CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 05-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.8797 |
0.8828 |
0.0031 |
0.4% |
0.9255 |
High |
0.8844 |
0.8829 |
-0.0015 |
-0.2% |
0.9305 |
Low |
0.8797 |
0.8721 |
-0.0076 |
-0.9% |
0.8906 |
Close |
0.8817 |
0.8730 |
-0.0087 |
-1.0% |
0.8919 |
Range |
0.0047 |
0.0108 |
0.0061 |
129.8% |
0.0399 |
ATR |
0.0080 |
0.0082 |
0.0002 |
2.5% |
0.0000 |
Volume |
773 |
954 |
181 |
23.4% |
834 |
|
Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9084 |
0.9015 |
0.8789 |
|
R3 |
0.8976 |
0.8907 |
0.8760 |
|
R2 |
0.8868 |
0.8868 |
0.8750 |
|
R1 |
0.8799 |
0.8799 |
0.8740 |
0.8780 |
PP |
0.8760 |
0.8760 |
0.8760 |
0.8750 |
S1 |
0.8691 |
0.8691 |
0.8720 |
0.8672 |
S2 |
0.8652 |
0.8652 |
0.8710 |
|
S3 |
0.8544 |
0.8583 |
0.8700 |
|
S4 |
0.8436 |
0.8475 |
0.8671 |
|
|
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 |
0.9198 |
0.8721 |
0.0477 |
5.5% |
0.0117 |
1.3% |
2% |
False |
True |
639 |
10 |
0.9345 |
0.8721 |
0.0624 |
7.1% |
0.0087 |
1.0% |
1% |
False |
True |
375 |
20 |
0.9513 |
0.8721 |
0.0792 |
9.1% |
0.0076 |
0.9% |
1% |
False |
True |
317 |
40 |
0.9513 |
0.8721 |
0.0792 |
9.1% |
0.0065 |
0.7% |
1% |
False |
True |
253 |
60 |
0.9790 |
0.8721 |
0.1069 |
12.2% |
0.0049 |
0.6% |
1% |
False |
True |
172 |
80 |
0.9892 |
0.8721 |
0.1171 |
13.4% |
0.0038 |
0.4% |
1% |
False |
True |
133 |
100 |
0.9921 |
0.8721 |
0.1200 |
13.7% |
0.0032 |
0.4% |
1% |
False |
True |
110 |
120 |
0.9921 |
0.8721 |
0.1200 |
13.7% |
0.0028 |
0.3% |
1% |
False |
True |
92 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9288 |
2.618 |
0.9112 |
1.618 |
0.9004 |
1.000 |
0.8937 |
0.618 |
0.8896 |
HIGH |
0.8829 |
0.618 |
0.8788 |
0.500 |
0.8775 |
0.382 |
0.8762 |
LOW |
0.8721 |
0.618 |
0.8654 |
1.000 |
0.8613 |
1.618 |
0.8546 |
2.618 |
0.8438 |
4.250 |
0.8262 |
|
|
Fisher Pivots for day following 05-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8775 |
0.8807 |
PP |
0.8760 |
0.8781 |
S1 |
0.8745 |
0.8756 |
|