CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 07-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8727 |
0.8681 |
-0.0046 |
-0.5% |
0.8881 |
| High |
0.8772 |
0.8762 |
-0.0010 |
-0.1% |
0.8893 |
| Low |
0.8671 |
0.8665 |
-0.0006 |
-0.1% |
0.8665 |
| Close |
0.8711 |
0.8743 |
0.0032 |
0.4% |
0.8743 |
| Range |
0.0101 |
0.0097 |
-0.0004 |
-4.0% |
0.0228 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.2% |
0.0000 |
| Volume |
835 |
1,052 |
217 |
26.0% |
4,636 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9014 |
0.8976 |
0.8796 |
|
| R3 |
0.8917 |
0.8879 |
0.8770 |
|
| R2 |
0.8820 |
0.8820 |
0.8761 |
|
| R1 |
0.8782 |
0.8782 |
0.8752 |
0.8801 |
| PP |
0.8723 |
0.8723 |
0.8723 |
0.8733 |
| S1 |
0.8685 |
0.8685 |
0.8734 |
0.8704 |
| S2 |
0.8626 |
0.8626 |
0.8725 |
|
| S3 |
0.8529 |
0.8588 |
0.8716 |
|
| S4 |
0.8432 |
0.8491 |
0.8690 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9451 |
0.9325 |
0.8868 |
|
| R3 |
0.9223 |
0.9097 |
0.8806 |
|
| R2 |
0.8995 |
0.8995 |
0.8785 |
|
| R1 |
0.8869 |
0.8869 |
0.8764 |
0.8818 |
| PP |
0.8767 |
0.8767 |
0.8767 |
0.8742 |
| S1 |
0.8641 |
0.8641 |
0.8722 |
0.8590 |
| S2 |
0.8539 |
0.8539 |
0.8701 |
|
| S3 |
0.8311 |
0.8413 |
0.8680 |
|
| S4 |
0.8083 |
0.8185 |
0.8618 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8893 |
0.8665 |
0.0228 |
2.6% |
0.0095 |
1.1% |
34% |
False |
True |
927 |
| 10 |
0.9305 |
0.8665 |
0.0640 |
7.3% |
0.0094 |
1.1% |
12% |
False |
True |
547 |
| 20 |
0.9513 |
0.8665 |
0.0848 |
9.7% |
0.0082 |
0.9% |
9% |
False |
True |
386 |
| 40 |
0.9513 |
0.8665 |
0.0848 |
9.7% |
0.0070 |
0.8% |
9% |
False |
True |
294 |
| 60 |
0.9790 |
0.8665 |
0.1125 |
12.9% |
0.0052 |
0.6% |
7% |
False |
True |
203 |
| 80 |
0.9887 |
0.8665 |
0.1222 |
14.0% |
0.0040 |
0.5% |
6% |
False |
True |
156 |
| 100 |
0.9921 |
0.8665 |
0.1256 |
14.4% |
0.0034 |
0.4% |
6% |
False |
True |
129 |
| 120 |
0.9921 |
0.8665 |
0.1256 |
14.4% |
0.0029 |
0.3% |
6% |
False |
True |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9174 |
|
2.618 |
0.9016 |
|
1.618 |
0.8919 |
|
1.000 |
0.8859 |
|
0.618 |
0.8822 |
|
HIGH |
0.8762 |
|
0.618 |
0.8725 |
|
0.500 |
0.8714 |
|
0.382 |
0.8702 |
|
LOW |
0.8665 |
|
0.618 |
0.8605 |
|
1.000 |
0.8568 |
|
1.618 |
0.8508 |
|
2.618 |
0.8411 |
|
4.250 |
0.8253 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8733 |
0.8747 |
| PP |
0.8723 |
0.8746 |
| S1 |
0.8714 |
0.8744 |
|