CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8502 |
0.8448 |
-0.0054 |
-0.6% |
0.8523 |
| High |
0.8532 |
0.8527 |
-0.0005 |
-0.1% |
0.8558 |
| Low |
0.8442 |
0.8431 |
-0.0011 |
-0.1% |
0.8417 |
| Close |
0.8444 |
0.8497 |
0.0053 |
0.6% |
0.8497 |
| Range |
0.0090 |
0.0096 |
0.0006 |
6.7% |
0.0141 |
| ATR |
0.0100 |
0.0099 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
118,909 |
171,051 |
52,142 |
43.9% |
780,933 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8773 |
0.8731 |
0.8550 |
|
| R3 |
0.8677 |
0.8635 |
0.8523 |
|
| R2 |
0.8581 |
0.8581 |
0.8515 |
|
| R1 |
0.8539 |
0.8539 |
0.8506 |
0.8560 |
| PP |
0.8485 |
0.8485 |
0.8485 |
0.8496 |
| S1 |
0.8443 |
0.8443 |
0.8488 |
0.8464 |
| S2 |
0.8389 |
0.8389 |
0.8479 |
|
| S3 |
0.8293 |
0.8347 |
0.8471 |
|
| S4 |
0.8197 |
0.8251 |
0.8444 |
|
|
| 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 |
0.8539 |
0.8420 |
0.0119 |
1.4% |
0.0099 |
1.2% |
65% |
False |
False |
168,018 |
| 10 |
0.8637 |
0.8417 |
0.0220 |
2.6% |
0.0114 |
1.3% |
36% |
False |
False |
220,506 |
| 20 |
0.8637 |
0.8286 |
0.0351 |
4.1% |
0.0097 |
1.1% |
60% |
False |
False |
188,657 |
| 40 |
0.8663 |
0.8219 |
0.0444 |
5.2% |
0.0099 |
1.2% |
63% |
False |
False |
148,142 |
| 60 |
0.9198 |
0.8219 |
0.0979 |
11.5% |
0.0094 |
1.1% |
28% |
False |
False |
99,171 |
| 80 |
0.9513 |
0.8219 |
0.1294 |
15.2% |
0.0087 |
1.0% |
21% |
False |
False |
74,429 |
| 100 |
0.9548 |
0.8219 |
0.1329 |
15.6% |
0.0078 |
0.9% |
21% |
False |
False |
59,572 |
| 120 |
0.9836 |
0.8219 |
0.1617 |
19.0% |
0.0067 |
0.8% |
17% |
False |
False |
49,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8935 |
|
2.618 |
0.8778 |
|
1.618 |
0.8682 |
|
1.000 |
0.8623 |
|
0.618 |
0.8586 |
|
HIGH |
0.8527 |
|
0.618 |
0.8490 |
|
0.500 |
0.8479 |
|
0.382 |
0.8468 |
|
LOW |
0.8431 |
|
0.618 |
0.8372 |
|
1.000 |
0.8335 |
|
1.618 |
0.8276 |
|
2.618 |
0.8180 |
|
4.250 |
0.8023 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8491 |
0.8490 |
| PP |
0.8485 |
0.8483 |
| S1 |
0.8479 |
0.8476 |
|