CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8430 |
0.8483 |
0.0053 |
0.6% |
0.8454 |
| High |
0.8539 |
0.8532 |
-0.0007 |
-0.1% |
0.8637 |
| Low |
0.8425 |
0.8430 |
0.0005 |
0.1% |
0.8385 |
| Close |
0.8483 |
0.8452 |
-0.0031 |
-0.4% |
0.8517 |
| Range |
0.0114 |
0.0102 |
-0.0012 |
-10.5% |
0.0252 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
0.1% |
0.0000 |
| Volume |
214,023 |
164,383 |
-49,640 |
-23.2% |
1,323,572 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8777 |
0.8717 |
0.8508 |
|
| R3 |
0.8675 |
0.8615 |
0.8480 |
|
| R2 |
0.8573 |
0.8573 |
0.8471 |
|
| R1 |
0.8513 |
0.8513 |
0.8461 |
0.8492 |
| PP |
0.8471 |
0.8471 |
0.8471 |
0.8461 |
| S1 |
0.8411 |
0.8411 |
0.8443 |
0.8390 |
| S2 |
0.8369 |
0.8369 |
0.8433 |
|
| S3 |
0.8267 |
0.8309 |
0.8424 |
|
| S4 |
0.8165 |
0.8207 |
0.8396 |
|
|
| 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% |
0.0126 |
1.5% |
16% |
False |
False |
232,898 |
| 10 |
0.8637 |
0.8340 |
0.0297 |
3.5% |
0.0111 |
1.3% |
38% |
False |
False |
233,730 |
| 20 |
0.8637 |
0.8282 |
0.0355 |
4.2% |
0.0089 |
1.1% |
48% |
False |
False |
171,212 |
| 40 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0096 |
1.1% |
52% |
False |
False |
136,738 |
| 60 |
0.9305 |
0.8219 |
0.1086 |
12.8% |
0.0092 |
1.1% |
21% |
False |
False |
91,482 |
| 80 |
0.9513 |
0.8219 |
0.1294 |
15.3% |
0.0086 |
1.0% |
18% |
False |
False |
68,670 |
| 100 |
0.9621 |
0.8219 |
0.1402 |
16.6% |
0.0076 |
0.9% |
17% |
False |
False |
54,956 |
| 120 |
0.9836 |
0.8219 |
0.1617 |
19.1% |
0.0065 |
0.8% |
14% |
False |
False |
45,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8966 |
|
2.618 |
0.8799 |
|
1.618 |
0.8697 |
|
1.000 |
0.8634 |
|
0.618 |
0.8595 |
|
HIGH |
0.8532 |
|
0.618 |
0.8493 |
|
0.500 |
0.8481 |
|
0.382 |
0.8469 |
|
LOW |
0.8430 |
|
0.618 |
0.8367 |
|
1.000 |
0.8328 |
|
1.618 |
0.8265 |
|
2.618 |
0.8163 |
|
4.250 |
0.7997 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8481 |
0.8488 |
| PP |
0.8471 |
0.8476 |
| S1 |
0.8462 |
0.8464 |
|