CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8296 |
0.8364 |
0.0068 |
0.8% |
0.8417 |
| High |
0.8478 |
0.8498 |
0.0020 |
0.2% |
0.8486 |
| Low |
0.8265 |
0.8339 |
0.0074 |
0.9% |
0.8218 |
| Close |
0.8368 |
0.8469 |
0.0101 |
1.2% |
0.8237 |
| Range |
0.0213 |
0.0159 |
-0.0054 |
-25.4% |
0.0268 |
| ATR |
0.0095 |
0.0100 |
0.0005 |
4.8% |
0.0000 |
| Volume |
442,967 |
327,990 |
-114,977 |
-26.0% |
944,431 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8912 |
0.8850 |
0.8556 |
|
| R3 |
0.8753 |
0.8691 |
0.8513 |
|
| R2 |
0.8594 |
0.8594 |
0.8498 |
|
| R1 |
0.8532 |
0.8532 |
0.8484 |
0.8563 |
| PP |
0.8435 |
0.8435 |
0.8435 |
0.8451 |
| S1 |
0.8373 |
0.8373 |
0.8454 |
0.8404 |
| S2 |
0.8276 |
0.8276 |
0.8440 |
|
| S3 |
0.8117 |
0.8214 |
0.8425 |
|
| S4 |
0.7958 |
0.8055 |
0.8382 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9118 |
0.8945 |
0.8384 |
|
| R3 |
0.8850 |
0.8677 |
0.8311 |
|
| R2 |
0.8582 |
0.8582 |
0.8286 |
|
| R1 |
0.8409 |
0.8409 |
0.8262 |
0.8362 |
| PP |
0.8314 |
0.8314 |
0.8314 |
0.8290 |
| S1 |
0.8141 |
0.8141 |
0.8212 |
0.8094 |
| S2 |
0.8046 |
0.8046 |
0.8188 |
|
| S3 |
0.7778 |
0.7873 |
0.8163 |
|
| S4 |
0.7510 |
0.7605 |
0.8090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8498 |
0.8207 |
0.0291 |
3.4% |
0.0137 |
1.6% |
90% |
True |
False |
284,520 |
| 10 |
0.8531 |
0.8207 |
0.0324 |
3.8% |
0.0106 |
1.2% |
81% |
False |
False |
221,083 |
| 20 |
0.8706 |
0.8207 |
0.0499 |
5.9% |
0.0091 |
1.1% |
53% |
False |
False |
204,968 |
| 40 |
0.9510 |
0.8207 |
0.1303 |
15.4% |
0.0093 |
1.1% |
20% |
False |
False |
209,145 |
| 60 |
0.9510 |
0.8207 |
0.1303 |
15.4% |
0.0088 |
1.0% |
20% |
False |
False |
200,492 |
| 80 |
0.9762 |
0.8207 |
0.1555 |
18.4% |
0.0079 |
0.9% |
17% |
False |
False |
159,669 |
| 100 |
0.9877 |
0.8207 |
0.1670 |
19.7% |
0.0071 |
0.8% |
16% |
False |
False |
127,809 |
| 120 |
0.9902 |
0.8207 |
0.1695 |
20.0% |
0.0063 |
0.7% |
15% |
False |
False |
106,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9174 |
|
2.618 |
0.8914 |
|
1.618 |
0.8755 |
|
1.000 |
0.8657 |
|
0.618 |
0.8596 |
|
HIGH |
0.8498 |
|
0.618 |
0.8437 |
|
0.500 |
0.8419 |
|
0.382 |
0.8400 |
|
LOW |
0.8339 |
|
0.618 |
0.8241 |
|
1.000 |
0.8180 |
|
1.618 |
0.8082 |
|
2.618 |
0.7923 |
|
4.250 |
0.7663 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8452 |
0.8430 |
| PP |
0.8435 |
0.8391 |
| S1 |
0.8419 |
0.8353 |
|