CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 03-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8450 |
0.8388 |
-0.0062 |
-0.7% |
0.8483 |
| High |
0.8460 |
0.8396 |
-0.0064 |
-0.8% |
0.8531 |
| Low |
0.8383 |
0.8343 |
-0.0040 |
-0.5% |
0.8420 |
| Close |
0.8386 |
0.8346 |
-0.0040 |
-0.5% |
0.8424 |
| Range |
0.0077 |
0.0053 |
-0.0024 |
-31.2% |
0.0111 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
134,393 |
142,887 |
8,494 |
6.3% |
529,729 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8521 |
0.8486 |
0.8375 |
|
| R3 |
0.8468 |
0.8433 |
0.8361 |
|
| R2 |
0.8415 |
0.8415 |
0.8356 |
|
| R1 |
0.8380 |
0.8380 |
0.8351 |
0.8371 |
| PP |
0.8362 |
0.8362 |
0.8362 |
0.8357 |
| S1 |
0.8327 |
0.8327 |
0.8341 |
0.8318 |
| S2 |
0.8309 |
0.8309 |
0.8336 |
|
| S3 |
0.8256 |
0.8274 |
0.8331 |
|
| S4 |
0.8203 |
0.8221 |
0.8317 |
|
|
| 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 |
0.8343 |
0.0188 |
2.3% |
0.0074 |
0.9% |
2% |
False |
True |
157,645 |
| 10 |
0.8562 |
0.8343 |
0.0219 |
2.6% |
0.0075 |
0.9% |
1% |
False |
True |
171,378 |
| 20 |
0.8819 |
0.8343 |
0.0476 |
5.7% |
0.0082 |
1.0% |
1% |
False |
True |
190,565 |
| 40 |
0.9510 |
0.8343 |
0.1167 |
14.0% |
0.0084 |
1.0% |
0% |
False |
True |
197,763 |
| 60 |
0.9510 |
0.8343 |
0.1167 |
14.0% |
0.0080 |
1.0% |
0% |
False |
True |
186,266 |
| 80 |
0.9800 |
0.8343 |
0.1457 |
17.5% |
0.0073 |
0.9% |
0% |
False |
True |
141,915 |
| 100 |
0.9900 |
0.8343 |
0.1557 |
18.7% |
0.0065 |
0.8% |
0% |
False |
True |
113,588 |
| 120 |
0.9902 |
0.8343 |
0.1559 |
18.7% |
0.0058 |
0.7% |
0% |
False |
True |
94,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8621 |
|
2.618 |
0.8535 |
|
1.618 |
0.8482 |
|
1.000 |
0.8449 |
|
0.618 |
0.8429 |
|
HIGH |
0.8396 |
|
0.618 |
0.8376 |
|
0.500 |
0.8370 |
|
0.382 |
0.8363 |
|
LOW |
0.8343 |
|
0.618 |
0.8310 |
|
1.000 |
0.8290 |
|
1.618 |
0.8257 |
|
2.618 |
0.8204 |
|
4.250 |
0.8118 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8370 |
0.8415 |
| PP |
0.8362 |
0.8392 |
| S1 |
0.8354 |
0.8369 |
|