CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8358 |
0.8357 |
-0.0001 |
0.0% |
0.8425 |
| High |
0.8391 |
0.8363 |
-0.0028 |
-0.3% |
0.8493 |
| Low |
0.8327 |
0.8228 |
-0.0099 |
-1.2% |
0.8228 |
| Close |
0.8358 |
0.8247 |
-0.0111 |
-1.3% |
0.8247 |
| Range |
0.0064 |
0.0135 |
0.0071 |
110.9% |
0.0265 |
| ATR |
0.0075 |
0.0079 |
0.0004 |
5.7% |
0.0000 |
| Volume |
11,389 |
28,079 |
16,690 |
146.5% |
58,977 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8684 |
0.8601 |
0.8321 |
|
| R3 |
0.8549 |
0.8466 |
0.8284 |
|
| R2 |
0.8414 |
0.8414 |
0.8272 |
|
| R1 |
0.8331 |
0.8331 |
0.8259 |
0.8305 |
| PP |
0.8279 |
0.8279 |
0.8279 |
0.8267 |
| S1 |
0.8196 |
0.8196 |
0.8235 |
0.8170 |
| S2 |
0.8144 |
0.8144 |
0.8222 |
|
| S3 |
0.8009 |
0.8061 |
0.8210 |
|
| S4 |
0.7874 |
0.7926 |
0.8173 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9118 |
0.8947 |
0.8393 |
|
| R3 |
0.8853 |
0.8682 |
0.8320 |
|
| R2 |
0.8588 |
0.8588 |
0.8296 |
|
| R1 |
0.8417 |
0.8417 |
0.8271 |
0.8370 |
| PP |
0.8323 |
0.8323 |
0.8323 |
0.8299 |
| S1 |
0.8152 |
0.8152 |
0.8223 |
0.8105 |
| S2 |
0.8058 |
0.8058 |
0.8198 |
|
| S3 |
0.7793 |
0.7887 |
0.8174 |
|
| S4 |
0.7528 |
0.7622 |
0.8101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8493 |
0.8228 |
0.0265 |
3.2% |
0.0082 |
1.0% |
7% |
False |
True |
11,795 |
| 10 |
0.8540 |
0.8228 |
0.0312 |
3.8% |
0.0076 |
0.9% |
6% |
False |
True |
7,256 |
| 20 |
0.8788 |
0.8228 |
0.0560 |
6.8% |
0.0077 |
0.9% |
3% |
False |
True |
4,229 |
| 40 |
0.9513 |
0.8228 |
0.1285 |
15.6% |
0.0078 |
0.9% |
1% |
False |
True |
2,291 |
| 60 |
0.9513 |
0.8228 |
0.1285 |
15.6% |
0.0071 |
0.9% |
1% |
False |
True |
1,589 |
| 80 |
0.9790 |
0.8228 |
0.1562 |
18.9% |
0.0057 |
0.7% |
1% |
False |
True |
1,196 |
| 100 |
0.9892 |
0.8228 |
0.1664 |
20.2% |
0.0047 |
0.6% |
1% |
False |
True |
961 |
| 120 |
0.9921 |
0.8228 |
0.1693 |
20.5% |
0.0040 |
0.5% |
1% |
False |
True |
803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8937 |
|
2.618 |
0.8716 |
|
1.618 |
0.8581 |
|
1.000 |
0.8498 |
|
0.618 |
0.8446 |
|
HIGH |
0.8363 |
|
0.618 |
0.8311 |
|
0.500 |
0.8296 |
|
0.382 |
0.8280 |
|
LOW |
0.8228 |
|
0.618 |
0.8145 |
|
1.000 |
0.8093 |
|
1.618 |
0.8010 |
|
2.618 |
0.7875 |
|
4.250 |
0.7654 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8296 |
0.8317 |
| PP |
0.8279 |
0.8293 |
| S1 |
0.8263 |
0.8270 |
|