CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 15-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8487 |
0.8533 |
0.0046 |
0.5% |
0.8305 |
| High |
0.8620 |
0.8615 |
-0.0005 |
-0.1% |
0.8476 |
| Low |
0.8482 |
0.8483 |
0.0001 |
0.0% |
0.8293 |
| Close |
0.8533 |
0.8587 |
0.0054 |
0.6% |
0.8439 |
| Range |
0.0138 |
0.0132 |
-0.0006 |
-4.3% |
0.0183 |
| ATR |
0.0090 |
0.0093 |
0.0003 |
3.3% |
0.0000 |
| Volume |
322,268 |
307,899 |
-14,369 |
-4.5% |
1,031,134 |
|
| Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8958 |
0.8904 |
0.8660 |
|
| R3 |
0.8826 |
0.8772 |
0.8623 |
|
| R2 |
0.8694 |
0.8694 |
0.8611 |
|
| R1 |
0.8640 |
0.8640 |
0.8599 |
0.8667 |
| PP |
0.8562 |
0.8562 |
0.8562 |
0.8575 |
| S1 |
0.8508 |
0.8508 |
0.8575 |
0.8535 |
| S2 |
0.8430 |
0.8430 |
0.8563 |
|
| S3 |
0.8298 |
0.8376 |
0.8551 |
|
| S4 |
0.8166 |
0.8244 |
0.8514 |
|
|
| 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 |
0.8620 |
0.8347 |
0.0273 |
3.2% |
0.0111 |
1.3% |
88% |
False |
False |
267,085 |
| 10 |
0.8620 |
0.8286 |
0.0334 |
3.9% |
0.0095 |
1.1% |
90% |
False |
False |
220,875 |
| 20 |
0.8620 |
0.8282 |
0.0338 |
3.9% |
0.0082 |
1.0% |
90% |
False |
False |
161,091 |
| 40 |
0.8663 |
0.8219 |
0.0444 |
5.2% |
0.0091 |
1.1% |
83% |
False |
False |
115,530 |
| 60 |
0.9418 |
0.8219 |
0.1199 |
14.0% |
0.0088 |
1.0% |
31% |
False |
False |
77,222 |
| 80 |
0.9513 |
0.8219 |
0.1294 |
15.1% |
0.0083 |
1.0% |
28% |
False |
False |
57,967 |
| 100 |
0.9663 |
0.8219 |
0.1444 |
16.8% |
0.0071 |
0.8% |
25% |
False |
False |
46,390 |
| 120 |
0.9836 |
0.8219 |
0.1617 |
18.8% |
0.0061 |
0.7% |
23% |
False |
False |
38,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9176 |
|
2.618 |
0.8961 |
|
1.618 |
0.8829 |
|
1.000 |
0.8747 |
|
0.618 |
0.8697 |
|
HIGH |
0.8615 |
|
0.618 |
0.8565 |
|
0.500 |
0.8549 |
|
0.382 |
0.8533 |
|
LOW |
0.8483 |
|
0.618 |
0.8401 |
|
1.000 |
0.8351 |
|
1.618 |
0.8269 |
|
2.618 |
0.8137 |
|
4.250 |
0.7922 |
|
|
| Fisher Pivots for day following 15-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8574 |
0.8564 |
| PP |
0.8562 |
0.8542 |
| S1 |
0.8549 |
0.8519 |
|