CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 31-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.9193 |
0.9167 |
-0.0026 |
-0.3% |
0.9255 |
High |
0.9198 |
0.9167 |
-0.0031 |
-0.3% |
0.9305 |
Low |
0.9150 |
0.8906 |
-0.0244 |
-2.7% |
0.8906 |
Close |
0.9159 |
0.8919 |
-0.0240 |
-2.6% |
0.8919 |
Range |
0.0048 |
0.0261 |
0.0213 |
443.8% |
0.0399 |
ATR |
0.0063 |
0.0077 |
0.0014 |
22.5% |
0.0000 |
Volume |
78 |
372 |
294 |
376.9% |
834 |
|
Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9780 |
0.9611 |
0.9063 |
|
R3 |
0.9519 |
0.9350 |
0.8991 |
|
R2 |
0.9258 |
0.9258 |
0.8967 |
|
R1 |
0.9089 |
0.9089 |
0.8943 |
0.9043 |
PP |
0.8997 |
0.8997 |
0.8997 |
0.8975 |
S1 |
0.8828 |
0.8828 |
0.8895 |
0.8782 |
S2 |
0.8736 |
0.8736 |
0.8871 |
|
S3 |
0.8475 |
0.8567 |
0.8847 |
|
S4 |
0.8214 |
0.8306 |
0.8775 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0240 |
0.9979 |
0.9138 |
|
R3 |
0.9841 |
0.9580 |
0.9029 |
|
R2 |
0.9442 |
0.9442 |
0.8992 |
|
R1 |
0.9181 |
0.9181 |
0.8956 |
0.9112 |
PP |
0.9043 |
0.9043 |
0.9043 |
0.9009 |
S1 |
0.8782 |
0.8782 |
0.8882 |
0.8713 |
S2 |
0.8644 |
0.8644 |
0.8846 |
|
S3 |
0.8245 |
0.8383 |
0.8809 |
|
S4 |
0.7846 |
0.7984 |
0.8700 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9305 |
0.8906 |
0.0399 |
4.5% |
0.0092 |
1.0% |
3% |
False |
True |
166 |
10 |
0.9418 |
0.8906 |
0.0512 |
5.7% |
0.0074 |
0.8% |
3% |
False |
True |
197 |
20 |
0.9513 |
0.8906 |
0.0607 |
6.8% |
0.0072 |
0.8% |
2% |
False |
True |
198 |
40 |
0.9513 |
0.8906 |
0.0607 |
6.8% |
0.0061 |
0.7% |
2% |
False |
True |
185 |
60 |
0.9819 |
0.8906 |
0.0913 |
10.2% |
0.0045 |
0.5% |
1% |
False |
True |
129 |
80 |
0.9892 |
0.8906 |
0.0986 |
11.1% |
0.0034 |
0.4% |
1% |
False |
True |
99 |
100 |
0.9921 |
0.8906 |
0.1015 |
11.4% |
0.0029 |
0.3% |
1% |
False |
True |
83 |
120 |
0.9921 |
0.8906 |
0.1015 |
11.4% |
0.0025 |
0.3% |
1% |
False |
True |
69 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0276 |
2.618 |
0.9850 |
1.618 |
0.9589 |
1.000 |
0.9428 |
0.618 |
0.9328 |
HIGH |
0.9167 |
0.618 |
0.9067 |
0.500 |
0.9037 |
0.382 |
0.9006 |
LOW |
0.8906 |
0.618 |
0.8745 |
1.000 |
0.8645 |
1.618 |
0.8484 |
2.618 |
0.8223 |
4.250 |
0.7797 |
|
|
Fisher Pivots for day following 31-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9037 |
0.9088 |
PP |
0.8997 |
0.9032 |
S1 |
0.8958 |
0.8975 |
|