CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8580 |
0.8574 |
-0.0006 |
-0.1% |
0.8735 |
| High |
0.8663 |
0.8597 |
-0.0066 |
-0.8% |
0.8784 |
| Low |
0.8544 |
0.8545 |
0.0001 |
0.0% |
0.8561 |
| Close |
0.8587 |
0.8556 |
-0.0031 |
-0.4% |
0.8605 |
| Range |
0.0119 |
0.0052 |
-0.0067 |
-56.3% |
0.0223 |
| ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
197,800 |
177,783 |
-20,017 |
-10.1% |
947,757 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8722 |
0.8691 |
0.8585 |
|
| R3 |
0.8670 |
0.8639 |
0.8570 |
|
| R2 |
0.8618 |
0.8618 |
0.8566 |
|
| R1 |
0.8587 |
0.8587 |
0.8561 |
0.8577 |
| PP |
0.8566 |
0.8566 |
0.8566 |
0.8561 |
| S1 |
0.8535 |
0.8535 |
0.8551 |
0.8525 |
| S2 |
0.8514 |
0.8514 |
0.8546 |
|
| S3 |
0.8462 |
0.8483 |
0.8542 |
|
| S4 |
0.8410 |
0.8431 |
0.8527 |
|
|
| 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 |
0.8706 |
0.8544 |
0.0162 |
1.9% |
0.0075 |
0.9% |
7% |
False |
False |
192,597 |
| 10 |
0.8819 |
0.8544 |
0.0275 |
3.2% |
0.0089 |
1.0% |
4% |
False |
False |
209,752 |
| 20 |
0.9369 |
0.8544 |
0.0825 |
9.6% |
0.0090 |
1.0% |
1% |
False |
False |
200,199 |
| 40 |
0.9510 |
0.8544 |
0.0966 |
11.3% |
0.0087 |
1.0% |
1% |
False |
False |
202,045 |
| 60 |
0.9662 |
0.8544 |
0.1118 |
13.1% |
0.0078 |
0.9% |
1% |
False |
False |
160,521 |
| 80 |
0.9860 |
0.8544 |
0.1316 |
15.4% |
0.0069 |
0.8% |
1% |
False |
False |
120,540 |
| 100 |
0.9902 |
0.8544 |
0.1358 |
15.9% |
0.0060 |
0.7% |
1% |
False |
False |
96,462 |
| 120 |
0.9902 |
0.8544 |
0.1358 |
15.9% |
0.0054 |
0.6% |
1% |
False |
False |
80,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8818 |
|
2.618 |
0.8733 |
|
1.618 |
0.8681 |
|
1.000 |
0.8649 |
|
0.618 |
0.8629 |
|
HIGH |
0.8597 |
|
0.618 |
0.8577 |
|
0.500 |
0.8571 |
|
0.382 |
0.8565 |
|
LOW |
0.8545 |
|
0.618 |
0.8513 |
|
1.000 |
0.8493 |
|
1.618 |
0.8461 |
|
2.618 |
0.8409 |
|
4.250 |
0.8324 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8571 |
0.8604 |
| PP |
0.8566 |
0.8588 |
| S1 |
0.8561 |
0.8572 |
|