CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8649 |
0.8664 |
0.0015 |
0.2% |
0.8881 |
| High |
0.8713 |
0.8676 |
-0.0037 |
-0.4% |
0.8893 |
| Low |
0.8643 |
0.8643 |
0.0000 |
0.0% |
0.8665 |
| Close |
0.8666 |
0.8656 |
-0.0010 |
-0.1% |
0.8743 |
| Range |
0.0070 |
0.0033 |
-0.0037 |
-52.9% |
0.0228 |
| ATR |
0.0084 |
0.0080 |
-0.0004 |
-4.3% |
0.0000 |
| Volume |
1,574 |
747 |
-827 |
-52.5% |
4,636 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8757 |
0.8740 |
0.8674 |
|
| R3 |
0.8724 |
0.8707 |
0.8665 |
|
| R2 |
0.8691 |
0.8691 |
0.8662 |
|
| R1 |
0.8674 |
0.8674 |
0.8659 |
0.8666 |
| PP |
0.8658 |
0.8658 |
0.8658 |
0.8655 |
| S1 |
0.8641 |
0.8641 |
0.8653 |
0.8633 |
| S2 |
0.8625 |
0.8625 |
0.8650 |
|
| S3 |
0.8592 |
0.8608 |
0.8647 |
|
| S4 |
0.8559 |
0.8575 |
0.8638 |
|
|
| 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% |
0.0076 |
0.9% |
18% |
False |
False |
944 |
| 10 |
0.9167 |
0.8627 |
0.0540 |
6.2% |
0.0102 |
1.2% |
5% |
False |
False |
867 |
| 20 |
0.9428 |
0.8627 |
0.0801 |
9.3% |
0.0077 |
0.9% |
4% |
False |
False |
541 |
| 40 |
0.9513 |
0.8627 |
0.0886 |
10.2% |
0.0072 |
0.8% |
3% |
False |
False |
367 |
| 60 |
0.9663 |
0.8627 |
0.1036 |
12.0% |
0.0055 |
0.6% |
3% |
False |
False |
263 |
| 80 |
0.9843 |
0.8627 |
0.1216 |
14.0% |
0.0044 |
0.5% |
2% |
False |
False |
202 |
| 100 |
0.9921 |
0.8627 |
0.1294 |
14.9% |
0.0036 |
0.4% |
2% |
False |
False |
165 |
| 120 |
0.9921 |
0.8627 |
0.1294 |
14.9% |
0.0032 |
0.4% |
2% |
False |
False |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8816 |
|
2.618 |
0.8762 |
|
1.618 |
0.8729 |
|
1.000 |
0.8709 |
|
0.618 |
0.8696 |
|
HIGH |
0.8676 |
|
0.618 |
0.8663 |
|
0.500 |
0.8660 |
|
0.382 |
0.8656 |
|
LOW |
0.8643 |
|
0.618 |
0.8623 |
|
1.000 |
0.8610 |
|
1.618 |
0.8590 |
|
2.618 |
0.8557 |
|
4.250 |
0.8503 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8660 |
0.8681 |
| PP |
0.8658 |
0.8672 |
| S1 |
0.8657 |
0.8664 |
|