CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8682 |
0.8735 |
0.0053 |
0.6% |
0.8874 |
| High |
0.8755 |
0.8784 |
0.0029 |
0.3% |
0.8887 |
| Low |
0.8652 |
0.8704 |
0.0052 |
0.6% |
0.8652 |
| Close |
0.8733 |
0.8704 |
-0.0029 |
-0.3% |
0.8733 |
| Range |
0.0103 |
0.0080 |
-0.0023 |
-22.3% |
0.0235 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
278,633 |
154,102 |
-124,531 |
-44.7% |
1,231,917 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8971 |
0.8917 |
0.8748 |
|
| R3 |
0.8891 |
0.8837 |
0.8726 |
|
| R2 |
0.8811 |
0.8811 |
0.8719 |
|
| R1 |
0.8757 |
0.8757 |
0.8711 |
0.8744 |
| PP |
0.8731 |
0.8731 |
0.8731 |
0.8724 |
| S1 |
0.8677 |
0.8677 |
0.8697 |
0.8664 |
| S2 |
0.8651 |
0.8651 |
0.8689 |
|
| S3 |
0.8571 |
0.8597 |
0.8682 |
|
| S4 |
0.8491 |
0.8517 |
0.8660 |
|
|
| 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 |
0.8839 |
0.8652 |
0.0187 |
2.1% |
0.0091 |
1.0% |
28% |
False |
False |
228,344 |
| 10 |
0.9289 |
0.8652 |
0.0637 |
7.3% |
0.0105 |
1.2% |
8% |
False |
False |
227,278 |
| 20 |
0.9510 |
0.8652 |
0.0858 |
9.9% |
0.0092 |
1.1% |
6% |
False |
False |
212,545 |
| 40 |
0.9510 |
0.8652 |
0.0858 |
9.9% |
0.0085 |
1.0% |
6% |
False |
False |
196,535 |
| 60 |
0.9786 |
0.8652 |
0.1134 |
13.0% |
0.0074 |
0.9% |
5% |
False |
False |
141,143 |
| 80 |
0.9886 |
0.8652 |
0.1234 |
14.2% |
0.0064 |
0.7% |
4% |
False |
False |
105,943 |
| 100 |
0.9902 |
0.8652 |
0.1250 |
14.4% |
0.0057 |
0.7% |
4% |
False |
False |
84,779 |
| 120 |
0.9902 |
0.8652 |
0.1250 |
14.4% |
0.0051 |
0.6% |
4% |
False |
False |
70,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9124 |
|
2.618 |
0.8993 |
|
1.618 |
0.8913 |
|
1.000 |
0.8864 |
|
0.618 |
0.8833 |
|
HIGH |
0.8784 |
|
0.618 |
0.8753 |
|
0.500 |
0.8744 |
|
0.382 |
0.8735 |
|
LOW |
0.8704 |
|
0.618 |
0.8655 |
|
1.000 |
0.8624 |
|
1.618 |
0.8575 |
|
2.618 |
0.8495 |
|
4.250 |
0.8364 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8744 |
0.8718 |
| PP |
0.8731 |
0.8713 |
| S1 |
0.8717 |
0.8709 |
|