CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 08-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8439 |
0.8384 |
-0.0055 |
-0.7% |
0.8314 |
| High |
0.8443 |
0.8397 |
-0.0046 |
-0.5% |
0.8419 |
| Low |
0.8362 |
0.8340 |
-0.0022 |
-0.3% |
0.8286 |
| Close |
0.8412 |
0.8360 |
-0.0052 |
-0.6% |
0.8315 |
| Range |
0.0081 |
0.0057 |
-0.0024 |
-29.6% |
0.0133 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
193,647 |
145,285 |
-48,362 |
-25.0% |
347,553 |
|
| Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8537 |
0.8505 |
0.8391 |
|
| R3 |
0.8480 |
0.8448 |
0.8376 |
|
| R2 |
0.8423 |
0.8423 |
0.8370 |
|
| R1 |
0.8391 |
0.8391 |
0.8365 |
0.8379 |
| PP |
0.8366 |
0.8366 |
0.8366 |
0.8359 |
| S1 |
0.8334 |
0.8334 |
0.8355 |
0.8322 |
| S2 |
0.8309 |
0.8309 |
0.8350 |
|
| S3 |
0.8252 |
0.8277 |
0.8344 |
|
| S4 |
0.8195 |
0.8220 |
0.8329 |
|
|
| 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% |
0.0080 |
1.0% |
39% |
False |
False |
174,666 |
| 10 |
0.8476 |
0.8286 |
0.0190 |
2.3% |
0.0067 |
0.8% |
39% |
False |
False |
117,912 |
| 20 |
0.8663 |
0.8282 |
0.0381 |
4.6% |
0.0089 |
1.1% |
20% |
False |
False |
152,344 |
| 40 |
0.8734 |
0.8219 |
0.0515 |
6.2% |
0.0087 |
1.0% |
27% |
False |
False |
82,262 |
| 60 |
0.9513 |
0.8219 |
0.1294 |
15.5% |
0.0085 |
1.0% |
11% |
False |
False |
54,986 |
| 80 |
0.9513 |
0.8219 |
0.1294 |
15.5% |
0.0079 |
0.9% |
11% |
False |
False |
41,290 |
| 100 |
0.9765 |
0.8219 |
0.1546 |
18.5% |
0.0066 |
0.8% |
9% |
False |
False |
33,036 |
| 120 |
0.9886 |
0.8219 |
0.1667 |
19.9% |
0.0056 |
0.7% |
8% |
False |
False |
27,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8639 |
|
2.618 |
0.8546 |
|
1.618 |
0.8489 |
|
1.000 |
0.8454 |
|
0.618 |
0.8432 |
|
HIGH |
0.8397 |
|
0.618 |
0.8375 |
|
0.500 |
0.8369 |
|
0.382 |
0.8362 |
|
LOW |
0.8340 |
|
0.618 |
0.8305 |
|
1.000 |
0.8283 |
|
1.618 |
0.8248 |
|
2.618 |
0.8191 |
|
4.250 |
0.8098 |
|
|
| Fisher Pivots for day following 08-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8369 |
0.8408 |
| PP |
0.8366 |
0.8392 |
| S1 |
0.8363 |
0.8376 |
|