CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 25-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8483 |
0.8452 |
-0.0031 |
-0.4% |
0.8580 |
| High |
0.8506 |
0.8498 |
-0.0008 |
-0.1% |
0.8663 |
| Low |
0.8440 |
0.8431 |
-0.0009 |
-0.1% |
0.8406 |
| Close |
0.8454 |
0.8481 |
0.0027 |
0.3% |
0.8491 |
| Range |
0.0066 |
0.0067 |
0.0001 |
1.5% |
0.0257 |
| ATR |
0.0086 |
0.0084 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
94,497 |
155,144 |
60,647 |
64.2% |
1,051,495 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8671 |
0.8643 |
0.8518 |
|
| R3 |
0.8604 |
0.8576 |
0.8499 |
|
| R2 |
0.8537 |
0.8537 |
0.8493 |
|
| R1 |
0.8509 |
0.8509 |
0.8487 |
0.8523 |
| PP |
0.8470 |
0.8470 |
0.8470 |
0.8477 |
| S1 |
0.8442 |
0.8442 |
0.8475 |
0.8456 |
| S2 |
0.8403 |
0.8403 |
0.8469 |
|
| S3 |
0.8336 |
0.8375 |
0.8463 |
|
| S4 |
0.8269 |
0.8308 |
0.8444 |
|
|
| 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 |
0.8562 |
0.8406 |
0.0156 |
1.8% |
0.0077 |
0.9% |
48% |
False |
False |
185,110 |
| 10 |
0.8706 |
0.8406 |
0.0300 |
3.5% |
0.0076 |
0.9% |
25% |
False |
False |
188,854 |
| 20 |
0.9269 |
0.8406 |
0.0863 |
10.2% |
0.0094 |
1.1% |
9% |
False |
False |
211,871 |
| 40 |
0.9510 |
0.8406 |
0.1104 |
13.0% |
0.0089 |
1.0% |
7% |
False |
False |
205,087 |
| 60 |
0.9560 |
0.8406 |
0.1154 |
13.6% |
0.0080 |
0.9% |
6% |
False |
False |
175,751 |
| 80 |
0.9860 |
0.8406 |
0.1454 |
17.1% |
0.0071 |
0.8% |
5% |
False |
False |
132,088 |
| 100 |
0.9902 |
0.8406 |
0.1496 |
17.6% |
0.0062 |
0.7% |
5% |
False |
False |
105,709 |
| 120 |
0.9902 |
0.8406 |
0.1496 |
17.6% |
0.0056 |
0.7% |
5% |
False |
False |
88,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8783 |
|
2.618 |
0.8673 |
|
1.618 |
0.8606 |
|
1.000 |
0.8565 |
|
0.618 |
0.8539 |
|
HIGH |
0.8498 |
|
0.618 |
0.8472 |
|
0.500 |
0.8465 |
|
0.382 |
0.8457 |
|
LOW |
0.8431 |
|
0.618 |
0.8390 |
|
1.000 |
0.8364 |
|
1.618 |
0.8323 |
|
2.618 |
0.8256 |
|
4.250 |
0.8146 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8476 |
0.8480 |
| PP |
0.8470 |
0.8478 |
| S1 |
0.8465 |
0.8477 |
|