CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 09-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8384 |
0.8353 |
-0.0031 |
-0.4% |
0.8305 |
| High |
0.8397 |
0.8450 |
0.0053 |
0.6% |
0.8476 |
| Low |
0.8340 |
0.8347 |
0.0007 |
0.1% |
0.8293 |
| Close |
0.8360 |
0.8439 |
0.0079 |
0.9% |
0.8439 |
| Range |
0.0057 |
0.0103 |
0.0046 |
80.7% |
0.0183 |
| ATR |
0.0084 |
0.0086 |
0.0001 |
1.6% |
0.0000 |
| Volume |
145,285 |
259,239 |
113,954 |
78.4% |
1,031,134 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8721 |
0.8683 |
0.8496 |
|
| R3 |
0.8618 |
0.8580 |
0.8467 |
|
| R2 |
0.8515 |
0.8515 |
0.8458 |
|
| R1 |
0.8477 |
0.8477 |
0.8448 |
0.8496 |
| PP |
0.8412 |
0.8412 |
0.8412 |
0.8422 |
| S1 |
0.8374 |
0.8374 |
0.8430 |
0.8393 |
| S2 |
0.8309 |
0.8309 |
0.8420 |
|
| S3 |
0.8206 |
0.8271 |
0.8411 |
|
| S4 |
0.8103 |
0.8168 |
0.8382 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8952 |
0.8878 |
0.8540 |
|
| R3 |
0.8769 |
0.8695 |
0.8489 |
|
| R2 |
0.8586 |
0.8586 |
0.8473 |
|
| R1 |
0.8512 |
0.8512 |
0.8456 |
0.8549 |
| PP |
0.8403 |
0.8403 |
0.8403 |
0.8421 |
| S1 |
0.8329 |
0.8329 |
0.8422 |
0.8366 |
| S2 |
0.8220 |
0.8220 |
0.8405 |
|
| S3 |
0.8037 |
0.8146 |
0.8389 |
|
| S4 |
0.7854 |
0.7963 |
0.8338 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8476 |
0.8293 |
0.0183 |
2.2% |
0.0087 |
1.0% |
80% |
False |
False |
206,226 |
| 10 |
0.8476 |
0.8286 |
0.0190 |
2.3% |
0.0074 |
0.9% |
81% |
False |
False |
140,052 |
| 20 |
0.8663 |
0.8282 |
0.0381 |
4.5% |
0.0086 |
1.0% |
41% |
False |
False |
160,430 |
| 40 |
0.8713 |
0.8219 |
0.0494 |
5.9% |
0.0086 |
1.0% |
45% |
False |
False |
88,734 |
| 60 |
0.9513 |
0.8219 |
0.1294 |
15.3% |
0.0086 |
1.0% |
17% |
False |
False |
59,303 |
| 80 |
0.9513 |
0.8219 |
0.1294 |
15.3% |
0.0079 |
0.9% |
17% |
False |
False |
44,530 |
| 100 |
0.9760 |
0.8219 |
0.1541 |
18.3% |
0.0067 |
0.8% |
14% |
False |
False |
35,629 |
| 120 |
0.9878 |
0.8219 |
0.1659 |
19.7% |
0.0057 |
0.7% |
13% |
False |
False |
29,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8888 |
|
2.618 |
0.8720 |
|
1.618 |
0.8617 |
|
1.000 |
0.8553 |
|
0.618 |
0.8514 |
|
HIGH |
0.8450 |
|
0.618 |
0.8411 |
|
0.500 |
0.8399 |
|
0.382 |
0.8386 |
|
LOW |
0.8347 |
|
0.618 |
0.8283 |
|
1.000 |
0.8244 |
|
1.618 |
0.8180 |
|
2.618 |
0.8077 |
|
4.250 |
0.7909 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8426 |
0.8424 |
| PP |
0.8412 |
0.8410 |
| S1 |
0.8399 |
0.8395 |
|