CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 14-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8654 |
0.8638 |
-0.0016 |
-0.2% |
0.8735 |
| High |
0.8674 |
0.8643 |
-0.0031 |
-0.4% |
0.8784 |
| Low |
0.8630 |
0.8561 |
-0.0069 |
-0.8% |
0.8561 |
| Close |
0.8646 |
0.8605 |
-0.0041 |
-0.5% |
0.8605 |
| Range |
0.0044 |
0.0082 |
0.0038 |
86.4% |
0.0223 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
155,739 |
222,626 |
66,887 |
42.9% |
947,757 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8849 |
0.8809 |
0.8650 |
|
| R3 |
0.8767 |
0.8727 |
0.8628 |
|
| R2 |
0.8685 |
0.8685 |
0.8620 |
|
| R1 |
0.8645 |
0.8645 |
0.8613 |
0.8624 |
| PP |
0.8603 |
0.8603 |
0.8603 |
0.8593 |
| S1 |
0.8563 |
0.8563 |
0.8597 |
0.8542 |
| S2 |
0.8521 |
0.8521 |
0.8590 |
|
| S3 |
0.8439 |
0.8481 |
0.8582 |
|
| S4 |
0.8357 |
0.8399 |
0.8560 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9319 |
0.9185 |
0.8728 |
|
| R3 |
0.9096 |
0.8962 |
0.8666 |
|
| R2 |
0.8873 |
0.8873 |
0.8646 |
|
| R1 |
0.8739 |
0.8739 |
0.8625 |
0.8695 |
| PP |
0.8650 |
0.8650 |
0.8650 |
0.8628 |
| S1 |
0.8516 |
0.8516 |
0.8585 |
0.8472 |
| S2 |
0.8427 |
0.8427 |
0.8564 |
|
| S3 |
0.8204 |
0.8293 |
0.8544 |
|
| S4 |
0.7981 |
0.8070 |
0.8482 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8784 |
0.8561 |
0.0223 |
2.6% |
0.0079 |
0.9% |
20% |
False |
True |
189,551 |
| 10 |
0.8887 |
0.8561 |
0.0326 |
3.8% |
0.0090 |
1.0% |
13% |
False |
True |
217,967 |
| 20 |
0.9416 |
0.8561 |
0.0855 |
9.9% |
0.0087 |
1.0% |
5% |
False |
True |
196,984 |
| 40 |
0.9510 |
0.8561 |
0.0949 |
11.0% |
0.0086 |
1.0% |
5% |
False |
True |
199,064 |
| 60 |
0.9665 |
0.8561 |
0.1104 |
12.8% |
0.0076 |
0.9% |
4% |
False |
True |
154,309 |
| 80 |
0.9860 |
0.8561 |
0.1299 |
15.1% |
0.0067 |
0.8% |
3% |
False |
True |
115,854 |
| 100 |
0.9902 |
0.8561 |
0.1341 |
15.6% |
0.0059 |
0.7% |
3% |
False |
True |
92,715 |
| 120 |
0.9902 |
0.8561 |
0.1341 |
15.6% |
0.0053 |
0.6% |
3% |
False |
True |
77,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8992 |
|
2.618 |
0.8858 |
|
1.618 |
0.8776 |
|
1.000 |
0.8725 |
|
0.618 |
0.8694 |
|
HIGH |
0.8643 |
|
0.618 |
0.8612 |
|
0.500 |
0.8602 |
|
0.382 |
0.8592 |
|
LOW |
0.8561 |
|
0.618 |
0.8510 |
|
1.000 |
0.8479 |
|
1.618 |
0.8428 |
|
2.618 |
0.8346 |
|
4.250 |
0.8213 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8604 |
0.8634 |
| PP |
0.8603 |
0.8624 |
| S1 |
0.8602 |
0.8615 |
|