CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 06-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8828 |
0.8727 |
-0.0101 |
-1.1% |
0.9255 |
| High |
0.8829 |
0.8772 |
-0.0057 |
-0.6% |
0.9305 |
| Low |
0.8721 |
0.8671 |
-0.0050 |
-0.6% |
0.8906 |
| Close |
0.8730 |
0.8711 |
-0.0019 |
-0.2% |
0.8919 |
| Range |
0.0108 |
0.0101 |
-0.0007 |
-6.5% |
0.0399 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.7% |
0.0000 |
| Volume |
954 |
835 |
-119 |
-12.5% |
834 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9021 |
0.8967 |
0.8767 |
|
| R3 |
0.8920 |
0.8866 |
0.8739 |
|
| R2 |
0.8819 |
0.8819 |
0.8730 |
|
| R1 |
0.8765 |
0.8765 |
0.8720 |
0.8742 |
| PP |
0.8718 |
0.8718 |
0.8718 |
0.8706 |
| S1 |
0.8664 |
0.8664 |
0.8702 |
0.8641 |
| S2 |
0.8617 |
0.8617 |
0.8692 |
|
| S3 |
0.8516 |
0.8563 |
0.8683 |
|
| S4 |
0.8415 |
0.8462 |
0.8655 |
|
|
| 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 |
0.9167 |
0.8671 |
0.0496 |
5.7% |
0.0128 |
1.5% |
8% |
False |
True |
791 |
| 10 |
0.9305 |
0.8671 |
0.0634 |
7.3% |
0.0088 |
1.0% |
6% |
False |
True |
452 |
| 20 |
0.9513 |
0.8671 |
0.0842 |
9.7% |
0.0079 |
0.9% |
5% |
False |
True |
352 |
| 40 |
0.9513 |
0.8671 |
0.0842 |
9.7% |
0.0068 |
0.8% |
5% |
False |
True |
268 |
| 60 |
0.9790 |
0.8671 |
0.1119 |
12.8% |
0.0051 |
0.6% |
4% |
False |
True |
186 |
| 80 |
0.9892 |
0.8671 |
0.1221 |
14.0% |
0.0039 |
0.4% |
3% |
False |
True |
143 |
| 100 |
0.9921 |
0.8671 |
0.1250 |
14.3% |
0.0033 |
0.4% |
3% |
False |
True |
118 |
| 120 |
0.9921 |
0.8671 |
0.1250 |
14.3% |
0.0028 |
0.3% |
3% |
False |
True |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9201 |
|
2.618 |
0.9036 |
|
1.618 |
0.8935 |
|
1.000 |
0.8873 |
|
0.618 |
0.8834 |
|
HIGH |
0.8772 |
|
0.618 |
0.8733 |
|
0.500 |
0.8722 |
|
0.382 |
0.8710 |
|
LOW |
0.8671 |
|
0.618 |
0.8609 |
|
1.000 |
0.8570 |
|
1.618 |
0.8508 |
|
2.618 |
0.8407 |
|
4.250 |
0.8242 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8722 |
0.8758 |
| PP |
0.8718 |
0.8742 |
| S1 |
0.8715 |
0.8727 |
|