CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8417 |
0.8450 |
0.0033 |
0.4% |
0.8483 |
| High |
0.8486 |
0.8460 |
-0.0026 |
-0.3% |
0.8531 |
| Low |
0.8394 |
0.8383 |
-0.0011 |
-0.1% |
0.8420 |
| Close |
0.8456 |
0.8386 |
-0.0070 |
-0.8% |
0.8424 |
| Range |
0.0092 |
0.0077 |
-0.0015 |
-16.3% |
0.0111 |
| ATR |
0.0084 |
0.0083 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
230,859 |
134,393 |
-96,466 |
-41.8% |
529,729 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8641 |
0.8590 |
0.8428 |
|
| R3 |
0.8564 |
0.8513 |
0.8407 |
|
| R2 |
0.8487 |
0.8487 |
0.8400 |
|
| R1 |
0.8436 |
0.8436 |
0.8393 |
0.8423 |
| PP |
0.8410 |
0.8410 |
0.8410 |
0.8403 |
| S1 |
0.8359 |
0.8359 |
0.8379 |
0.8346 |
| S2 |
0.8333 |
0.8333 |
0.8372 |
|
| S3 |
0.8256 |
0.8282 |
0.8365 |
|
| S4 |
0.8179 |
0.8205 |
0.8344 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8791 |
0.8719 |
0.8485 |
|
| R3 |
0.8680 |
0.8608 |
0.8455 |
|
| R2 |
0.8569 |
0.8569 |
0.8444 |
|
| R1 |
0.8497 |
0.8497 |
0.8434 |
0.8478 |
| PP |
0.8458 |
0.8458 |
0.8458 |
0.8449 |
| S1 |
0.8386 |
0.8386 |
0.8414 |
0.8367 |
| S2 |
0.8347 |
0.8347 |
0.8404 |
|
| S3 |
0.8236 |
0.8275 |
0.8393 |
|
| S4 |
0.8125 |
0.8164 |
0.8363 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8531 |
0.8383 |
0.0148 |
1.8% |
0.0077 |
0.9% |
2% |
False |
True |
160,096 |
| 10 |
0.8597 |
0.8383 |
0.0214 |
2.6% |
0.0075 |
0.9% |
1% |
False |
True |
174,867 |
| 20 |
0.8839 |
0.8383 |
0.0456 |
5.4% |
0.0082 |
1.0% |
1% |
False |
True |
194,092 |
| 40 |
0.9510 |
0.8383 |
0.1127 |
13.4% |
0.0086 |
1.0% |
0% |
False |
True |
199,409 |
| 60 |
0.9510 |
0.8383 |
0.1127 |
13.4% |
0.0080 |
1.0% |
0% |
False |
True |
185,023 |
| 80 |
0.9806 |
0.8383 |
0.1423 |
17.0% |
0.0072 |
0.9% |
0% |
False |
True |
140,136 |
| 100 |
0.9900 |
0.8383 |
0.1517 |
18.1% |
0.0065 |
0.8% |
0% |
False |
True |
112,159 |
| 120 |
0.9902 |
0.8383 |
0.1519 |
18.1% |
0.0058 |
0.7% |
0% |
False |
True |
93,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8787 |
|
2.618 |
0.8662 |
|
1.618 |
0.8585 |
|
1.000 |
0.8537 |
|
0.618 |
0.8508 |
|
HIGH |
0.8460 |
|
0.618 |
0.8431 |
|
0.500 |
0.8422 |
|
0.382 |
0.8412 |
|
LOW |
0.8383 |
|
0.618 |
0.8335 |
|
1.000 |
0.8306 |
|
1.618 |
0.8258 |
|
2.618 |
0.8181 |
|
4.250 |
0.8056 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8422 |
0.8457 |
| PP |
0.8410 |
0.8433 |
| S1 |
0.8398 |
0.8410 |
|