CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 16-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8533 |
0.8611 |
0.0078 |
0.9% |
0.8454 |
| High |
0.8615 |
0.8637 |
0.0022 |
0.3% |
0.8637 |
| Low |
0.8483 |
0.8497 |
0.0014 |
0.2% |
0.8385 |
| Close |
0.8587 |
0.8517 |
-0.0070 |
-0.8% |
0.8517 |
| Range |
0.0132 |
0.0140 |
0.0008 |
6.1% |
0.0252 |
| ATR |
0.0093 |
0.0096 |
0.0003 |
3.6% |
0.0000 |
| Volume |
307,899 |
247,386 |
-60,513 |
-19.7% |
1,323,572 |
|
| Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8970 |
0.8884 |
0.8594 |
|
| R3 |
0.8830 |
0.8744 |
0.8556 |
|
| R2 |
0.8690 |
0.8690 |
0.8543 |
|
| R1 |
0.8604 |
0.8604 |
0.8530 |
0.8577 |
| PP |
0.8550 |
0.8550 |
0.8550 |
0.8537 |
| S1 |
0.8464 |
0.8464 |
0.8504 |
0.8437 |
| S2 |
0.8410 |
0.8410 |
0.8491 |
|
| S3 |
0.8270 |
0.8324 |
0.8479 |
|
| S4 |
0.8130 |
0.8184 |
0.8440 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9269 |
0.9145 |
0.8656 |
|
| R3 |
0.9017 |
0.8893 |
0.8586 |
|
| R2 |
0.8765 |
0.8765 |
0.8563 |
|
| R1 |
0.8641 |
0.8641 |
0.8540 |
0.8703 |
| PP |
0.8513 |
0.8513 |
0.8513 |
0.8544 |
| S1 |
0.8389 |
0.8389 |
0.8494 |
0.8451 |
| S2 |
0.8261 |
0.8261 |
0.8471 |
|
| S3 |
0.8009 |
0.8137 |
0.8448 |
|
| S4 |
0.7757 |
0.7885 |
0.8378 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8637 |
0.8385 |
0.0252 |
3.0% |
0.0118 |
1.4% |
52% |
True |
False |
264,714 |
| 10 |
0.8637 |
0.8293 |
0.0344 |
4.0% |
0.0103 |
1.2% |
65% |
True |
False |
235,470 |
| 20 |
0.8637 |
0.8282 |
0.0355 |
4.2% |
0.0080 |
0.9% |
66% |
True |
False |
159,981 |
| 40 |
0.8663 |
0.8219 |
0.0444 |
5.2% |
0.0093 |
1.1% |
67% |
False |
False |
121,666 |
| 60 |
0.9378 |
0.8219 |
0.1159 |
13.6% |
0.0089 |
1.0% |
26% |
False |
False |
81,333 |
| 80 |
0.9513 |
0.8219 |
0.1294 |
15.2% |
0.0084 |
1.0% |
23% |
False |
False |
61,059 |
| 100 |
0.9663 |
0.8219 |
0.1444 |
17.0% |
0.0073 |
0.9% |
21% |
False |
False |
48,864 |
| 120 |
0.9836 |
0.8219 |
0.1617 |
19.0% |
0.0062 |
0.7% |
18% |
False |
False |
40,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9232 |
|
2.618 |
0.9004 |
|
1.618 |
0.8864 |
|
1.000 |
0.8777 |
|
0.618 |
0.8724 |
|
HIGH |
0.8637 |
|
0.618 |
0.8584 |
|
0.500 |
0.8567 |
|
0.382 |
0.8550 |
|
LOW |
0.8497 |
|
0.618 |
0.8410 |
|
1.000 |
0.8357 |
|
1.618 |
0.8270 |
|
2.618 |
0.8130 |
|
4.250 |
0.7902 |
|
|
| Fisher Pivots for day following 16-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8567 |
0.8560 |
| PP |
0.8550 |
0.8545 |
| S1 |
0.8534 |
0.8531 |
|