CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 10-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.8681 |
0.8748 |
0.0067 |
0.8% |
0.8881 |
High |
0.8762 |
0.8788 |
0.0026 |
0.3% |
0.8893 |
Low |
0.8665 |
0.8714 |
0.0049 |
0.6% |
0.8665 |
Close |
0.8743 |
0.8714 |
-0.0029 |
-0.3% |
0.8743 |
Range |
0.0097 |
0.0074 |
-0.0023 |
-23.7% |
0.0228 |
ATR |
0.0084 |
0.0083 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
1,052 |
970 |
-82 |
-7.8% |
4,636 |
|
Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8961 |
0.8911 |
0.8755 |
|
R3 |
0.8887 |
0.8837 |
0.8734 |
|
R2 |
0.8813 |
0.8813 |
0.8728 |
|
R1 |
0.8763 |
0.8763 |
0.8721 |
0.8751 |
PP |
0.8739 |
0.8739 |
0.8739 |
0.8733 |
S1 |
0.8689 |
0.8689 |
0.8707 |
0.8677 |
S2 |
0.8665 |
0.8665 |
0.8700 |
|
S3 |
0.8591 |
0.8615 |
0.8694 |
|
S4 |
0.8517 |
0.8541 |
0.8673 |
|
|
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 |
0.8844 |
0.8665 |
0.0179 |
2.1% |
0.0085 |
1.0% |
27% |
False |
False |
916 |
10 |
0.9287 |
0.8665 |
0.0622 |
7.1% |
0.0096 |
1.1% |
8% |
False |
False |
622 |
20 |
0.9513 |
0.8665 |
0.0848 |
9.7% |
0.0082 |
0.9% |
6% |
False |
False |
432 |
40 |
0.9513 |
0.8665 |
0.0848 |
9.7% |
0.0071 |
0.8% |
6% |
False |
False |
317 |
60 |
0.9765 |
0.8665 |
0.1100 |
12.6% |
0.0053 |
0.6% |
4% |
False |
False |
219 |
80 |
0.9886 |
0.8665 |
0.1221 |
14.0% |
0.0041 |
0.5% |
4% |
False |
False |
168 |
100 |
0.9921 |
0.8665 |
0.1256 |
14.4% |
0.0034 |
0.4% |
4% |
False |
False |
138 |
120 |
0.9921 |
0.8665 |
0.1256 |
14.4% |
0.0030 |
0.3% |
4% |
False |
False |
116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9103 |
2.618 |
0.8982 |
1.618 |
0.8908 |
1.000 |
0.8862 |
0.618 |
0.8834 |
HIGH |
0.8788 |
0.618 |
0.8760 |
0.500 |
0.8751 |
0.382 |
0.8742 |
LOW |
0.8714 |
0.618 |
0.8668 |
1.000 |
0.8640 |
1.618 |
0.8594 |
2.618 |
0.8520 |
4.250 |
0.8400 |
|
|
Fisher Pivots for day following 10-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8751 |
0.8727 |
PP |
0.8739 |
0.8722 |
S1 |
0.8726 |
0.8718 |
|