CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 20-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8611 |
0.8523 |
-0.0088 |
-1.0% |
0.8454 |
| High |
0.8637 |
0.8558 |
-0.0079 |
-0.9% |
0.8637 |
| Low |
0.8497 |
0.8417 |
-0.0080 |
-0.9% |
0.8385 |
| Close |
0.8517 |
0.8420 |
-0.0097 |
-1.1% |
0.8517 |
| Range |
0.0140 |
0.0141 |
0.0001 |
0.7% |
0.0252 |
| ATR |
0.0096 |
0.0100 |
0.0003 |
3.3% |
0.0000 |
| Volume |
247,386 |
230,801 |
-16,585 |
-6.7% |
1,323,572 |
|
| Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8888 |
0.8795 |
0.8498 |
|
| R3 |
0.8747 |
0.8654 |
0.8459 |
|
| R2 |
0.8606 |
0.8606 |
0.8446 |
|
| R1 |
0.8513 |
0.8513 |
0.8433 |
0.8489 |
| PP |
0.8465 |
0.8465 |
0.8465 |
0.8453 |
| S1 |
0.8372 |
0.8372 |
0.8407 |
0.8348 |
| S2 |
0.8324 |
0.8324 |
0.8394 |
|
| S3 |
0.8183 |
0.8231 |
0.8381 |
|
| S4 |
0.8042 |
0.8090 |
0.8342 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9269 |
0.9145 |
0.8656 |
|
| R3 |
0.9017 |
0.8893 |
0.8586 |
|
| R2 |
0.8765 |
0.8765 |
0.8563 |
|
| R1 |
0.8641 |
0.8641 |
0.8540 |
0.8703 |
| PP |
0.8513 |
0.8513 |
0.8513 |
0.8544 |
| S1 |
0.8389 |
0.8389 |
0.8494 |
0.8451 |
| S2 |
0.8261 |
0.8261 |
0.8471 |
|
| S3 |
0.8009 |
0.8137 |
0.8448 |
|
| S4 |
0.7757 |
0.7885 |
0.8378 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8637 |
0.8417 |
0.0220 |
2.6% |
0.0129 |
1.5% |
1% |
False |
True |
272,995 |
| 10 |
0.8637 |
0.8340 |
0.0297 |
3.5% |
0.0108 |
1.3% |
27% |
False |
False |
242,002 |
| 20 |
0.8637 |
0.8282 |
0.0355 |
4.2% |
0.0084 |
1.0% |
39% |
False |
False |
162,421 |
| 40 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0094 |
1.1% |
45% |
False |
False |
127,398 |
| 60 |
0.9345 |
0.8219 |
0.1126 |
13.4% |
0.0091 |
1.1% |
18% |
False |
False |
85,179 |
| 80 |
0.9513 |
0.8219 |
0.1294 |
15.4% |
0.0085 |
1.0% |
16% |
False |
False |
63,943 |
| 100 |
0.9663 |
0.8219 |
0.1444 |
17.1% |
0.0074 |
0.9% |
14% |
False |
False |
51,171 |
| 120 |
0.9836 |
0.8219 |
0.1617 |
19.2% |
0.0063 |
0.8% |
12% |
False |
False |
42,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9157 |
|
2.618 |
0.8927 |
|
1.618 |
0.8786 |
|
1.000 |
0.8699 |
|
0.618 |
0.8645 |
|
HIGH |
0.8558 |
|
0.618 |
0.8504 |
|
0.500 |
0.8488 |
|
0.382 |
0.8471 |
|
LOW |
0.8417 |
|
0.618 |
0.8330 |
|
1.000 |
0.8276 |
|
1.618 |
0.8189 |
|
2.618 |
0.8048 |
|
4.250 |
0.7818 |
|
|
| Fisher Pivots for day following 20-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8488 |
0.8527 |
| PP |
0.8465 |
0.8491 |
| S1 |
0.8443 |
0.8456 |
|