CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 01-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8535 |
0.8425 |
-0.0110 |
-1.3% |
0.8495 |
| High |
0.8540 |
0.8493 |
-0.0047 |
-0.6% |
0.8540 |
| Low |
0.8430 |
0.8404 |
-0.0026 |
-0.3% |
0.8430 |
| Close |
0.8433 |
0.8466 |
0.0033 |
0.4% |
0.8433 |
| Range |
0.0110 |
0.0089 |
-0.0021 |
-19.1% |
0.0110 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.1% |
0.0000 |
| Volume |
5,090 |
4,342 |
-748 |
-14.7% |
10,609 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8721 |
0.8683 |
0.8515 |
|
| R3 |
0.8632 |
0.8594 |
0.8490 |
|
| R2 |
0.8543 |
0.8543 |
0.8482 |
|
| R1 |
0.8505 |
0.8505 |
0.8474 |
0.8524 |
| PP |
0.8454 |
0.8454 |
0.8454 |
0.8464 |
| S1 |
0.8416 |
0.8416 |
0.8458 |
0.8435 |
| S2 |
0.8365 |
0.8365 |
0.8450 |
|
| S3 |
0.8276 |
0.8327 |
0.8442 |
|
| S4 |
0.8187 |
0.8238 |
0.8417 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8798 |
0.8725 |
0.8494 |
|
| R3 |
0.8688 |
0.8615 |
0.8463 |
|
| R2 |
0.8578 |
0.8578 |
0.8453 |
|
| R1 |
0.8505 |
0.8505 |
0.8443 |
0.8487 |
| PP |
0.8468 |
0.8468 |
0.8468 |
0.8458 |
| S1 |
0.8395 |
0.8395 |
0.8423 |
0.8377 |
| S2 |
0.8358 |
0.8358 |
0.8413 |
|
| S3 |
0.8248 |
0.8285 |
0.8403 |
|
| S4 |
0.8138 |
0.8175 |
0.8373 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8540 |
0.8404 |
0.0136 |
1.6% |
0.0073 |
0.9% |
46% |
False |
True |
2,990 |
| 10 |
0.8670 |
0.8404 |
0.0266 |
3.1% |
0.0076 |
0.9% |
23% |
False |
True |
2,470 |
| 20 |
0.8893 |
0.8404 |
0.0489 |
5.8% |
0.0080 |
0.9% |
13% |
False |
True |
1,677 |
| 40 |
0.9513 |
0.8404 |
0.1109 |
13.1% |
0.0076 |
0.9% |
6% |
False |
True |
937 |
| 60 |
0.9513 |
0.8404 |
0.1109 |
13.1% |
0.0067 |
0.8% |
6% |
False |
True |
682 |
| 80 |
0.9819 |
0.8404 |
0.1415 |
16.7% |
0.0053 |
0.6% |
4% |
False |
True |
516 |
| 100 |
0.9892 |
0.8404 |
0.1488 |
17.6% |
0.0043 |
0.5% |
4% |
False |
True |
415 |
| 120 |
0.9921 |
0.8404 |
0.1517 |
17.9% |
0.0038 |
0.4% |
4% |
False |
True |
348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8871 |
|
2.618 |
0.8726 |
|
1.618 |
0.8637 |
|
1.000 |
0.8582 |
|
0.618 |
0.8548 |
|
HIGH |
0.8493 |
|
0.618 |
0.8459 |
|
0.500 |
0.8449 |
|
0.382 |
0.8438 |
|
LOW |
0.8404 |
|
0.618 |
0.8349 |
|
1.000 |
0.8315 |
|
1.618 |
0.8260 |
|
2.618 |
0.8171 |
|
4.250 |
0.8026 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8460 |
0.8472 |
| PP |
0.8454 |
0.8470 |
| S1 |
0.8449 |
0.8468 |
|