CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8459 |
0.8483 |
0.0024 |
0.3% |
0.8580 |
| High |
0.8522 |
0.8506 |
-0.0016 |
-0.2% |
0.8663 |
| Low |
0.8449 |
0.8440 |
-0.0009 |
-0.1% |
0.8406 |
| Close |
0.8491 |
0.8454 |
-0.0037 |
-0.4% |
0.8491 |
| Range |
0.0073 |
0.0066 |
-0.0007 |
-9.6% |
0.0257 |
| ATR |
0.0087 |
0.0086 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
223,806 |
94,497 |
-129,309 |
-57.8% |
1,051,495 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8665 |
0.8625 |
0.8490 |
|
| R3 |
0.8599 |
0.8559 |
0.8472 |
|
| R2 |
0.8533 |
0.8533 |
0.8466 |
|
| R1 |
0.8493 |
0.8493 |
0.8460 |
0.8480 |
| PP |
0.8467 |
0.8467 |
0.8467 |
0.8460 |
| S1 |
0.8427 |
0.8427 |
0.8448 |
0.8414 |
| S2 |
0.8401 |
0.8401 |
0.8442 |
|
| S3 |
0.8335 |
0.8361 |
0.8436 |
|
| S4 |
0.8269 |
0.8295 |
0.8418 |
|
|
| 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 |
0.8597 |
0.8406 |
0.0191 |
2.3% |
0.0074 |
0.9% |
25% |
False |
False |
189,638 |
| 10 |
0.8725 |
0.8406 |
0.0319 |
3.8% |
0.0080 |
1.0% |
15% |
False |
False |
193,964 |
| 20 |
0.9289 |
0.8406 |
0.0883 |
10.4% |
0.0093 |
1.1% |
5% |
False |
False |
210,621 |
| 40 |
0.9510 |
0.8406 |
0.1104 |
13.1% |
0.0088 |
1.0% |
4% |
False |
False |
205,402 |
| 60 |
0.9613 |
0.8406 |
0.1207 |
14.3% |
0.0081 |
1.0% |
4% |
False |
False |
173,272 |
| 80 |
0.9860 |
0.8406 |
0.1454 |
17.2% |
0.0071 |
0.8% |
3% |
False |
False |
130,153 |
| 100 |
0.9902 |
0.8406 |
0.1496 |
17.7% |
0.0062 |
0.7% |
3% |
False |
False |
104,159 |
| 120 |
0.9902 |
0.8406 |
0.1496 |
17.7% |
0.0056 |
0.7% |
3% |
False |
False |
86,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8787 |
|
2.618 |
0.8679 |
|
1.618 |
0.8613 |
|
1.000 |
0.8572 |
|
0.618 |
0.8547 |
|
HIGH |
0.8506 |
|
0.618 |
0.8481 |
|
0.500 |
0.8473 |
|
0.382 |
0.8465 |
|
LOW |
0.8440 |
|
0.618 |
0.8399 |
|
1.000 |
0.8374 |
|
1.618 |
0.8333 |
|
2.618 |
0.8267 |
|
4.250 |
0.8160 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8473 |
0.8464 |
| PP |
0.8467 |
0.8461 |
| S1 |
0.8460 |
0.8457 |
|