CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8397 |
0.8358 |
-0.0039 |
-0.5% |
0.8495 |
| High |
0.8405 |
0.8391 |
-0.0014 |
-0.2% |
0.8540 |
| Low |
0.8354 |
0.8327 |
-0.0027 |
-0.3% |
0.8430 |
| Close |
0.8356 |
0.8358 |
0.0002 |
0.0% |
0.8433 |
| Range |
0.0051 |
0.0064 |
0.0013 |
25.5% |
0.0110 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
7,559 |
11,389 |
3,830 |
50.7% |
10,609 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8551 |
0.8518 |
0.8393 |
|
| R3 |
0.8487 |
0.8454 |
0.8376 |
|
| R2 |
0.8423 |
0.8423 |
0.8370 |
|
| R1 |
0.8390 |
0.8390 |
0.8364 |
0.8390 |
| PP |
0.8359 |
0.8359 |
0.8359 |
0.8359 |
| S1 |
0.8326 |
0.8326 |
0.8352 |
0.8326 |
| S2 |
0.8295 |
0.8295 |
0.8346 |
|
| S3 |
0.8231 |
0.8262 |
0.8340 |
|
| S4 |
0.8167 |
0.8198 |
0.8323 |
|
|
| 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 |
0.8327 |
0.0213 |
2.5% |
0.0077 |
0.9% |
15% |
False |
True |
7,197 |
| 10 |
0.8540 |
0.8327 |
0.0213 |
2.5% |
0.0071 |
0.8% |
15% |
False |
True |
4,632 |
| 20 |
0.8788 |
0.8327 |
0.0461 |
5.5% |
0.0075 |
0.9% |
7% |
False |
True |
2,867 |
| 40 |
0.9513 |
0.8327 |
0.1186 |
14.2% |
0.0076 |
0.9% |
3% |
False |
True |
1,592 |
| 60 |
0.9513 |
0.8327 |
0.1186 |
14.2% |
0.0069 |
0.8% |
3% |
False |
True |
1,124 |
| 80 |
0.9790 |
0.8327 |
0.1463 |
17.5% |
0.0056 |
0.7% |
2% |
False |
True |
846 |
| 100 |
0.9892 |
0.8327 |
0.1565 |
18.7% |
0.0045 |
0.5% |
2% |
False |
True |
680 |
| 120 |
0.9921 |
0.8327 |
0.1594 |
19.1% |
0.0039 |
0.5% |
2% |
False |
True |
569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8663 |
|
2.618 |
0.8559 |
|
1.618 |
0.8495 |
|
1.000 |
0.8455 |
|
0.618 |
0.8431 |
|
HIGH |
0.8391 |
|
0.618 |
0.8367 |
|
0.500 |
0.8359 |
|
0.382 |
0.8351 |
|
LOW |
0.8327 |
|
0.618 |
0.8287 |
|
1.000 |
0.8263 |
|
1.618 |
0.8223 |
|
2.618 |
0.8159 |
|
4.250 |
0.8055 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8359 |
0.8397 |
| PP |
0.8359 |
0.8384 |
| S1 |
0.8358 |
0.8371 |
|