CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8364 |
0.8479 |
0.0115 |
1.4% |
0.8417 |
| High |
0.8498 |
0.8515 |
0.0017 |
0.2% |
0.8486 |
| Low |
0.8339 |
0.8364 |
0.0025 |
0.3% |
0.8218 |
| Close |
0.8469 |
0.8397 |
-0.0072 |
-0.9% |
0.8237 |
| Range |
0.0159 |
0.0151 |
-0.0008 |
-5.0% |
0.0268 |
| ATR |
0.0100 |
0.0103 |
0.0004 |
3.7% |
0.0000 |
| Volume |
327,990 |
262,021 |
-65,969 |
-20.1% |
944,431 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8878 |
0.8789 |
0.8480 |
|
| R3 |
0.8727 |
0.8638 |
0.8439 |
|
| R2 |
0.8576 |
0.8576 |
0.8425 |
|
| R1 |
0.8487 |
0.8487 |
0.8411 |
0.8456 |
| PP |
0.8425 |
0.8425 |
0.8425 |
0.8410 |
| S1 |
0.8336 |
0.8336 |
0.8383 |
0.8305 |
| S2 |
0.8274 |
0.8274 |
0.8369 |
|
| S3 |
0.8123 |
0.8185 |
0.8355 |
|
| S4 |
0.7972 |
0.8034 |
0.8314 |
|
|
| 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 |
0.8515 |
0.8207 |
0.0308 |
3.7% |
0.0155 |
1.8% |
62% |
True |
False |
296,000 |
| 10 |
0.8531 |
0.8207 |
0.0324 |
3.9% |
0.0117 |
1.4% |
59% |
False |
False |
235,730 |
| 20 |
0.8674 |
0.8207 |
0.0467 |
5.6% |
0.0094 |
1.1% |
41% |
False |
False |
207,617 |
| 40 |
0.9483 |
0.8207 |
0.1276 |
15.2% |
0.0092 |
1.1% |
15% |
False |
False |
204,825 |
| 60 |
0.9510 |
0.8207 |
0.1303 |
15.5% |
0.0089 |
1.1% |
15% |
False |
False |
201,676 |
| 80 |
0.9725 |
0.8207 |
0.1518 |
18.1% |
0.0081 |
1.0% |
13% |
False |
False |
162,938 |
| 100 |
0.9876 |
0.8207 |
0.1669 |
19.9% |
0.0072 |
0.9% |
11% |
False |
False |
130,428 |
| 120 |
0.9902 |
0.8207 |
0.1695 |
20.2% |
0.0065 |
0.8% |
11% |
False |
False |
108,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9157 |
|
2.618 |
0.8910 |
|
1.618 |
0.8759 |
|
1.000 |
0.8666 |
|
0.618 |
0.8608 |
|
HIGH |
0.8515 |
|
0.618 |
0.8457 |
|
0.500 |
0.8440 |
|
0.382 |
0.8422 |
|
LOW |
0.8364 |
|
0.618 |
0.8271 |
|
1.000 |
0.8213 |
|
1.618 |
0.8120 |
|
2.618 |
0.7969 |
|
4.250 |
0.7722 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8440 |
0.8395 |
| PP |
0.8425 |
0.8392 |
| S1 |
0.8411 |
0.8390 |
|