1.1% |
35% |
False |
False |
150,043 |
| 40 |
0.8788 |
0.8219 |
0.0569 |
6.8% |
0.0087 |
1.0% |
34% |
False |
False |
78,655 |
| 60 |
0.9513 |
0.8219 |
0.1294 |
15.4% |
0.0085 |
1.0% |
15% |
False |
False |
52,565 |
| 80 |
0.9513 |
0.8219 |
0.1294 |
15.4% |
0.0078 |
0.9% |
15% |
False |
False |
39,474 |
| 100 |
0.9790 |
0.8219 |
0.1571 |
18.7% |
0.0066 |
0.8% |
12% |
False |
False |
31,584 |
| 120 |
0.9887 |
0.8219 |
0.1668 |
19.8% |
0.0056 |
0.7% |
12% |
False |
False |
26,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8787 |
|
2.618 |
0.8655 |
|
1.618 |
0.8574 |
|
1.000 |
0.8524 |
|
0.618 |
0.8493 |
|
HIGH |
0.8443 |
|
0.618 |
0.8412 |
|
0.500 |
0.8403 |
|
0.382 |
0.8393 |
|
LOW |
0.8362 |
|
0.618 |
0.8312 |
|
1.000 |
0.8281 |
|
1.618 |
0.8231 |
|
2.618 |
0.8150 |
|
4.250 |
0.8018 |
|
|
| Fisher Pivots for day following 07-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8409 |
0.8403 |
| PP |
0.8406 |
0.8394 |
| S1 |
0.8403 |
0.8385 |
|