CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 12-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8722 |
0.8649 |
-0.0073 |
-0.8% |
0.8881 |
| High |
0.8734 |
0.8713 |
-0.0021 |
-0.2% |
0.8893 |
| Low |
0.8627 |
0.8643 |
0.0016 |
0.2% |
0.8665 |
| Close |
0.8653 |
0.8666 |
0.0013 |
0.2% |
0.8743 |
| Range |
0.0107 |
0.0070 |
-0.0037 |
-34.6% |
0.0228 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
379 |
1,574 |
1,195 |
315.3% |
4,636 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8884 |
0.8845 |
0.8705 |
|
| R3 |
0.8814 |
0.8775 |
0.8685 |
|
| R2 |
0.8744 |
0.8744 |
0.8679 |
|
| R1 |
0.8705 |
0.8705 |
0.8672 |
0.8725 |
| PP |
0.8674 |
0.8674 |
0.8674 |
0.8684 |
| S1 |
0.8635 |
0.8635 |
0.8660 |
0.8655 |
| S2 |
0.8604 |
0.8604 |
0.8653 |
|
| S3 |
0.8534 |
0.8565 |
0.8647 |
|
| S4 |
0.8464 |
0.8495 |
0.8628 |
|
|
| 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 |
0.8788 |
0.8627 |
0.0161 |
1.9% |
0.0090 |
1.0% |
24% |
False |
False |
962 |
| 10 |
0.9198 |
0.8627 |
0.0571 |
6.6% |
0.0104 |
1.2% |
7% |
False |
False |
800 |
| 20 |
0.9489 |
0.8627 |
0.0862 |
9.9% |
0.0080 |
0.9% |
5% |
False |
False |
517 |
| 40 |
0.9513 |
0.8627 |
0.0886 |
10.2% |
0.0072 |
0.8% |
4% |
False |
False |
362 |
| 60 |
0.9692 |
0.8627 |
0.1065 |
12.3% |
0.0055 |
0.6% |
4% |
False |
False |
251 |
| 80 |
0.9867 |
0.8627 |
0.1240 |
14.3% |
0.0043 |
0.5% |
3% |
False |
False |
193 |
| 100 |
0.9921 |
0.8627 |
0.1294 |
14.9% |
0.0036 |
0.4% |
3% |
False |
False |
158 |
| 120 |
0.9921 |
0.8627 |
0.1294 |
14.9% |
0.0031 |
0.4% |
3% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9011 |
|
2.618 |
0.8896 |
|
1.618 |
0.8826 |
|
1.000 |
0.8783 |
|
0.618 |
0.8756 |
|
HIGH |
0.8713 |
|
0.618 |
0.8686 |
|
0.500 |
0.8678 |
|
0.382 |
0.8670 |
|
LOW |
0.8643 |
|
0.618 |
0.8600 |
|
1.000 |
0.8573 |
|
1.618 |
0.8530 |
|
2.618 |
0.8460 |
|
4.250 |
0.8346 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8678 |
0.8708 |
| PP |
0.8674 |
0.8694 |
| S1 |
0.8670 |
0.8680 |
|