CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8498 |
0.8595 |
0.0097 |
1.1% |
0.8219 |
| High |
0.8663 |
0.8597 |
-0.0066 |
-0.8% |
0.8526 |
| Low |
0.8485 |
0.8418 |
-0.0067 |
-0.8% |
0.8219 |
| Close |
0.8539 |
0.8443 |
-0.0096 |
-1.1% |
0.8430 |
| Range |
0.0178 |
0.0179 |
0.0001 |
0.6% |
0.0307 |
| ATR |
0.0105 |
0.0110 |
0.0005 |
5.0% |
0.0000 |
| Volume |
392,783 |
269,593 |
-123,190 |
-31.4% |
652,618 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9023 |
0.8912 |
0.8541 |
|
| R3 |
0.8844 |
0.8733 |
0.8492 |
|
| R2 |
0.8665 |
0.8665 |
0.8476 |
|
| R1 |
0.8554 |
0.8554 |
0.8459 |
0.8520 |
| PP |
0.8486 |
0.8486 |
0.8486 |
0.8469 |
| S1 |
0.8375 |
0.8375 |
0.8427 |
0.8341 |
| S2 |
0.8307 |
0.8307 |
0.8410 |
|
| S3 |
0.8128 |
0.8196 |
0.8394 |
|
| S4 |
0.7949 |
0.8017 |
0.8345 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9313 |
0.9178 |
0.8599 |
|
| R3 |
0.9006 |
0.8871 |
0.8514 |
|
| R2 |
0.8699 |
0.8699 |
0.8486 |
|
| R1 |
0.8564 |
0.8564 |
0.8458 |
0.8632 |
| PP |
0.8392 |
0.8392 |
0.8392 |
0.8425 |
| S1 |
0.8257 |
0.8257 |
0.8402 |
0.8325 |
| S2 |
0.8085 |
0.8085 |
0.8374 |
|
| S3 |
0.7778 |
0.7950 |
0.8346 |
|
| S4 |
0.7471 |
0.7643 |
0.8261 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8663 |
0.8372 |
0.0291 |
3.4% |
0.0140 |
1.7% |
24% |
False |
False |
266,513 |
| 10 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0138 |
1.6% |
50% |
False |
False |
163,060 |
| 20 |
0.8663 |
0.8219 |
0.0444 |
5.3% |
0.0105 |
1.2% |
50% |
False |
False |
83,352 |
| 40 |
0.9378 |
0.8219 |
0.1159 |
13.7% |
0.0094 |
1.1% |
19% |
False |
False |
42,009 |
| 60 |
0.9513 |
0.8219 |
0.1294 |
15.3% |
0.0085 |
1.0% |
17% |
False |
False |
28,084 |
| 80 |
0.9663 |
0.8219 |
0.1444 |
17.1% |
0.0071 |
0.8% |
16% |
False |
False |
21,084 |
| 100 |
0.9836 |
0.8219 |
0.1617 |
19.2% |
0.0058 |
0.7% |
14% |
False |
False |
16,872 |
| 120 |
0.9896 |
0.8219 |
0.1677 |
19.9% |
0.0049 |
0.6% |
13% |
False |
False |
14,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9358 |
|
2.618 |
0.9066 |
|
1.618 |
0.8887 |
|
1.000 |
0.8776 |
|
0.618 |
0.8708 |
|
HIGH |
0.8597 |
|
0.618 |
0.8529 |
|
0.500 |
0.8508 |
|
0.382 |
0.8486 |
|
LOW |
0.8418 |
|
0.618 |
0.8307 |
|
1.000 |
0.8239 |
|
1.618 |
0.8128 |
|
2.618 |
0.7949 |
|
4.250 |
0.7657 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8508 |
0.8535 |
| PP |
0.8486 |
0.8504 |
| S1 |
0.8465 |
0.8474 |
|