CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 07-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8719 |
0.8682 |
-0.0037 |
-0.4% |
0.8874 |
| High |
0.8770 |
0.8755 |
-0.0015 |
-0.2% |
0.8887 |
| Low |
0.8659 |
0.8652 |
-0.0007 |
-0.1% |
0.8652 |
| Close |
0.8701 |
0.8733 |
0.0032 |
0.4% |
0.8733 |
| Range |
0.0111 |
0.0103 |
-0.0008 |
-7.2% |
0.0235 |
| ATR |
0.0093 |
0.0093 |
0.0001 |
0.8% |
0.0000 |
| Volume |
260,342 |
278,633 |
18,291 |
7.0% |
1,231,917 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9022 |
0.8981 |
0.8790 |
|
| R3 |
0.8919 |
0.8878 |
0.8761 |
|
| R2 |
0.8816 |
0.8816 |
0.8752 |
|
| R1 |
0.8775 |
0.8775 |
0.8742 |
0.8796 |
| PP |
0.8713 |
0.8713 |
0.8713 |
0.8724 |
| S1 |
0.8672 |
0.8672 |
0.8724 |
0.8693 |
| S2 |
0.8610 |
0.8610 |
0.8714 |
|
| S3 |
0.8507 |
0.8569 |
0.8705 |
|
| S4 |
0.8404 |
0.8466 |
0.8676 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9462 |
0.9333 |
0.8862 |
|
| R3 |
0.9227 |
0.9098 |
0.8798 |
|
| R2 |
0.8992 |
0.8992 |
0.8776 |
|
| R1 |
0.8863 |
0.8863 |
0.8755 |
0.8810 |
| PP |
0.8757 |
0.8757 |
0.8757 |
0.8731 |
| S1 |
0.8628 |
0.8628 |
0.8711 |
0.8575 |
| S2 |
0.8522 |
0.8522 |
0.8690 |
|
| S3 |
0.8287 |
0.8393 |
0.8668 |
|
| S4 |
0.8052 |
0.8158 |
0.8604 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8887 |
0.8652 |
0.0235 |
2.7% |
0.0101 |
1.2% |
34% |
False |
True |
246,383 |
| 10 |
0.9297 |
0.8652 |
0.0645 |
7.4% |
0.0102 |
1.2% |
13% |
False |
True |
223,476 |
| 20 |
0.9510 |
0.8652 |
0.0858 |
9.8% |
0.0092 |
1.1% |
9% |
False |
True |
211,248 |
| 40 |
0.9510 |
0.8652 |
0.0858 |
9.8% |
0.0084 |
1.0% |
9% |
False |
True |
194,811 |
| 60 |
0.9796 |
0.8652 |
0.1144 |
13.1% |
0.0074 |
0.8% |
7% |
False |
True |
138,580 |
| 80 |
0.9900 |
0.8652 |
0.1248 |
14.3% |
0.0064 |
0.7% |
6% |
False |
True |
104,017 |
| 100 |
0.9902 |
0.8652 |
0.1250 |
14.3% |
0.0056 |
0.6% |
6% |
False |
True |
83,239 |
| 120 |
0.9930 |
0.8652 |
0.1278 |
14.6% |
0.0051 |
0.6% |
6% |
False |
True |
69,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9193 |
|
2.618 |
0.9025 |
|
1.618 |
0.8922 |
|
1.000 |
0.8858 |
|
0.618 |
0.8819 |
|
HIGH |
0.8755 |
|
0.618 |
0.8716 |
|
0.500 |
0.8704 |
|
0.382 |
0.8691 |
|
LOW |
0.8652 |
|
0.618 |
0.8588 |
|
1.000 |
0.8549 |
|
1.618 |
0.8485 |
|
2.618 |
0.8382 |
|
4.250 |
0.8214 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8723 |
0.8736 |
| PP |
0.8713 |
0.8735 |
| S1 |
0.8704 |
0.8734 |
|