CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8307 |
0.8373 |
0.0066 |
0.8% |
0.8425 |
| High |
0.8489 |
0.8507 |
0.0018 |
0.2% |
0.8493 |
| Low |
0.8275 |
0.8350 |
0.0075 |
0.9% |
0.8228 |
| Close |
0.8379 |
0.8479 |
0.0100 |
1.2% |
0.8247 |
| Range |
0.0214 |
0.0157 |
-0.0057 |
-26.6% |
0.0265 |
| ATR |
0.0091 |
0.0096 |
0.0005 |
5.2% |
0.0000 |
| Volume |
99,249 |
97,519 |
-1,730 |
-1.7% |
58,977 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8916 |
0.8855 |
0.8565 |
|
| R3 |
0.8759 |
0.8698 |
0.8522 |
|
| R2 |
0.8602 |
0.8602 |
0.8508 |
|
| R1 |
0.8541 |
0.8541 |
0.8493 |
0.8572 |
| PP |
0.8445 |
0.8445 |
0.8445 |
0.8461 |
| S1 |
0.8384 |
0.8384 |
0.8465 |
0.8415 |
| S2 |
0.8288 |
0.8288 |
0.8450 |
|
| S3 |
0.8131 |
0.8227 |
0.8436 |
|
| S4 |
0.7974 |
0.8070 |
0.8393 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9118 |
0.8947 |
0.8393 |
|
| R3 |
0.8853 |
0.8682 |
0.8320 |
|
| R2 |
0.8588 |
0.8588 |
0.8296 |
|
| R1 |
0.8417 |
0.8417 |
0.8271 |
0.8370 |
| PP |
0.8323 |
0.8323 |
0.8323 |
0.8299 |
| S1 |
0.8152 |
0.8152 |
0.8223 |
0.8105 |
| S2 |
0.8058 |
0.8058 |
0.8198 |
|
| S3 |
0.7793 |
0.7887 |
0.8174 |
|
| S4 |
0.7528 |
0.7622 |
0.8101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8507 |
0.8219 |
0.0288 |
3.4% |
0.0136 |
1.6% |
90% |
True |
False |
59,607 |
| 10 |
0.8540 |
0.8219 |
0.0321 |
3.8% |
0.0104 |
1.2% |
81% |
False |
False |
32,416 |
| 20 |
0.8713 |
0.8219 |
0.0494 |
5.8% |
0.0087 |
1.0% |
53% |
False |
False |
17,038 |
| 40 |
0.9513 |
0.8219 |
0.1294 |
15.3% |
0.0086 |
1.0% |
20% |
False |
False |
8,740 |
| 60 |
0.9513 |
0.8219 |
0.1294 |
15.3% |
0.0077 |
0.9% |
20% |
False |
False |
5,897 |
| 80 |
0.9760 |
0.8219 |
0.1541 |
18.2% |
0.0063 |
0.7% |
17% |
False |
False |
4,428 |
| 100 |
0.9878 |
0.8219 |
0.1659 |
19.6% |
0.0051 |
0.6% |
16% |
False |
False |
3,546 |
| 120 |
0.9921 |
0.8219 |
0.1702 |
20.1% |
0.0044 |
0.5% |
15% |
False |
False |
2,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9174 |
|
2.618 |
0.8918 |
|
1.618 |
0.8761 |
|
1.000 |
0.8664 |
|
0.618 |
0.8604 |
|
HIGH |
0.8507 |
|
0.618 |
0.8447 |
|
0.500 |
0.8429 |
|
0.382 |
0.8410 |
|
LOW |
0.8350 |
|
0.618 |
0.8253 |
|
1.000 |
0.8193 |
|
1.618 |
0.8096 |
|
2.618 |
0.7939 |
|
4.250 |
0.7683 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8462 |
0.8440 |
| PP |
0.8445 |
0.8402 |
| S1 |
0.8429 |
0.8363 |
|