CME Japanese Yen Future December 2014
| 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 |
0.8524 |
0.8417 |
-0.0107 |
-1.3% |
0.8483 |
| High |
0.8531 |
0.8486 |
-0.0045 |
-0.5% |
0.8531 |
| Low |
0.8420 |
0.8394 |
-0.0026 |
-0.3% |
0.8420 |
| Close |
0.8424 |
0.8456 |
0.0032 |
0.4% |
0.8424 |
| Range |
0.0111 |
0.0092 |
-0.0019 |
-17.1% |
0.0111 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
0.8% |
0.0000 |
| Volume |
164,540 |
230,859 |
66,319 |
40.3% |
529,729 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8721 |
0.8681 |
0.8507 |
|
| R3 |
0.8629 |
0.8589 |
0.8481 |
|
| R2 |
0.8537 |
0.8537 |
0.8473 |
|
| R1 |
0.8497 |
0.8497 |
0.8464 |
0.8517 |
| PP |
0.8445 |
0.8445 |
0.8445 |
0.8456 |
| S1 |
0.8405 |
0.8405 |
0.8448 |
0.8425 |
| S2 |
0.8353 |
0.8353 |
0.8439 |
|
| S3 |
0.8261 |
0.8313 |
0.8431 |
|
| S4 |
0.8169 |
0.8221 |
0.8405 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8791 |
0.8719 |
0.8485 |
|
| R3 |
0.8680 |
0.8608 |
0.8455 |
|
| R2 |
0.8569 |
0.8569 |
0.8444 |
|
| R1 |
0.8497 |
0.8497 |
0.8434 |
0.8478 |
| PP |
0.8458 |
0.8458 |
0.8458 |
0.8449 |
| S1 |
0.8386 |
0.8386 |
0.8414 |
0.8367 |
| S2 |
0.8347 |
0.8347 |
0.8404 |
|
| S3 |
0.8236 |
0.8275 |
0.8393 |
|
| S4 |
0.8125 |
0.8164 |
0.8363 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8531 |
0.8394 |
0.0137 |
1.6% |
0.0074 |
0.9% |
45% |
False |
True |
152,117 |
| 10 |
0.8663 |
0.8394 |
0.0269 |
3.2% |
0.0079 |
0.9% |
23% |
False |
True |
181,208 |
| 20 |
0.8887 |
0.8394 |
0.0493 |
5.8% |
0.0085 |
1.0% |
13% |
False |
True |
199,587 |
| 40 |
0.9510 |
0.8394 |
0.1116 |
13.2% |
0.0086 |
1.0% |
6% |
False |
True |
200,044 |
| 60 |
0.9531 |
0.8394 |
0.1137 |
13.4% |
0.0081 |
1.0% |
5% |
False |
True |
183,697 |
| 80 |
0.9860 |
0.8394 |
0.1466 |
17.3% |
0.0072 |
0.9% |
4% |
False |
True |
138,458 |
| 100 |
0.9900 |
0.8394 |
0.1506 |
17.8% |
0.0064 |
0.8% |
4% |
False |
True |
110,817 |
| 120 |
0.9902 |
0.8394 |
0.1508 |
17.8% |
0.0057 |
0.7% |
4% |
False |
True |
92,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8877 |
|
2.618 |
0.8727 |
|
1.618 |
0.8635 |
|
1.000 |
0.8578 |
|
0.618 |
0.8543 |
|
HIGH |
0.8486 |
|
0.618 |
0.8451 |
|
0.500 |
0.8440 |
|
0.382 |
0.8429 |
|
LOW |
0.8394 |
|
0.618 |
0.8337 |
|
1.000 |
0.8302 |
|
1.618 |
0.8245 |
|
2.618 |
0.8153 |
|
4.250 |
0.8003 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8451 |
0.8463 |
| PP |
0.8445 |
0.8460 |
| S1 |
0.8440 |
0.8458 |
|