CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8357 |
0.8219 |
-0.0138 |
-1.7% |
0.8425 |
| High |
0.8363 |
0.8329 |
-0.0034 |
-0.4% |
0.8493 |
| Low |
0.8228 |
0.8219 |
-0.0009 |
-0.1% |
0.8228 |
| Close |
0.8247 |
0.8310 |
0.0063 |
0.8% |
0.8247 |
| Range |
0.0135 |
0.0110 |
-0.0025 |
-18.5% |
0.0265 |
| ATR |
0.0079 |
0.0082 |
0.0002 |
2.8% |
0.0000 |
| Volume |
28,079 |
61,801 |
33,722 |
120.1% |
58,977 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8616 |
0.8573 |
0.8371 |
|
| R3 |
0.8506 |
0.8463 |
0.8340 |
|
| R2 |
0.8396 |
0.8396 |
0.8330 |
|
| R1 |
0.8353 |
0.8353 |
0.8320 |
0.8375 |
| PP |
0.8286 |
0.8286 |
0.8286 |
0.8297 |
| S1 |
0.8243 |
0.8243 |
0.8300 |
0.8265 |
| S2 |
0.8176 |
0.8176 |
0.8290 |
|
| S3 |
0.8066 |
0.8133 |
0.8280 |
|
| S4 |
0.7956 |
0.8023 |
0.8250 |
|
|
| 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 |
0.8467 |
0.8219 |
0.0248 |
3.0% |
0.0087 |
1.0% |
37% |
False |
True |
23,287 |
| 10 |
0.8540 |
0.8219 |
0.0321 |
3.9% |
0.0080 |
1.0% |
28% |
False |
True |
13,138 |
| 20 |
0.8788 |
0.8219 |
0.0569 |
6.8% |
0.0078 |
0.9% |
16% |
False |
True |
7,267 |
| 40 |
0.9513 |
0.8219 |
0.1294 |
15.6% |
0.0080 |
1.0% |
7% |
False |
True |
3,826 |
| 60 |
0.9513 |
0.8219 |
0.1294 |
15.6% |
0.0072 |
0.9% |
7% |
False |
True |
2,618 |
| 80 |
0.9790 |
0.8219 |
0.1571 |
18.9% |
0.0059 |
0.7% |
6% |
False |
True |
1,969 |
| 100 |
0.9887 |
0.8219 |
0.1668 |
20.1% |
0.0048 |
0.6% |
5% |
False |
True |
1,578 |
| 120 |
0.9921 |
0.8219 |
0.1702 |
20.5% |
0.0041 |
0.5% |
5% |
False |
True |
1,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8797 |
|
2.618 |
0.8617 |
|
1.618 |
0.8507 |
|
1.000 |
0.8439 |
|
0.618 |
0.8397 |
|
HIGH |
0.8329 |
|
0.618 |
0.8287 |
|
0.500 |
0.8274 |
|
0.382 |
0.8261 |
|
LOW |
0.8219 |
|
0.618 |
0.8151 |
|
1.000 |
0.8109 |
|
1.618 |
0.8041 |
|
2.618 |
0.7931 |
|
4.250 |
0.7752 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8298 |
0.8308 |
| PP |
0.8286 |
0.8307 |
| S1 |
0.8274 |
0.8305 |
|