CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 30-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9251 |
0.9191 |
-0.0060 |
-0.6% |
0.9347 |
| High |
0.9269 |
0.9197 |
-0.0072 |
-0.8% |
0.9416 |
| Low |
0.9180 |
0.9137 |
-0.0043 |
-0.5% |
0.9233 |
| Close |
0.9196 |
0.9149 |
-0.0047 |
-0.5% |
0.9256 |
| Range |
0.0089 |
0.0060 |
-0.0029 |
-32.6% |
0.0183 |
| ATR |
0.0076 |
0.0074 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
135,607 |
187,457 |
51,850 |
38.2% |
757,166 |
|
| Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9341 |
0.9305 |
0.9182 |
|
| R3 |
0.9281 |
0.9245 |
0.9166 |
|
| R2 |
0.9221 |
0.9221 |
0.9160 |
|
| R1 |
0.9185 |
0.9185 |
0.9155 |
0.9173 |
| PP |
0.9161 |
0.9161 |
0.9161 |
0.9155 |
| S1 |
0.9125 |
0.9125 |
0.9144 |
0.9113 |
| S2 |
0.9101 |
0.9101 |
0.9138 |
|
| S3 |
0.9041 |
0.9065 |
0.9133 |
|
| S4 |
0.8981 |
0.9005 |
0.9116 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9851 |
0.9736 |
0.9357 |
|
| R3 |
0.9668 |
0.9553 |
0.9306 |
|
| R2 |
0.9485 |
0.9485 |
0.9290 |
|
| R1 |
0.9370 |
0.9370 |
0.9273 |
0.9336 |
| PP |
0.9302 |
0.9302 |
0.9302 |
0.9285 |
| S1 |
0.9187 |
0.9187 |
0.9239 |
0.9153 |
| S2 |
0.9119 |
0.9119 |
0.9222 |
|
| S3 |
0.8936 |
0.9004 |
0.9206 |
|
| S4 |
0.8753 |
0.8821 |
0.9155 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9297 |
0.9137 |
0.0160 |
1.7% |
0.0059 |
0.6% |
8% |
False |
True |
143,453 |
| 10 |
0.9426 |
0.9137 |
0.0289 |
3.2% |
0.0065 |
0.7% |
4% |
False |
True |
149,762 |
| 20 |
0.9510 |
0.9103 |
0.0407 |
4.4% |
0.0081 |
0.9% |
11% |
False |
False |
188,980 |
| 40 |
0.9560 |
0.9088 |
0.0472 |
5.2% |
0.0074 |
0.8% |
13% |
False |
False |
165,255 |
| 60 |
0.9860 |
0.9088 |
0.0772 |
8.4% |
0.0064 |
0.7% |
8% |
False |
False |
110,873 |
| 80 |
0.9902 |
0.9088 |
0.0814 |
8.9% |
0.0056 |
0.6% |
7% |
False |
False |
83,205 |
| 100 |
0.9902 |
0.9088 |
0.0814 |
8.9% |
0.0050 |
0.5% |
7% |
False |
False |
66,585 |
| 120 |
0.9930 |
0.9088 |
0.0842 |
9.2% |
0.0046 |
0.5% |
7% |
False |
False |
55,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9452 |
|
2.618 |
0.9354 |
|
1.618 |
0.9294 |
|
1.000 |
0.9257 |
|
0.618 |
0.9234 |
|
HIGH |
0.9197 |
|
0.618 |
0.9174 |
|
0.500 |
0.9167 |
|
0.382 |
0.9160 |
|
LOW |
0.9137 |
|
0.618 |
0.9100 |
|
1.000 |
0.9077 |
|
1.618 |
0.9040 |
|
2.618 |
0.8980 |
|
4.250 |
0.8882 |
|
|
| Fisher Pivots for day following 30-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9167 |
0.9213 |
| PP |
0.9161 |
0.9192 |
| S1 |
0.9155 |
0.9170 |
|