CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 03-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9167 |
0.8881 |
-0.0286 |
-3.1% |
0.9255 |
| High |
0.9167 |
0.8893 |
-0.0274 |
-3.0% |
0.9305 |
| Low |
0.8906 |
0.8770 |
-0.0136 |
-1.5% |
0.8906 |
| Close |
0.8919 |
0.8803 |
-0.0116 |
-1.3% |
0.8919 |
| Range |
0.0261 |
0.0123 |
-0.0138 |
-52.9% |
0.0399 |
| ATR |
0.0077 |
0.0082 |
0.0005 |
6.7% |
0.0000 |
| Volume |
372 |
1,022 |
650 |
174.7% |
834 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9191 |
0.9120 |
0.8871 |
|
| R3 |
0.9068 |
0.8997 |
0.8837 |
|
| R2 |
0.8945 |
0.8945 |
0.8826 |
|
| R1 |
0.8874 |
0.8874 |
0.8814 |
0.8848 |
| PP |
0.8822 |
0.8822 |
0.8822 |
0.8809 |
| S1 |
0.8751 |
0.8751 |
0.8792 |
0.8725 |
| S2 |
0.8699 |
0.8699 |
0.8780 |
|
| S3 |
0.8576 |
0.8628 |
0.8769 |
|
| S4 |
0.8453 |
0.8505 |
0.8735 |
|
|
| 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 |
0.9287 |
0.8770 |
0.0517 |
5.9% |
0.0107 |
1.2% |
6% |
False |
True |
327 |
| 10 |
0.9418 |
0.8770 |
0.0648 |
7.4% |
0.0082 |
0.9% |
5% |
False |
True |
282 |
| 20 |
0.9513 |
0.8770 |
0.0743 |
8.4% |
0.0075 |
0.9% |
4% |
False |
True |
242 |
| 40 |
0.9513 |
0.8770 |
0.0743 |
8.4% |
0.0063 |
0.7% |
4% |
False |
True |
211 |
| 60 |
0.9805 |
0.8770 |
0.1035 |
11.8% |
0.0047 |
0.5% |
3% |
False |
True |
145 |
| 80 |
0.9892 |
0.8770 |
0.1122 |
12.7% |
0.0036 |
0.4% |
3% |
False |
True |
112 |
| 100 |
0.9921 |
0.8770 |
0.1151 |
13.1% |
0.0030 |
0.3% |
3% |
False |
True |
93 |
| 120 |
0.9921 |
0.8770 |
0.1151 |
13.1% |
0.0026 |
0.3% |
3% |
False |
True |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9416 |
|
2.618 |
0.9215 |
|
1.618 |
0.9092 |
|
1.000 |
0.9016 |
|
0.618 |
0.8969 |
|
HIGH |
0.8893 |
|
0.618 |
0.8846 |
|
0.500 |
0.8832 |
|
0.382 |
0.8817 |
|
LOW |
0.8770 |
|
0.618 |
0.8694 |
|
1.000 |
0.8647 |
|
1.618 |
0.8571 |
|
2.618 |
0.8448 |
|
4.250 |
0.8247 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8832 |
0.8984 |
| PP |
0.8822 |
0.8924 |
| S1 |
0.8813 |
0.8863 |
|