CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8574 |
0.8553 |
-0.0021 |
-0.2% |
0.8735 |
| High |
0.8597 |
0.8562 |
-0.0035 |
-0.4% |
0.8784 |
| Low |
0.8545 |
0.8470 |
-0.0075 |
-0.9% |
0.8561 |
| Close |
0.8556 |
0.8485 |
-0.0071 |
-0.8% |
0.8605 |
| Range |
0.0052 |
0.0092 |
0.0040 |
76.9% |
0.0223 |
| ATR |
0.0088 |
0.0089 |
0.0000 |
0.3% |
0.0000 |
| Volume |
177,783 |
191,396 |
13,613 |
7.7% |
947,757 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8782 |
0.8725 |
0.8536 |
|
| R3 |
0.8690 |
0.8633 |
0.8510 |
|
| R2 |
0.8598 |
0.8598 |
0.8502 |
|
| R1 |
0.8541 |
0.8541 |
0.8493 |
0.8524 |
| PP |
0.8506 |
0.8506 |
0.8506 |
0.8497 |
| S1 |
0.8449 |
0.8449 |
0.8477 |
0.8432 |
| S2 |
0.8414 |
0.8414 |
0.8468 |
|
| S3 |
0.8322 |
0.8357 |
0.8460 |
|
| S4 |
0.8230 |
0.8265 |
0.8434 |
|
|
| 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 |
0.8674 |
0.8470 |
0.0204 |
2.4% |
0.0078 |
0.9% |
7% |
False |
True |
189,068 |
| 10 |
0.8784 |
0.8470 |
0.0314 |
3.7% |
0.0087 |
1.0% |
5% |
False |
True |
205,371 |
| 20 |
0.9340 |
0.8470 |
0.0870 |
10.3% |
0.0092 |
1.1% |
2% |
False |
True |
203,208 |
| 40 |
0.9510 |
0.8470 |
0.1040 |
12.3% |
0.0088 |
1.0% |
1% |
False |
True |
203,769 |
| 60 |
0.9662 |
0.8470 |
0.1192 |
14.0% |
0.0079 |
0.9% |
1% |
False |
True |
163,695 |
| 80 |
0.9860 |
0.8470 |
0.1390 |
16.4% |
0.0070 |
0.8% |
1% |
False |
True |
122,931 |
| 100 |
0.9902 |
0.8470 |
0.1432 |
16.9% |
0.0061 |
0.7% |
1% |
False |
True |
98,373 |
| 120 |
0.9902 |
0.8470 |
0.1432 |
16.9% |
0.0054 |
0.6% |
1% |
False |
True |
81,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8953 |
|
2.618 |
0.8803 |
|
1.618 |
0.8711 |
|
1.000 |
0.8654 |
|
0.618 |
0.8619 |
|
HIGH |
0.8562 |
|
0.618 |
0.8527 |
|
0.500 |
0.8516 |
|
0.382 |
0.8505 |
|
LOW |
0.8470 |
|
0.618 |
0.8413 |
|
1.000 |
0.8378 |
|
1.618 |
0.8321 |
|
2.618 |
0.8229 |
|
4.250 |
0.8079 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8516 |
0.8567 |
| PP |
0.8506 |
0.8539 |
| S1 |
0.8495 |
0.8512 |
|