CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 02-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8433 |
0.8438 |
0.0005 |
0.1% |
0.8509 |
High |
0.8489 |
0.8438 |
-0.0051 |
-0.6% |
0.8529 |
Low |
0.8425 |
0.8402 |
-0.0023 |
-0.3% |
0.8442 |
Close |
0.8475 |
0.8405 |
-0.0070 |
-0.8% |
0.8442 |
Range |
0.0064 |
0.0036 |
-0.0028 |
-43.8% |
0.0087 |
ATR |
0.0056 |
0.0057 |
0.0001 |
2.2% |
0.0000 |
Volume |
11 |
13 |
2 |
18.2% |
142 |
|
Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8523 |
0.8500 |
0.8425 |
|
R3 |
0.8487 |
0.8464 |
0.8415 |
|
R2 |
0.8451 |
0.8451 |
0.8412 |
|
R1 |
0.8428 |
0.8428 |
0.8408 |
0.8422 |
PP |
0.8415 |
0.8415 |
0.8415 |
0.8412 |
S1 |
0.8392 |
0.8392 |
0.8402 |
0.8386 |
S2 |
0.8379 |
0.8379 |
0.8398 |
|
S3 |
0.8343 |
0.8356 |
0.8395 |
|
S4 |
0.8307 |
0.8320 |
0.8385 |
|
|
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 |
0.8402 |
0.0127 |
1.5% |
0.0045 |
0.5% |
2% |
False |
True |
32 |
10 |
0.8612 |
0.8402 |
0.0210 |
2.5% |
0.0043 |
0.5% |
1% |
False |
True |
23 |
20 |
0.8861 |
0.8402 |
0.0459 |
5.5% |
0.0042 |
0.5% |
1% |
False |
True |
15 |
40 |
0.9489 |
0.8402 |
0.1087 |
12.9% |
0.0036 |
0.4% |
0% |
False |
True |
10 |
60 |
0.9489 |
0.8402 |
0.1087 |
12.9% |
0.0028 |
0.3% |
0% |
False |
True |
7 |
80 |
0.9817 |
0.8402 |
0.1415 |
16.8% |
0.0023 |
0.3% |
0% |
False |
True |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8591 |
2.618 |
0.8532 |
1.618 |
0.8496 |
1.000 |
0.8474 |
0.618 |
0.8460 |
HIGH |
0.8438 |
0.618 |
0.8424 |
0.500 |
0.8420 |
0.382 |
0.8416 |
LOW |
0.8402 |
0.618 |
0.8380 |
1.000 |
0.8366 |
1.618 |
0.8344 |
2.618 |
0.8308 |
4.250 |
0.8249 |
|
|
Fisher Pivots for day following 02-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8420 |
0.8465 |
PP |
0.8415 |
0.8445 |
S1 |
0.8410 |
0.8425 |
|