CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8346 |
0.8346 |
0.0000 |
0.0% |
0.8417 |
| High |
0.8381 |
0.8355 |
-0.0026 |
-0.3% |
0.8486 |
| Low |
0.8317 |
0.8218 |
-0.0099 |
-1.2% |
0.8218 |
| Close |
0.8348 |
0.8237 |
-0.0111 |
-1.3% |
0.8237 |
| Range |
0.0064 |
0.0137 |
0.0073 |
114.1% |
0.0268 |
| ATR |
0.0080 |
0.0084 |
0.0004 |
5.1% |
0.0000 |
| Volume |
204,623 |
231,669 |
27,046 |
13.2% |
944,431 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8681 |
0.8596 |
0.8312 |
|
| R3 |
0.8544 |
0.8459 |
0.8275 |
|
| R2 |
0.8407 |
0.8407 |
0.8262 |
|
| R1 |
0.8322 |
0.8322 |
0.8250 |
0.8296 |
| PP |
0.8270 |
0.8270 |
0.8270 |
0.8257 |
| S1 |
0.8185 |
0.8185 |
0.8224 |
0.8159 |
| S2 |
0.8133 |
0.8133 |
0.8212 |
|
| S3 |
0.7996 |
0.8048 |
0.8199 |
|
| S4 |
0.7859 |
0.7911 |
0.8162 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9118 |
0.8945 |
0.8384 |
|
| R3 |
0.8850 |
0.8677 |
0.8311 |
|
| R2 |
0.8582 |
0.8582 |
0.8286 |
|
| R1 |
0.8409 |
0.8409 |
0.8262 |
0.8362 |
| PP |
0.8314 |
0.8314 |
0.8314 |
0.8290 |
| S1 |
0.8141 |
0.8141 |
0.8212 |
0.8094 |
| S2 |
0.8046 |
0.8046 |
0.8188 |
|
| S3 |
0.7778 |
0.7873 |
0.8163 |
|
| S4 |
0.7510 |
0.7605 |
0.8090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8486 |
0.8218 |
0.0268 |
3.3% |
0.0085 |
1.0% |
7% |
False |
True |
188,886 |
| 10 |
0.8531 |
0.8218 |
0.0313 |
3.8% |
0.0078 |
0.9% |
6% |
False |
True |
169,796 |
| 20 |
0.8784 |
0.8218 |
0.0566 |
6.9% |
0.0081 |
1.0% |
3% |
False |
True |
187,602 |
| 40 |
0.9510 |
0.8218 |
0.1292 |
15.7% |
0.0085 |
1.0% |
1% |
False |
True |
196,660 |
| 60 |
0.9510 |
0.8218 |
0.1292 |
15.7% |
0.0082 |
1.0% |
1% |
False |
True |
189,915 |
| 80 |
0.9796 |
0.8218 |
0.1578 |
19.2% |
0.0075 |
0.9% |
1% |
False |
True |
147,362 |
| 100 |
0.9900 |
0.8218 |
0.1682 |
20.4% |
0.0066 |
0.8% |
1% |
False |
True |
117,949 |
| 120 |
0.9902 |
0.8218 |
0.1684 |
20.4% |
0.0060 |
0.7% |
1% |
False |
True |
98,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8937 |
|
2.618 |
0.8714 |
|
1.618 |
0.8577 |
|
1.000 |
0.8492 |
|
0.618 |
0.8440 |
|
HIGH |
0.8355 |
|
0.618 |
0.8303 |
|
0.500 |
0.8287 |
|
0.382 |
0.8270 |
|
LOW |
0.8218 |
|
0.618 |
0.8133 |
|
1.000 |
0.8081 |
|
1.618 |
0.7996 |
|
2.618 |
0.7859 |
|
4.250 |
0.7636 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8287 |
0.8307 |
| PP |
0.8270 |
0.8284 |
| S1 |
0.8254 |
0.8260 |
|