CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8219 |
0.8307 |
0.0088 |
1.1% |
0.8425 |
| High |
0.8329 |
0.8489 |
0.0160 |
1.9% |
0.8493 |
| Low |
0.8219 |
0.8275 |
0.0056 |
0.7% |
0.8228 |
| Close |
0.8310 |
0.8379 |
0.0069 |
0.8% |
0.8247 |
| Range |
0.0110 |
0.0214 |
0.0104 |
94.5% |
0.0265 |
| ATR |
0.0082 |
0.0091 |
0.0009 |
11.6% |
0.0000 |
| Volume |
61,801 |
99,249 |
37,448 |
60.6% |
58,977 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9023 |
0.8915 |
0.8497 |
|
| R3 |
0.8809 |
0.8701 |
0.8438 |
|
| R2 |
0.8595 |
0.8595 |
0.8418 |
|
| R1 |
0.8487 |
0.8487 |
0.8399 |
0.8541 |
| PP |
0.8381 |
0.8381 |
0.8381 |
0.8408 |
| S1 |
0.8273 |
0.8273 |
0.8359 |
0.8327 |
| S2 |
0.8167 |
0.8167 |
0.8340 |
|
| S3 |
0.7953 |
0.8059 |
0.8320 |
|
| S4 |
0.7739 |
0.7845 |
0.8261 |
|
|
| 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 |
0.8489 |
0.8219 |
0.0270 |
3.2% |
0.0115 |
1.4% |
59% |
True |
False |
41,615 |
| 10 |
0.8540 |
0.8219 |
0.0321 |
3.8% |
0.0094 |
1.1% |
50% |
False |
False |
22,814 |
| 20 |
0.8734 |
0.8219 |
0.0515 |
6.1% |
0.0085 |
1.0% |
31% |
False |
False |
12,181 |
| 40 |
0.9513 |
0.8219 |
0.1294 |
15.4% |
0.0083 |
1.0% |
12% |
False |
False |
6,306 |
| 60 |
0.9513 |
0.8219 |
0.1294 |
15.4% |
0.0075 |
0.9% |
12% |
False |
False |
4,272 |
| 80 |
0.9765 |
0.8219 |
0.1546 |
18.5% |
0.0061 |
0.7% |
10% |
False |
False |
3,209 |
| 100 |
0.9886 |
0.8219 |
0.1667 |
19.9% |
0.0050 |
0.6% |
10% |
False |
False |
2,571 |
| 120 |
0.9921 |
0.8219 |
0.1702 |
20.3% |
0.0043 |
0.5% |
9% |
False |
False |
2,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9399 |
|
2.618 |
0.9049 |
|
1.618 |
0.8835 |
|
1.000 |
0.8703 |
|
0.618 |
0.8621 |
|
HIGH |
0.8489 |
|
0.618 |
0.8407 |
|
0.500 |
0.8382 |
|
0.382 |
0.8357 |
|
LOW |
0.8275 |
|
0.618 |
0.8143 |
|
1.000 |
0.8061 |
|
1.618 |
0.7929 |
|
2.618 |
0.7715 |
|
4.250 |
0.7366 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8382 |
0.8371 |
| PP |
0.8381 |
0.8362 |
| S1 |
0.8380 |
0.8354 |
|