CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8388 |
0.8346 |
-0.0042 |
-0.5% |
0.8483 |
| High |
0.8396 |
0.8381 |
-0.0015 |
-0.2% |
0.8531 |
| Low |
0.8343 |
0.8317 |
-0.0026 |
-0.3% |
0.8420 |
| Close |
0.8346 |
0.8348 |
0.0002 |
0.0% |
0.8424 |
| Range |
0.0053 |
0.0064 |
0.0011 |
20.8% |
0.0111 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
142,887 |
204,623 |
61,736 |
43.2% |
529,729 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8541 |
0.8508 |
0.8383 |
|
| R3 |
0.8477 |
0.8444 |
0.8366 |
|
| R2 |
0.8413 |
0.8413 |
0.8360 |
|
| R1 |
0.8380 |
0.8380 |
0.8354 |
0.8397 |
| PP |
0.8349 |
0.8349 |
0.8349 |
0.8357 |
| S1 |
0.8316 |
0.8316 |
0.8342 |
0.8333 |
| S2 |
0.8285 |
0.8285 |
0.8336 |
|
| S3 |
0.8221 |
0.8252 |
0.8330 |
|
| S4 |
0.8157 |
0.8188 |
0.8313 |
|
|
| 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 |
0.8317 |
0.0214 |
2.6% |
0.0079 |
1.0% |
14% |
False |
True |
175,460 |
| 10 |
0.8531 |
0.8317 |
0.0214 |
2.6% |
0.0073 |
0.9% |
14% |
False |
True |
172,700 |
| 20 |
0.8784 |
0.8317 |
0.0467 |
5.6% |
0.0080 |
1.0% |
7% |
False |
True |
189,035 |
| 40 |
0.9510 |
0.8317 |
0.1193 |
14.3% |
0.0084 |
1.0% |
3% |
False |
True |
196,691 |
| 60 |
0.9510 |
0.8317 |
0.1193 |
14.3% |
0.0080 |
1.0% |
3% |
False |
True |
187,888 |
| 80 |
0.9796 |
0.8317 |
0.1479 |
17.7% |
0.0073 |
0.9% |
2% |
False |
True |
144,472 |
| 100 |
0.9900 |
0.8317 |
0.1583 |
19.0% |
0.0065 |
0.8% |
2% |
False |
True |
115,633 |
| 120 |
0.9902 |
0.8317 |
0.1585 |
19.0% |
0.0059 |
0.7% |
2% |
False |
True |
96,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8653 |
|
2.618 |
0.8549 |
|
1.618 |
0.8485 |
|
1.000 |
0.8445 |
|
0.618 |
0.8421 |
|
HIGH |
0.8381 |
|
0.618 |
0.8357 |
|
0.500 |
0.8349 |
|
0.382 |
0.8341 |
|
LOW |
0.8317 |
|
0.618 |
0.8277 |
|
1.000 |
0.8253 |
|
1.618 |
0.8213 |
|
2.618 |
0.8149 |
|
4.250 |
0.8045 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8349 |
0.8389 |
| PP |
0.8349 |
0.8375 |
| S1 |
0.8348 |
0.8362 |
|