CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 26-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8435 |
0.8502 |
0.0067 |
0.8% |
0.8523 |
High |
0.8512 |
0.8532 |
0.0020 |
0.2% |
0.8558 |
Low |
0.8420 |
0.8442 |
0.0022 |
0.3% |
0.8417 |
Close |
0.8497 |
0.8444 |
-0.0053 |
-0.6% |
0.8497 |
Range |
0.0092 |
0.0090 |
-0.0002 |
-2.2% |
0.0141 |
ATR |
0.0100 |
0.0100 |
-0.0001 |
-0.7% |
0.0000 |
Volume |
171,726 |
118,909 |
-52,817 |
-30.8% |
780,933 |
|
Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8743 |
0.8683 |
0.8494 |
|
R3 |
0.8653 |
0.8593 |
0.8469 |
|
R2 |
0.8563 |
0.8563 |
0.8461 |
|
R1 |
0.8503 |
0.8503 |
0.8452 |
0.8488 |
PP |
0.8473 |
0.8473 |
0.8473 |
0.8465 |
S1 |
0.8413 |
0.8413 |
0.8436 |
0.8398 |
S2 |
0.8383 |
0.8383 |
0.8428 |
|
S3 |
0.8293 |
0.8323 |
0.8419 |
|
S4 |
0.8203 |
0.8233 |
0.8395 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8914 |
0.8846 |
0.8575 |
|
R3 |
0.8773 |
0.8705 |
0.8536 |
|
R2 |
0.8632 |
0.8632 |
0.8523 |
|
R1 |
0.8564 |
0.8564 |
0.8510 |
0.8528 |
PP |
0.8491 |
0.8491 |
0.8491 |
0.8472 |
S1 |
0.8423 |
0.8423 |
0.8484 |
0.8387 |
S2 |
0.8350 |
0.8350 |
0.8471 |
|
S3 |
0.8209 |
0.8282 |
0.8458 |
|
S4 |
0.8068 |
0.8141 |
0.8419 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8558 |
0.8417 |
0.0141 |
1.7% |
0.0108 |
1.3% |
19% |
False |
False |
179,968 |
10 |
0.8637 |
0.8385 |
0.0252 |
3.0% |
0.0113 |
1.3% |
23% |
False |
False |
222,341 |
20 |
0.8637 |
0.8286 |
0.0351 |
4.2% |
0.0093 |
1.1% |
45% |
False |
False |
181,196 |
40 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0097 |
1.1% |
51% |
False |
False |
143,905 |
60 |
0.9270 |
0.8219 |
0.1051 |
12.4% |
0.0094 |
1.1% |
21% |
False |
False |
96,322 |
80 |
0.9513 |
0.8219 |
0.1294 |
15.3% |
0.0087 |
1.0% |
17% |
False |
False |
72,292 |
100 |
0.9555 |
0.8219 |
0.1336 |
15.8% |
0.0077 |
0.9% |
17% |
False |
False |
57,862 |
120 |
0.9836 |
0.8219 |
0.1617 |
19.1% |
0.0066 |
0.8% |
14% |
False |
False |
48,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8915 |
2.618 |
0.8768 |
1.618 |
0.8678 |
1.000 |
0.8622 |
0.618 |
0.8588 |
HIGH |
0.8532 |
0.618 |
0.8498 |
0.500 |
0.8487 |
0.382 |
0.8476 |
LOW |
0.8442 |
0.618 |
0.8386 |
1.000 |
0.8352 |
1.618 |
0.8296 |
2.618 |
0.8206 |
4.250 |
0.8060 |
|
|
Fisher Pivots for day following 26-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8487 |
0.8476 |
PP |
0.8473 |
0.8465 |
S1 |
0.8458 |
0.8455 |
|