CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8638 |
0.8580 |
-0.0058 |
-0.7% |
0.8735 |
| High |
0.8643 |
0.8663 |
0.0020 |
0.2% |
0.8784 |
| Low |
0.8561 |
0.8544 |
-0.0017 |
-0.2% |
0.8561 |
| Close |
0.8605 |
0.8587 |
-0.0018 |
-0.2% |
0.8605 |
| Range |
0.0082 |
0.0119 |
0.0037 |
45.1% |
0.0223 |
| ATR |
0.0089 |
0.0091 |
0.0002 |
2.4% |
0.0000 |
| Volume |
222,626 |
197,800 |
-24,826 |
-11.2% |
947,757 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8955 |
0.8890 |
0.8652 |
|
| R3 |
0.8836 |
0.8771 |
0.8620 |
|
| R2 |
0.8717 |
0.8717 |
0.8609 |
|
| R1 |
0.8652 |
0.8652 |
0.8598 |
0.8685 |
| PP |
0.8598 |
0.8598 |
0.8598 |
0.8614 |
| S1 |
0.8533 |
0.8533 |
0.8576 |
0.8566 |
| S2 |
0.8479 |
0.8479 |
0.8565 |
|
| S3 |
0.8360 |
0.8414 |
0.8554 |
|
| S4 |
0.8241 |
0.8295 |
0.8522 |
|
|
| 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 |
0.8725 |
0.8544 |
0.0181 |
2.1% |
0.0087 |
1.0% |
24% |
False |
True |
198,291 |
| 10 |
0.8839 |
0.8544 |
0.0295 |
3.4% |
0.0089 |
1.0% |
15% |
False |
True |
213,317 |
| 20 |
0.9416 |
0.8544 |
0.0872 |
10.2% |
0.0091 |
1.1% |
5% |
False |
True |
199,435 |
| 40 |
0.9510 |
0.8544 |
0.0966 |
11.2% |
0.0088 |
1.0% |
4% |
False |
True |
200,944 |
| 60 |
0.9662 |
0.8544 |
0.1118 |
13.0% |
0.0077 |
0.9% |
4% |
False |
True |
157,580 |
| 80 |
0.9860 |
0.8544 |
0.1316 |
15.3% |
0.0068 |
0.8% |
3% |
False |
True |
118,322 |
| 100 |
0.9902 |
0.8544 |
0.1358 |
15.8% |
0.0060 |
0.7% |
3% |
False |
True |
94,686 |
| 120 |
0.9902 |
0.8544 |
0.1358 |
15.8% |
0.0054 |
0.6% |
3% |
False |
True |
78,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9169 |
|
2.618 |
0.8975 |
|
1.618 |
0.8856 |
|
1.000 |
0.8782 |
|
0.618 |
0.8737 |
|
HIGH |
0.8663 |
|
0.618 |
0.8618 |
|
0.500 |
0.8604 |
|
0.382 |
0.8589 |
|
LOW |
0.8544 |
|
0.618 |
0.8470 |
|
1.000 |
0.8425 |
|
1.618 |
0.8351 |
|
2.618 |
0.8232 |
|
4.250 |
0.8038 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8604 |
0.8609 |
| PP |
0.8598 |
0.8602 |
| S1 |
0.8593 |
0.8594 |
|