CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8465 |
0.8459 |
-0.0006 |
-0.1% |
0.8580 |
| High |
0.8492 |
0.8522 |
0.0030 |
0.4% |
0.8663 |
| Low |
0.8406 |
0.8449 |
0.0043 |
0.5% |
0.8406 |
| Close |
0.8479 |
0.8491 |
0.0012 |
0.1% |
0.8491 |
| Range |
0.0086 |
0.0073 |
-0.0013 |
-15.1% |
0.0257 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
260,710 |
223,806 |
-36,904 |
-14.2% |
1,051,495 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8706 |
0.8672 |
0.8531 |
|
| R3 |
0.8633 |
0.8599 |
0.8511 |
|
| R2 |
0.8560 |
0.8560 |
0.8504 |
|
| R1 |
0.8526 |
0.8526 |
0.8498 |
0.8543 |
| PP |
0.8487 |
0.8487 |
0.8487 |
0.8496 |
| S1 |
0.8453 |
0.8453 |
0.8484 |
0.8470 |
| S2 |
0.8414 |
0.8414 |
0.8478 |
|
| S3 |
0.8341 |
0.8380 |
0.8471 |
|
| S4 |
0.8268 |
0.8307 |
0.8451 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9291 |
0.9148 |
0.8632 |
|
| R3 |
0.9034 |
0.8891 |
0.8562 |
|
| R2 |
0.8777 |
0.8777 |
0.8538 |
|
| R1 |
0.8634 |
0.8634 |
0.8515 |
0.8577 |
| PP |
0.8520 |
0.8520 |
0.8520 |
0.8492 |
| S1 |
0.8377 |
0.8377 |
0.8467 |
0.8320 |
| S2 |
0.8263 |
0.8263 |
0.8444 |
|
| S3 |
0.8006 |
0.8120 |
0.8420 |
|
| S4 |
0.7749 |
0.7863 |
0.8350 |
|
|
| 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% |
0.0084 |
1.0% |
33% |
False |
False |
210,299 |
| 10 |
0.8784 |
0.8406 |
0.0378 |
4.5% |
0.0082 |
1.0% |
22% |
False |
False |
199,925 |
| 20 |
0.9297 |
0.8406 |
0.0891 |
10.5% |
0.0092 |
1.1% |
10% |
False |
False |
211,701 |
| 40 |
0.9510 |
0.8406 |
0.1104 |
13.0% |
0.0088 |
1.0% |
8% |
False |
False |
206,904 |
| 60 |
0.9648 |
0.8406 |
0.1242 |
14.6% |
0.0080 |
0.9% |
7% |
False |
False |
171,745 |
| 80 |
0.9860 |
0.8406 |
0.1454 |
17.1% |
0.0070 |
0.8% |
6% |
False |
False |
128,979 |
| 100 |
0.9902 |
0.8406 |
0.1496 |
17.6% |
0.0062 |
0.7% |
6% |
False |
False |
103,216 |
| 120 |
0.9902 |
0.8406 |
0.1496 |
17.6% |
0.0055 |
0.7% |
6% |
False |
False |
86,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8832 |
|
2.618 |
0.8713 |
|
1.618 |
0.8640 |
|
1.000 |
0.8595 |
|
0.618 |
0.8567 |
|
HIGH |
0.8522 |
|
0.618 |
0.8494 |
|
0.500 |
0.8486 |
|
0.382 |
0.8477 |
|
LOW |
0.8449 |
|
0.618 |
0.8404 |
|
1.000 |
0.8376 |
|
1.618 |
0.8331 |
|
2.618 |
0.8258 |
|
4.250 |
0.8139 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8489 |
0.8489 |
| PP |
0.8487 |
0.8486 |
| S1 |
0.8486 |
0.8484 |
|