CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 12-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8353 |
0.8454 |
0.0101 |
1.2% |
0.8305 |
| High |
0.8450 |
0.8471 |
0.0021 |
0.2% |
0.8476 |
| Low |
0.8347 |
0.8385 |
0.0038 |
0.5% |
0.8293 |
| Close |
0.8439 |
0.8456 |
0.0017 |
0.2% |
0.8439 |
| Range |
0.0103 |
0.0086 |
-0.0017 |
-16.5% |
0.0183 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.0% |
0.0000 |
| Volume |
259,239 |
189,397 |
-69,842 |
-26.9% |
1,031,134 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8695 |
0.8662 |
0.8503 |
|
| R3 |
0.8609 |
0.8576 |
0.8480 |
|
| R2 |
0.8523 |
0.8523 |
0.8472 |
|
| R1 |
0.8490 |
0.8490 |
0.8464 |
0.8507 |
| PP |
0.8437 |
0.8437 |
0.8437 |
0.8446 |
| S1 |
0.8404 |
0.8404 |
0.8448 |
0.8421 |
| S2 |
0.8351 |
0.8351 |
0.8440 |
|
| S3 |
0.8265 |
0.8318 |
0.8432 |
|
| S4 |
0.8179 |
0.8232 |
0.8409 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8952 |
0.8878 |
0.8540 |
|
| R3 |
0.8769 |
0.8695 |
0.8489 |
|
| R2 |
0.8586 |
0.8586 |
0.8473 |
|
| R1 |
0.8512 |
0.8512 |
0.8456 |
0.8549 |
| PP |
0.8403 |
0.8403 |
0.8403 |
0.8421 |
| S1 |
0.8329 |
0.8329 |
0.8422 |
0.8366 |
| S2 |
0.8220 |
0.8220 |
0.8405 |
|
| S3 |
0.8037 |
0.8146 |
0.8389 |
|
| S4 |
0.7854 |
0.7963 |
0.8338 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8476 |
0.8340 |
0.0136 |
1.6% |
0.0086 |
1.0% |
85% |
False |
False |
211,008 |
| 10 |
0.8476 |
0.8286 |
0.0190 |
2.2% |
0.0080 |
1.0% |
89% |
False |
False |
156,808 |
| 20 |
0.8663 |
0.8282 |
0.0381 |
4.5% |
0.0082 |
1.0% |
46% |
False |
False |
162,268 |
| 40 |
0.8676 |
0.8219 |
0.0457 |
5.4% |
0.0087 |
1.0% |
52% |
False |
False |
93,430 |
| 60 |
0.9489 |
0.8219 |
0.1270 |
15.0% |
0.0084 |
1.0% |
19% |
False |
False |
62,459 |
| 80 |
0.9513 |
0.8219 |
0.1294 |
15.3% |
0.0080 |
0.9% |
18% |
False |
False |
46,896 |
| 100 |
0.9692 |
0.8219 |
0.1473 |
17.4% |
0.0068 |
0.8% |
16% |
False |
False |
37,522 |
| 120 |
0.9867 |
0.8219 |
0.1648 |
19.5% |
0.0058 |
0.7% |
14% |
False |
False |
31,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8837 |
|
2.618 |
0.8696 |
|
1.618 |
0.8610 |
|
1.000 |
0.8557 |
|
0.618 |
0.8524 |
|
HIGH |
0.8471 |
|
0.618 |
0.8438 |
|
0.500 |
0.8428 |
|
0.382 |
0.8418 |
|
LOW |
0.8385 |
|
0.618 |
0.8332 |
|
1.000 |
0.8299 |
|
1.618 |
0.8246 |
|
2.618 |
0.8160 |
|
4.250 |
0.8020 |
|
|
| Fisher Pivots for day following 12-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8447 |
0.8439 |
| PP |
0.8437 |
0.8422 |
| S1 |
0.8428 |
0.8406 |
|