CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8346 |
0.8212 |
-0.0134 |
-1.6% |
0.8417 |
| High |
0.8355 |
0.8320 |
-0.0035 |
-0.4% |
0.8486 |
| Low |
0.8218 |
0.8207 |
-0.0011 |
-0.1% |
0.8218 |
| Close |
0.8237 |
0.8300 |
0.0063 |
0.8% |
0.8237 |
| Range |
0.0137 |
0.0113 |
-0.0024 |
-17.5% |
0.0268 |
| ATR |
0.0084 |
0.0086 |
0.0002 |
2.5% |
0.0000 |
| Volume |
231,669 |
215,354 |
-16,315 |
-7.0% |
944,431 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8615 |
0.8570 |
0.8362 |
|
| R3 |
0.8502 |
0.8457 |
0.8331 |
|
| R2 |
0.8389 |
0.8389 |
0.8321 |
|
| R1 |
0.8344 |
0.8344 |
0.8310 |
0.8367 |
| PP |
0.8276 |
0.8276 |
0.8276 |
0.8287 |
| S1 |
0.8231 |
0.8231 |
0.8290 |
0.8254 |
| S2 |
0.8163 |
0.8163 |
0.8279 |
|
| S3 |
0.8050 |
0.8118 |
0.8269 |
|
| S4 |
0.7937 |
0.8005 |
0.8238 |
|
|
| 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 |
0.8460 |
0.8207 |
0.0253 |
3.0% |
0.0089 |
1.1% |
37% |
False |
True |
185,785 |
| 10 |
0.8531 |
0.8207 |
0.0324 |
3.9% |
0.0082 |
1.0% |
29% |
False |
True |
168,951 |
| 20 |
0.8784 |
0.8207 |
0.0577 |
7.0% |
0.0082 |
1.0% |
16% |
False |
True |
184,438 |
| 40 |
0.9510 |
0.8207 |
0.1303 |
15.7% |
0.0087 |
1.0% |
7% |
False |
True |
197,843 |
| 60 |
0.9510 |
0.8207 |
0.1303 |
15.7% |
0.0083 |
1.0% |
7% |
False |
True |
191,354 |
| 80 |
0.9796 |
0.8207 |
0.1589 |
19.1% |
0.0076 |
0.9% |
6% |
False |
True |
150,044 |
| 100 |
0.9900 |
0.8207 |
0.1693 |
20.4% |
0.0067 |
0.8% |
5% |
False |
True |
120,101 |
| 120 |
0.9902 |
0.8207 |
0.1695 |
20.4% |
0.0061 |
0.7% |
5% |
False |
True |
100,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8800 |
|
2.618 |
0.8616 |
|
1.618 |
0.8503 |
|
1.000 |
0.8433 |
|
0.618 |
0.8390 |
|
HIGH |
0.8320 |
|
0.618 |
0.8277 |
|
0.500 |
0.8264 |
|
0.382 |
0.8250 |
|
LOW |
0.8207 |
|
0.618 |
0.8137 |
|
1.000 |
0.8094 |
|
1.618 |
0.8024 |
|
2.618 |
0.7911 |
|
4.250 |
0.7727 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8288 |
0.8298 |
| PP |
0.8276 |
0.8296 |
| S1 |
0.8264 |
0.8294 |
|