CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 05-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8788 |
0.8817 |
0.0029 |
0.3% |
0.9241 |
| High |
0.8839 |
0.8819 |
-0.0020 |
-0.2% |
0.9297 |
| Low |
0.8786 |
0.8710 |
-0.0076 |
-0.9% |
0.8893 |
| Close |
0.8807 |
0.8720 |
-0.0087 |
-1.0% |
0.8908 |
| Range |
0.0053 |
0.0109 |
0.0056 |
105.7% |
0.0404 |
| ATR |
0.0090 |
0.0091 |
0.0001 |
1.5% |
0.0000 |
| Volume |
213,440 |
235,205 |
21,765 |
10.2% |
1,002,852 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9077 |
0.9007 |
0.8780 |
|
| R3 |
0.8968 |
0.8898 |
0.8750 |
|
| R2 |
0.8859 |
0.8859 |
0.8740 |
|
| R1 |
0.8789 |
0.8789 |
0.8730 |
0.8770 |
| PP |
0.8750 |
0.8750 |
0.8750 |
0.8740 |
| S1 |
0.8680 |
0.8680 |
0.8710 |
0.8661 |
| S2 |
0.8641 |
0.8641 |
0.8700 |
|
| S3 |
0.8532 |
0.8571 |
0.8690 |
|
| S4 |
0.8423 |
0.8462 |
0.8660 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0245 |
0.9980 |
0.9130 |
|
| R3 |
0.9841 |
0.9576 |
0.9019 |
|
| R2 |
0.9437 |
0.9437 |
0.8982 |
|
| R1 |
0.9172 |
0.9172 |
0.8945 |
0.9103 |
| PP |
0.9033 |
0.9033 |
0.9033 |
0.8998 |
| S1 |
0.8768 |
0.8768 |
0.8871 |
0.8699 |
| S2 |
0.8629 |
0.8629 |
0.8834 |
|
| S3 |
0.8225 |
0.8364 |
0.8797 |
|
| S4 |
0.7821 |
0.7960 |
0.8686 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9197 |
0.8710 |
0.0487 |
5.6% |
0.0124 |
1.4% |
2% |
False |
True |
262,789 |
| 10 |
0.9340 |
0.8710 |
0.0630 |
7.2% |
0.0096 |
1.1% |
2% |
False |
True |
201,045 |
| 20 |
0.9510 |
0.8710 |
0.0800 |
9.2% |
0.0087 |
1.0% |
1% |
False |
True |
204,346 |
| 40 |
0.9510 |
0.8710 |
0.0800 |
9.2% |
0.0080 |
0.9% |
1% |
False |
True |
187,314 |
| 60 |
0.9796 |
0.8710 |
0.1086 |
12.5% |
0.0071 |
0.8% |
1% |
False |
True |
129,617 |
| 80 |
0.9900 |
0.8710 |
0.1190 |
13.6% |
0.0062 |
0.7% |
1% |
False |
True |
97,283 |
| 100 |
0.9902 |
0.8710 |
0.1192 |
13.7% |
0.0054 |
0.6% |
1% |
False |
True |
77,849 |
| 120 |
0.9930 |
0.8710 |
0.1220 |
14.0% |
0.0050 |
0.6% |
1% |
False |
True |
64,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9282 |
|
2.618 |
0.9104 |
|
1.618 |
0.8995 |
|
1.000 |
0.8928 |
|
0.618 |
0.8886 |
|
HIGH |
0.8819 |
|
0.618 |
0.8777 |
|
0.500 |
0.8765 |
|
0.382 |
0.8752 |
|
LOW |
0.8710 |
|
0.618 |
0.8643 |
|
1.000 |
0.8601 |
|
1.618 |
0.8534 |
|
2.618 |
0.8425 |
|
4.250 |
0.8247 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8765 |
0.8799 |
| PP |
0.8750 |
0.8772 |
| S1 |
0.8735 |
0.8746 |
|