CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8212 |
0.8296 |
0.0084 |
1.0% |
0.8417 |
| High |
0.8320 |
0.8478 |
0.0158 |
1.9% |
0.8486 |
| Low |
0.8207 |
0.8265 |
0.0058 |
0.7% |
0.8218 |
| Close |
0.8300 |
0.8368 |
0.0068 |
0.8% |
0.8237 |
| Range |
0.0113 |
0.0213 |
0.0100 |
88.5% |
0.0268 |
| ATR |
0.0086 |
0.0095 |
0.0009 |
10.5% |
0.0000 |
| Volume |
215,354 |
442,967 |
227,613 |
105.7% |
944,431 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9009 |
0.8902 |
0.8485 |
|
| R3 |
0.8796 |
0.8689 |
0.8427 |
|
| R2 |
0.8583 |
0.8583 |
0.8407 |
|
| R1 |
0.8476 |
0.8476 |
0.8388 |
0.8530 |
| PP |
0.8370 |
0.8370 |
0.8370 |
0.8397 |
| S1 |
0.8263 |
0.8263 |
0.8348 |
0.8317 |
| S2 |
0.8157 |
0.8157 |
0.8329 |
|
| S3 |
0.7944 |
0.8050 |
0.8309 |
|
| S4 |
0.7731 |
0.7837 |
0.8251 |
|
|
| 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 |
0.8478 |
0.8207 |
0.0271 |
3.2% |
0.0116 |
1.4% |
59% |
True |
False |
247,500 |
| 10 |
0.8531 |
0.8207 |
0.0324 |
3.9% |
0.0096 |
1.2% |
50% |
False |
False |
203,798 |
| 20 |
0.8725 |
0.8207 |
0.0518 |
6.2% |
0.0088 |
1.1% |
31% |
False |
False |
198,881 |
| 40 |
0.9510 |
0.8207 |
0.1303 |
15.6% |
0.0090 |
1.1% |
12% |
False |
False |
205,713 |
| 60 |
0.9510 |
0.8207 |
0.1303 |
15.6% |
0.0086 |
1.0% |
12% |
False |
False |
197,317 |
| 80 |
0.9786 |
0.8207 |
0.1579 |
18.9% |
0.0078 |
0.9% |
10% |
False |
False |
155,577 |
| 100 |
0.9886 |
0.8207 |
0.1679 |
20.1% |
0.0069 |
0.8% |
10% |
False |
False |
124,530 |
| 120 |
0.9902 |
0.8207 |
0.1695 |
20.3% |
0.0062 |
0.7% |
9% |
False |
False |
103,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9383 |
|
2.618 |
0.9036 |
|
1.618 |
0.8823 |
|
1.000 |
0.8691 |
|
0.618 |
0.8610 |
|
HIGH |
0.8478 |
|
0.618 |
0.8397 |
|
0.500 |
0.8372 |
|
0.382 |
0.8346 |
|
LOW |
0.8265 |
|
0.618 |
0.8133 |
|
1.000 |
0.8052 |
|
1.618 |
0.7920 |
|
2.618 |
0.7707 |
|
4.250 |
0.7360 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8372 |
0.8360 |
| PP |
0.8370 |
0.8351 |
| S1 |
0.8369 |
0.8343 |
|