CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 03-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8455 |
0.8397 |
-0.0058 |
-0.7% |
0.8495 |
High |
0.8467 |
0.8405 |
-0.0062 |
-0.7% |
0.8540 |
Low |
0.8394 |
0.8354 |
-0.0040 |
-0.5% |
0.8430 |
Close |
0.8397 |
0.8356 |
-0.0041 |
-0.5% |
0.8433 |
Range |
0.0073 |
0.0051 |
-0.0022 |
-30.1% |
0.0110 |
ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.5% |
0.0000 |
Volume |
7,608 |
7,559 |
-49 |
-0.6% |
10,609 |
|
Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8525 |
0.8491 |
0.8384 |
|
R3 |
0.8474 |
0.8440 |
0.8370 |
|
R2 |
0.8423 |
0.8423 |
0.8365 |
|
R1 |
0.8389 |
0.8389 |
0.8361 |
0.8381 |
PP |
0.8372 |
0.8372 |
0.8372 |
0.8367 |
S1 |
0.8338 |
0.8338 |
0.8351 |
0.8330 |
S2 |
0.8321 |
0.8321 |
0.8347 |
|
S3 |
0.8270 |
0.8287 |
0.8342 |
|
S4 |
0.8219 |
0.8236 |
0.8328 |
|
|
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 |
0.8354 |
0.0186 |
2.2% |
0.0071 |
0.9% |
1% |
False |
True |
5,226 |
10 |
0.8568 |
0.8354 |
0.0214 |
2.6% |
0.0073 |
0.9% |
1% |
False |
True |
3,643 |
20 |
0.8829 |
0.8354 |
0.0475 |
5.7% |
0.0077 |
0.9% |
0% |
False |
True |
2,345 |
40 |
0.9513 |
0.8354 |
0.1159 |
13.9% |
0.0075 |
0.9% |
0% |
False |
True |
1,310 |
60 |
0.9513 |
0.8354 |
0.1159 |
13.9% |
0.0068 |
0.8% |
0% |
False |
True |
935 |
80 |
0.9803 |
0.8354 |
0.1449 |
17.3% |
0.0055 |
0.7% |
0% |
False |
True |
704 |
100 |
0.9892 |
0.8354 |
0.1538 |
18.4% |
0.0045 |
0.5% |
0% |
False |
True |
566 |
120 |
0.9921 |
0.8354 |
0.1567 |
18.8% |
0.0039 |
0.5% |
0% |
False |
True |
475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8622 |
2.618 |
0.8539 |
1.618 |
0.8488 |
1.000 |
0.8456 |
0.618 |
0.8437 |
HIGH |
0.8405 |
0.618 |
0.8386 |
0.500 |
0.8380 |
0.382 |
0.8373 |
LOW |
0.8354 |
0.618 |
0.8322 |
1.000 |
0.8303 |
1.618 |
0.8271 |
2.618 |
0.8220 |
4.250 |
0.8137 |
|
|
Fisher Pivots for day following 03-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8380 |
0.8424 |
PP |
0.8372 |
0.8401 |
S1 |
0.8364 |
0.8379 |
|