CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 01-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8527 |
0.8433 |
-0.0094 |
-1.1% |
0.8509 |
| High |
0.8527 |
0.8489 |
-0.0038 |
-0.4% |
0.8529 |
| Low |
0.8442 |
0.8425 |
-0.0017 |
-0.2% |
0.8442 |
| Close |
0.8442 |
0.8475 |
0.0033 |
0.4% |
0.8442 |
| Range |
0.0085 |
0.0064 |
-0.0021 |
-24.7% |
0.0087 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.1% |
0.0000 |
| Volume |
90 |
11 |
-79 |
-87.8% |
142 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8655 |
0.8629 |
0.8510 |
|
| R3 |
0.8591 |
0.8565 |
0.8493 |
|
| R2 |
0.8527 |
0.8527 |
0.8487 |
|
| R1 |
0.8501 |
0.8501 |
0.8481 |
0.8514 |
| PP |
0.8463 |
0.8463 |
0.8463 |
0.8470 |
| S1 |
0.8437 |
0.8437 |
0.8469 |
0.8450 |
| S2 |
0.8399 |
0.8399 |
0.8463 |
|
| S3 |
0.8335 |
0.8373 |
0.8457 |
|
| S4 |
0.8271 |
0.8309 |
0.8440 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8732 |
0.8674 |
0.8490 |
|
| R3 |
0.8645 |
0.8587 |
0.8466 |
|
| R2 |
0.8558 |
0.8558 |
0.8458 |
|
| R1 |
0.8500 |
0.8500 |
0.8450 |
0.8486 |
| PP |
0.8471 |
0.8471 |
0.8471 |
0.8464 |
| S1 |
0.8413 |
0.8413 |
0.8434 |
0.8399 |
| S2 |
0.8384 |
0.8384 |
0.8426 |
|
| S3 |
0.8297 |
0.8326 |
0.8418 |
|
| S4 |
0.8210 |
0.8239 |
0.8394 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8529 |
0.8425 |
0.0104 |
1.2% |
0.0046 |
0.5% |
48% |
False |
True |
30 |
| 10 |
0.8612 |
0.8425 |
0.0187 |
2.2% |
0.0040 |
0.5% |
27% |
False |
True |
22 |
| 20 |
0.8866 |
0.8425 |
0.0441 |
5.2% |
0.0045 |
0.5% |
11% |
False |
True |
15 |
| 40 |
0.9489 |
0.8425 |
0.1064 |
12.6% |
0.0035 |
0.4% |
5% |
False |
True |
9 |
| 60 |
0.9494 |
0.8425 |
0.1069 |
12.6% |
0.0027 |
0.3% |
5% |
False |
True |
7 |
| 80 |
0.9831 |
0.8425 |
0.1406 |
16.6% |
0.0022 |
0.3% |
4% |
False |
True |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8761 |
|
2.618 |
0.8657 |
|
1.618 |
0.8593 |
|
1.000 |
0.8553 |
|
0.618 |
0.8529 |
|
HIGH |
0.8489 |
|
0.618 |
0.8465 |
|
0.500 |
0.8457 |
|
0.382 |
0.8449 |
|
LOW |
0.8425 |
|
0.618 |
0.8385 |
|
1.000 |
0.8361 |
|
1.618 |
0.8321 |
|
2.618 |
0.8257 |
|
4.250 |
0.8153 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8469 |
0.8477 |
| PP |
0.8463 |
0.8476 |
| S1 |
0.8457 |
0.8476 |
|