CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 03-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8438 |
0.8396 |
-0.0042 |
-0.5% |
0.8509 |
| High |
0.8438 |
0.8400 |
-0.0038 |
-0.5% |
0.8529 |
| Low |
0.8402 |
0.8365 |
-0.0037 |
-0.4% |
0.8442 |
| Close |
0.8405 |
0.8365 |
-0.0040 |
-0.5% |
0.8442 |
| Range |
0.0036 |
0.0035 |
-0.0001 |
-2.8% |
0.0087 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
13 |
29 |
16 |
123.1% |
142 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8482 |
0.8458 |
0.8384 |
|
| R3 |
0.8447 |
0.8423 |
0.8375 |
|
| R2 |
0.8412 |
0.8412 |
0.8371 |
|
| R1 |
0.8388 |
0.8388 |
0.8368 |
0.8383 |
| PP |
0.8377 |
0.8377 |
0.8377 |
0.8374 |
| S1 |
0.8353 |
0.8353 |
0.8362 |
0.8348 |
| S2 |
0.8342 |
0.8342 |
0.8359 |
|
| S3 |
0.8307 |
0.8318 |
0.8355 |
|
| S4 |
0.8272 |
0.8283 |
0.8346 |
|
|
| 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 |
0.8365 |
0.0164 |
2.0% |
0.0049 |
0.6% |
0% |
False |
True |
30 |
| 10 |
0.8532 |
0.8365 |
0.0167 |
2.0% |
0.0043 |
0.5% |
0% |
False |
True |
25 |
| 20 |
0.8812 |
0.8365 |
0.0447 |
5.3% |
0.0041 |
0.5% |
0% |
False |
True |
16 |
| 40 |
0.9489 |
0.8365 |
0.1124 |
13.4% |
0.0037 |
0.4% |
0% |
False |
True |
10 |
| 60 |
0.9489 |
0.8365 |
0.1124 |
13.4% |
0.0028 |
0.3% |
0% |
False |
True |
8 |
| 80 |
0.9814 |
0.8365 |
0.1449 |
17.3% |
0.0023 |
0.3% |
0% |
False |
True |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8549 |
|
2.618 |
0.8492 |
|
1.618 |
0.8457 |
|
1.000 |
0.8435 |
|
0.618 |
0.8422 |
|
HIGH |
0.8400 |
|
0.618 |
0.8387 |
|
0.500 |
0.8383 |
|
0.382 |
0.8378 |
|
LOW |
0.8365 |
|
0.618 |
0.8343 |
|
1.000 |
0.8330 |
|
1.618 |
0.8308 |
|
2.618 |
0.8273 |
|
4.250 |
0.8216 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8383 |
0.8427 |
| PP |
0.8377 |
0.8406 |
| S1 |
0.8371 |
0.8386 |
|