CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8735 |
0.8710 |
-0.0025 |
-0.3% |
0.8874 |
| High |
0.8784 |
0.8725 |
-0.0059 |
-0.7% |
0.8887 |
| Low |
0.8704 |
0.8613 |
-0.0091 |
-1.0% |
0.8652 |
| Close |
0.8704 |
0.8643 |
-0.0061 |
-0.7% |
0.8733 |
| Range |
0.0080 |
0.0112 |
0.0032 |
40.0% |
0.0235 |
| ATR |
0.0092 |
0.0094 |
0.0001 |
1.5% |
0.0000 |
| Volume |
154,102 |
206,251 |
52,149 |
33.8% |
1,231,917 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8996 |
0.8932 |
0.8705 |
|
| R3 |
0.8884 |
0.8820 |
0.8674 |
|
| R2 |
0.8772 |
0.8772 |
0.8664 |
|
| R1 |
0.8708 |
0.8708 |
0.8653 |
0.8684 |
| PP |
0.8660 |
0.8660 |
0.8660 |
0.8649 |
| S1 |
0.8596 |
0.8596 |
0.8633 |
0.8572 |
| S2 |
0.8548 |
0.8548 |
0.8622 |
|
| S3 |
0.8436 |
0.8484 |
0.8612 |
|
| S4 |
0.8324 |
0.8372 |
0.8581 |
|
|
| 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 |
0.8819 |
0.8613 |
0.0206 |
2.4% |
0.0103 |
1.2% |
15% |
False |
True |
226,906 |
| 10 |
0.9269 |
0.8613 |
0.0656 |
7.6% |
0.0112 |
1.3% |
5% |
False |
True |
234,888 |
| 20 |
0.9510 |
0.8613 |
0.0897 |
10.4% |
0.0095 |
1.1% |
3% |
False |
True |
213,323 |
| 40 |
0.9510 |
0.8613 |
0.0897 |
10.4% |
0.0087 |
1.0% |
3% |
False |
True |
198,254 |
| 60 |
0.9762 |
0.8613 |
0.1149 |
13.3% |
0.0076 |
0.9% |
3% |
False |
True |
144,570 |
| 80 |
0.9877 |
0.8613 |
0.1264 |
14.6% |
0.0066 |
0.8% |
2% |
False |
True |
108,520 |
| 100 |
0.9902 |
0.8613 |
0.1289 |
14.9% |
0.0058 |
0.7% |
2% |
False |
True |
86,842 |
| 120 |
0.9902 |
0.8613 |
0.1289 |
14.9% |
0.0052 |
0.6% |
2% |
False |
True |
72,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9201 |
|
2.618 |
0.9018 |
|
1.618 |
0.8906 |
|
1.000 |
0.8837 |
|
0.618 |
0.8794 |
|
HIGH |
0.8725 |
|
0.618 |
0.8682 |
|
0.500 |
0.8669 |
|
0.382 |
0.8656 |
|
LOW |
0.8613 |
|
0.618 |
0.8544 |
|
1.000 |
0.8501 |
|
1.618 |
0.8432 |
|
2.618 |
0.8320 |
|
4.250 |
0.8137 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8669 |
0.8699 |
| PP |
0.8660 |
0.8680 |
| S1 |
0.8652 |
0.8662 |
|