CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8396 |
0.8364 |
-0.0032 |
-0.4% |
0.8509 |
| High |
0.8400 |
0.8388 |
-0.0012 |
-0.1% |
0.8529 |
| Low |
0.8365 |
0.8338 |
-0.0027 |
-0.3% |
0.8442 |
| Close |
0.8365 |
0.8367 |
0.0002 |
0.0% |
0.8442 |
| Range |
0.0035 |
0.0050 |
0.0015 |
42.9% |
0.0087 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
29 |
49 |
20 |
69.0% |
142 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8514 |
0.8491 |
0.8395 |
|
| R3 |
0.8464 |
0.8441 |
0.8381 |
|
| R2 |
0.8414 |
0.8414 |
0.8376 |
|
| R1 |
0.8391 |
0.8391 |
0.8372 |
0.8403 |
| PP |
0.8364 |
0.8364 |
0.8364 |
0.8370 |
| S1 |
0.8341 |
0.8341 |
0.8362 |
0.8353 |
| S2 |
0.8314 |
0.8314 |
0.8358 |
|
| S3 |
0.8264 |
0.8291 |
0.8353 |
|
| S4 |
0.8214 |
0.8241 |
0.8340 |
|
|
| 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 |
0.8527 |
0.8338 |
0.0189 |
2.3% |
0.0054 |
0.6% |
15% |
False |
True |
38 |
| 10 |
0.8529 |
0.8338 |
0.0191 |
2.3% |
0.0045 |
0.5% |
15% |
False |
True |
29 |
| 20 |
0.8784 |
0.8338 |
0.0446 |
5.3% |
0.0040 |
0.5% |
7% |
False |
True |
18 |
| 40 |
0.9489 |
0.8338 |
0.1151 |
13.8% |
0.0037 |
0.4% |
3% |
False |
True |
11 |
| 60 |
0.9489 |
0.8338 |
0.1151 |
13.8% |
0.0029 |
0.3% |
3% |
False |
True |
8 |
| 80 |
0.9801 |
0.8338 |
0.1463 |
17.5% |
0.0024 |
0.3% |
2% |
False |
True |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8601 |
|
2.618 |
0.8519 |
|
1.618 |
0.8469 |
|
1.000 |
0.8438 |
|
0.618 |
0.8419 |
|
HIGH |
0.8388 |
|
0.618 |
0.8369 |
|
0.500 |
0.8363 |
|
0.382 |
0.8357 |
|
LOW |
0.8338 |
|
0.618 |
0.8307 |
|
1.000 |
0.8288 |
|
1.618 |
0.8257 |
|
2.618 |
0.8207 |
|
4.250 |
0.8126 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8366 |
0.8388 |
| PP |
0.8364 |
0.8381 |
| S1 |
0.8363 |
0.8374 |
|