CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8748 |
0.8722 |
-0.0026 |
-0.3% |
0.8881 |
| High |
0.8788 |
0.8734 |
-0.0054 |
-0.6% |
0.8893 |
| Low |
0.8714 |
0.8627 |
-0.0087 |
-1.0% |
0.8665 |
| Close |
0.8714 |
0.8653 |
-0.0061 |
-0.7% |
0.8743 |
| Range |
0.0074 |
0.0107 |
0.0033 |
44.6% |
0.0228 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
2.0% |
0.0000 |
| Volume |
970 |
379 |
-591 |
-60.9% |
4,636 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8992 |
0.8930 |
0.8712 |
|
| R3 |
0.8885 |
0.8823 |
0.8682 |
|
| R2 |
0.8778 |
0.8778 |
0.8673 |
|
| R1 |
0.8716 |
0.8716 |
0.8663 |
0.8694 |
| PP |
0.8671 |
0.8671 |
0.8671 |
0.8660 |
| S1 |
0.8609 |
0.8609 |
0.8643 |
0.8587 |
| S2 |
0.8564 |
0.8564 |
0.8633 |
|
| S3 |
0.8457 |
0.8502 |
0.8624 |
|
| S4 |
0.8350 |
0.8395 |
0.8594 |
|
|
| 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 |
0.8829 |
0.8627 |
0.0202 |
2.3% |
0.0097 |
1.1% |
13% |
False |
True |
838 |
| 10 |
0.9270 |
0.8627 |
0.0643 |
7.4% |
0.0104 |
1.2% |
4% |
False |
True |
653 |
| 20 |
0.9513 |
0.8627 |
0.0886 |
10.2% |
0.0085 |
1.0% |
3% |
False |
True |
442 |
| 40 |
0.9513 |
0.8627 |
0.0886 |
10.2% |
0.0073 |
0.8% |
3% |
False |
True |
327 |
| 60 |
0.9760 |
0.8627 |
0.1133 |
13.1% |
0.0055 |
0.6% |
2% |
False |
True |
225 |
| 80 |
0.9878 |
0.8627 |
0.1251 |
14.5% |
0.0042 |
0.5% |
2% |
False |
True |
173 |
| 100 |
0.9921 |
0.8627 |
0.1294 |
15.0% |
0.0035 |
0.4% |
2% |
False |
True |
142 |
| 120 |
0.9921 |
0.8627 |
0.1294 |
15.0% |
0.0031 |
0.4% |
2% |
False |
True |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9189 |
|
2.618 |
0.9014 |
|
1.618 |
0.8907 |
|
1.000 |
0.8841 |
|
0.618 |
0.8800 |
|
HIGH |
0.8734 |
|
0.618 |
0.8693 |
|
0.500 |
0.8681 |
|
0.382 |
0.8668 |
|
LOW |
0.8627 |
|
0.618 |
0.8561 |
|
1.000 |
0.8520 |
|
1.618 |
0.8454 |
|
2.618 |
0.8347 |
|
4.250 |
0.8172 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8681 |
0.8708 |
| PP |
0.8671 |
0.8689 |
| S1 |
0.8662 |
0.8671 |
|