CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 20-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8553 |
0.8465 |
-0.0088 |
-1.0% |
0.8735 |
| High |
0.8562 |
0.8492 |
-0.0070 |
-0.8% |
0.8784 |
| Low |
0.8470 |
0.8406 |
-0.0064 |
-0.8% |
0.8561 |
| Close |
0.8485 |
0.8479 |
-0.0006 |
-0.1% |
0.8605 |
| Range |
0.0092 |
0.0086 |
-0.0006 |
-6.5% |
0.0223 |
| ATR |
0.0089 |
0.0088 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
191,396 |
260,710 |
69,314 |
36.2% |
947,757 |
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8717 |
0.8684 |
0.8526 |
|
| R3 |
0.8631 |
0.8598 |
0.8503 |
|
| R2 |
0.8545 |
0.8545 |
0.8495 |
|
| R1 |
0.8512 |
0.8512 |
0.8487 |
0.8529 |
| PP |
0.8459 |
0.8459 |
0.8459 |
0.8467 |
| S1 |
0.8426 |
0.8426 |
0.8471 |
0.8443 |
| S2 |
0.8373 |
0.8373 |
0.8463 |
|
| S3 |
0.8287 |
0.8340 |
0.8455 |
|
| S4 |
0.8201 |
0.8254 |
0.8432 |
|
|
| 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 |
0.8663 |
0.8406 |
0.0257 |
3.0% |
0.0086 |
1.0% |
28% |
False |
True |
210,063 |
| 10 |
0.8784 |
0.8406 |
0.0378 |
4.5% |
0.0085 |
1.0% |
19% |
False |
True |
205,407 |
| 20 |
0.9297 |
0.8406 |
0.0891 |
10.5% |
0.0091 |
1.1% |
8% |
False |
True |
207,908 |
| 40 |
0.9510 |
0.8406 |
0.1104 |
13.0% |
0.0089 |
1.0% |
7% |
False |
True |
205,647 |
| 60 |
0.9662 |
0.8406 |
0.1256 |
14.8% |
0.0080 |
0.9% |
6% |
False |
True |
168,028 |
| 80 |
0.9860 |
0.8406 |
0.1454 |
17.1% |
0.0070 |
0.8% |
5% |
False |
True |
126,187 |
| 100 |
0.9902 |
0.8406 |
0.1496 |
17.6% |
0.0061 |
0.7% |
5% |
False |
True |
100,978 |
| 120 |
0.9902 |
0.8406 |
0.1496 |
17.6% |
0.0055 |
0.6% |
5% |
False |
True |
84,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8858 |
|
2.618 |
0.8717 |
|
1.618 |
0.8631 |
|
1.000 |
0.8578 |
|
0.618 |
0.8545 |
|
HIGH |
0.8492 |
|
0.618 |
0.8459 |
|
0.500 |
0.8449 |
|
0.382 |
0.8439 |
|
LOW |
0.8406 |
|
0.618 |
0.8353 |
|
1.000 |
0.8320 |
|
1.618 |
0.8267 |
|
2.618 |
0.8181 |
|
4.250 |
0.8041 |
|
|
| Fisher Pivots for day following 20-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8469 |
0.8502 |
| PP |
0.8459 |
0.8494 |
| S1 |
0.8449 |
0.8487 |
|