CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8454 |
0.8451 |
-0.0003 |
0.0% |
0.8305 |
| High |
0.8471 |
0.8513 |
0.0042 |
0.5% |
0.8476 |
| Low |
0.8385 |
0.8418 |
0.0033 |
0.4% |
0.8293 |
| Close |
0.8456 |
0.8500 |
0.0044 |
0.5% |
0.8439 |
| Range |
0.0086 |
0.0095 |
0.0009 |
10.5% |
0.0183 |
| ATR |
0.0086 |
0.0086 |
0.0001 |
0.8% |
0.0000 |
| Volume |
189,397 |
256,622 |
67,225 |
35.5% |
1,031,134 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8762 |
0.8726 |
0.8552 |
|
| R3 |
0.8667 |
0.8631 |
0.8526 |
|
| R2 |
0.8572 |
0.8572 |
0.8517 |
|
| R1 |
0.8536 |
0.8536 |
0.8509 |
0.8554 |
| PP |
0.8477 |
0.8477 |
0.8477 |
0.8486 |
| S1 |
0.8441 |
0.8441 |
0.8491 |
0.8459 |
| S2 |
0.8382 |
0.8382 |
0.8483 |
|
| S3 |
0.8287 |
0.8346 |
0.8474 |
|
| S4 |
0.8192 |
0.8251 |
0.8448 |
|
|
| 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 |
0.8513 |
0.8340 |
0.0173 |
2.0% |
0.0084 |
1.0% |
92% |
True |
False |
208,838 |
| 10 |
0.8513 |
0.8286 |
0.0227 |
2.7% |
0.0086 |
1.0% |
94% |
True |
False |
175,727 |
| 20 |
0.8663 |
0.8282 |
0.0381 |
4.5% |
0.0083 |
1.0% |
57% |
False |
False |
163,029 |
| 40 |
0.8670 |
0.8219 |
0.0451 |
5.3% |
0.0088 |
1.0% |
62% |
False |
False |
99,826 |
| 60 |
0.9428 |
0.8219 |
0.1209 |
14.2% |
0.0085 |
1.0% |
23% |
False |
False |
66,731 |
| 80 |
0.9513 |
0.8219 |
0.1294 |
15.2% |
0.0080 |
0.9% |
22% |
False |
False |
50,097 |
| 100 |
0.9663 |
0.8219 |
0.1444 |
17.0% |
0.0069 |
0.8% |
19% |
False |
False |
40,088 |
| 120 |
0.9843 |
0.8219 |
0.1624 |
19.1% |
0.0059 |
0.7% |
17% |
False |
False |
33,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8917 |
|
2.618 |
0.8762 |
|
1.618 |
0.8667 |
|
1.000 |
0.8608 |
|
0.618 |
0.8572 |
|
HIGH |
0.8513 |
|
0.618 |
0.8477 |
|
0.500 |
0.8466 |
|
0.382 |
0.8454 |
|
LOW |
0.8418 |
|
0.618 |
0.8359 |
|
1.000 |
0.8323 |
|
1.618 |
0.8264 |
|
2.618 |
0.8169 |
|
4.250 |
0.8014 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8489 |
0.8477 |
| PP |
0.8477 |
0.8453 |
| S1 |
0.8466 |
0.8430 |
|