CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8479 |
0.8415 |
-0.0064 |
-0.8% |
0.8212 |
| High |
0.8515 |
0.8471 |
-0.0044 |
-0.5% |
0.8515 |
| Low |
0.8364 |
0.8389 |
0.0025 |
0.3% |
0.8207 |
| Close |
0.8397 |
0.8421 |
0.0024 |
0.3% |
0.8421 |
| Range |
0.0151 |
0.0082 |
-0.0069 |
-45.7% |
0.0308 |
| ATR |
0.0103 |
0.0102 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
262,021 |
59,532 |
-202,489 |
-77.3% |
1,307,864 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8673 |
0.8629 |
0.8466 |
|
| R3 |
0.8591 |
0.8547 |
0.8444 |
|
| R2 |
0.8509 |
0.8509 |
0.8436 |
|
| R1 |
0.8465 |
0.8465 |
0.8429 |
0.8487 |
| PP |
0.8427 |
0.8427 |
0.8427 |
0.8438 |
| S1 |
0.8383 |
0.8383 |
0.8413 |
0.8405 |
| S2 |
0.8345 |
0.8345 |
0.8406 |
|
| S3 |
0.8263 |
0.8301 |
0.8398 |
|
| S4 |
0.8181 |
0.8219 |
0.8376 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9305 |
0.9171 |
0.8590 |
|
| R3 |
0.8997 |
0.8863 |
0.8506 |
|
| R2 |
0.8689 |
0.8689 |
0.8477 |
|
| R1 |
0.8555 |
0.8555 |
0.8449 |
0.8622 |
| PP |
0.8381 |
0.8381 |
0.8381 |
0.8415 |
| S1 |
0.8247 |
0.8247 |
0.8393 |
0.8314 |
| S2 |
0.8073 |
0.8073 |
0.8365 |
|
| S3 |
0.7765 |
0.7939 |
0.8336 |
|
| S4 |
0.7457 |
0.7631 |
0.8252 |
|
|
| 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% |
0.0144 |
1.7% |
69% |
False |
False |
261,572 |
| 10 |
0.8515 |
0.8207 |
0.0308 |
3.7% |
0.0114 |
1.4% |
69% |
False |
False |
225,229 |
| 20 |
0.8663 |
0.8207 |
0.0456 |
5.4% |
0.0096 |
1.1% |
47% |
False |
False |
202,807 |
| 40 |
0.9426 |
0.8207 |
0.1219 |
14.5% |
0.0092 |
1.1% |
18% |
False |
False |
198,609 |
| 60 |
0.9510 |
0.8207 |
0.1303 |
15.5% |
0.0089 |
1.1% |
16% |
False |
False |
199,912 |
| 80 |
0.9665 |
0.8207 |
0.1458 |
17.3% |
0.0081 |
1.0% |
15% |
False |
False |
163,667 |
| 100 |
0.9869 |
0.8207 |
0.1662 |
19.7% |
0.0073 |
0.9% |
13% |
False |
False |
131,021 |
| 120 |
0.9902 |
0.8207 |
0.1695 |
20.1% |
0.0065 |
0.8% |
13% |
False |
False |
109,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8820 |
|
2.618 |
0.8686 |
|
1.618 |
0.8604 |
|
1.000 |
0.8553 |
|
0.618 |
0.8522 |
|
HIGH |
0.8471 |
|
0.618 |
0.8440 |
|
0.500 |
0.8430 |
|
0.382 |
0.8420 |
|
LOW |
0.8389 |
|
0.618 |
0.8338 |
|
1.000 |
0.8307 |
|
1.618 |
0.8256 |
|
2.618 |
0.8174 |
|
4.250 |
0.8041 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8430 |
0.8427 |
| PP |
0.8427 |
0.8425 |
| S1 |
0.8424 |
0.8423 |
|