CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8425 |
0.8455 |
0.0030 |
0.4% |
0.8495 |
| High |
0.8493 |
0.8467 |
-0.0026 |
-0.3% |
0.8540 |
| Low |
0.8404 |
0.8394 |
-0.0010 |
-0.1% |
0.8430 |
| Close |
0.8466 |
0.8397 |
-0.0069 |
-0.8% |
0.8433 |
| Range |
0.0089 |
0.0073 |
-0.0016 |
-18.0% |
0.0110 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
4,342 |
7,608 |
3,266 |
75.2% |
10,609 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8638 |
0.8591 |
0.8437 |
|
| R3 |
0.8565 |
0.8518 |
0.8417 |
|
| R2 |
0.8492 |
0.8492 |
0.8410 |
|
| R1 |
0.8445 |
0.8445 |
0.8404 |
0.8432 |
| PP |
0.8419 |
0.8419 |
0.8419 |
0.8413 |
| S1 |
0.8372 |
0.8372 |
0.8390 |
0.8359 |
| S2 |
0.8346 |
0.8346 |
0.8384 |
|
| S3 |
0.8273 |
0.8299 |
0.8377 |
|
| S4 |
0.8200 |
0.8226 |
0.8357 |
|
|
| 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 |
0.8394 |
0.0146 |
1.7% |
0.0074 |
0.9% |
2% |
False |
True |
4,014 |
| 10 |
0.8604 |
0.8394 |
0.0210 |
2.5% |
0.0072 |
0.9% |
1% |
False |
True |
3,081 |
| 20 |
0.8844 |
0.8394 |
0.0450 |
5.4% |
0.0077 |
0.9% |
1% |
False |
True |
2,006 |
| 40 |
0.9513 |
0.8394 |
0.1119 |
13.3% |
0.0076 |
0.9% |
0% |
False |
True |
1,124 |
| 60 |
0.9513 |
0.8394 |
0.1119 |
13.3% |
0.0068 |
0.8% |
0% |
False |
True |
809 |
| 80 |
0.9805 |
0.8394 |
0.1411 |
16.8% |
0.0054 |
0.6% |
0% |
False |
True |
610 |
| 100 |
0.9892 |
0.8394 |
0.1498 |
17.8% |
0.0044 |
0.5% |
0% |
False |
True |
491 |
| 120 |
0.9921 |
0.8394 |
0.1527 |
18.2% |
0.0038 |
0.5% |
0% |
False |
True |
412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8777 |
|
2.618 |
0.8658 |
|
1.618 |
0.8585 |
|
1.000 |
0.8540 |
|
0.618 |
0.8512 |
|
HIGH |
0.8467 |
|
0.618 |
0.8439 |
|
0.500 |
0.8431 |
|
0.382 |
0.8422 |
|
LOW |
0.8394 |
|
0.618 |
0.8349 |
|
1.000 |
0.8321 |
|
1.618 |
0.8276 |
|
2.618 |
0.8203 |
|
4.250 |
0.8084 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8431 |
0.8467 |
| PP |
0.8419 |
0.8444 |
| S1 |
0.8408 |
0.8420 |
|