CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8635 |
0.8654 |
0.0019 |
0.2% |
0.8874 |
| High |
0.8706 |
0.8674 |
-0.0032 |
-0.4% |
0.8887 |
| Low |
0.8628 |
0.8630 |
0.0002 |
0.0% |
0.8652 |
| Close |
0.8656 |
0.8646 |
-0.0010 |
-0.1% |
0.8733 |
| Range |
0.0078 |
0.0044 |
-0.0034 |
-43.6% |
0.0235 |
| ATR |
0.0093 |
0.0089 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
209,039 |
155,739 |
-53,300 |
-25.5% |
1,231,917 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8782 |
0.8758 |
0.8670 |
|
| R3 |
0.8738 |
0.8714 |
0.8658 |
|
| R2 |
0.8694 |
0.8694 |
0.8654 |
|
| R1 |
0.8670 |
0.8670 |
0.8650 |
0.8660 |
| PP |
0.8650 |
0.8650 |
0.8650 |
0.8645 |
| S1 |
0.8626 |
0.8626 |
0.8642 |
0.8616 |
| S2 |
0.8606 |
0.8606 |
0.8638 |
|
| S3 |
0.8562 |
0.8582 |
0.8634 |
|
| S4 |
0.8518 |
0.8538 |
0.8622 |
|
|
| 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 |
0.8784 |
0.8613 |
0.0171 |
2.0% |
0.0083 |
1.0% |
19% |
False |
False |
200,752 |
| 10 |
0.9162 |
0.8613 |
0.0549 |
6.3% |
0.0109 |
1.3% |
6% |
False |
False |
239,059 |
| 20 |
0.9426 |
0.8613 |
0.0813 |
9.4% |
0.0087 |
1.0% |
4% |
False |
False |
194,410 |
| 40 |
0.9510 |
0.8613 |
0.0897 |
10.4% |
0.0086 |
1.0% |
4% |
False |
False |
198,465 |
| 60 |
0.9665 |
0.8613 |
0.1052 |
12.2% |
0.0076 |
0.9% |
3% |
False |
False |
150,620 |
| 80 |
0.9869 |
0.8613 |
0.1256 |
14.5% |
0.0067 |
0.8% |
3% |
False |
False |
113,075 |
| 100 |
0.9902 |
0.8613 |
0.1289 |
14.9% |
0.0059 |
0.7% |
3% |
False |
False |
90,489 |
| 120 |
0.9902 |
0.8613 |
0.1289 |
14.9% |
0.0052 |
0.6% |
3% |
False |
False |
75,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8861 |
|
2.618 |
0.8789 |
|
1.618 |
0.8745 |
|
1.000 |
0.8718 |
|
0.618 |
0.8701 |
|
HIGH |
0.8674 |
|
0.618 |
0.8657 |
|
0.500 |
0.8652 |
|
0.382 |
0.8647 |
|
LOW |
0.8630 |
|
0.618 |
0.8603 |
|
1.000 |
0.8586 |
|
1.618 |
0.8559 |
|
2.618 |
0.8515 |
|
4.250 |
0.8443 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8652 |
0.8669 |
| PP |
0.8650 |
0.8661 |
| S1 |
0.8648 |
0.8654 |
|