CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 14-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8664 |
0.8646 |
-0.0018 |
-0.2% |
0.8748 |
| High |
0.8676 |
0.8646 |
-0.0030 |
-0.3% |
0.8788 |
| Low |
0.8643 |
0.8575 |
-0.0068 |
-0.8% |
0.8575 |
| Close |
0.8656 |
0.8615 |
-0.0041 |
-0.5% |
0.8615 |
| Range |
0.0033 |
0.0071 |
0.0038 |
115.2% |
0.0213 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
0.1% |
0.0000 |
| Volume |
747 |
528 |
-219 |
-29.3% |
4,198 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8825 |
0.8791 |
0.8654 |
|
| R3 |
0.8754 |
0.8720 |
0.8635 |
|
| R2 |
0.8683 |
0.8683 |
0.8628 |
|
| R1 |
0.8649 |
0.8649 |
0.8622 |
0.8631 |
| PP |
0.8612 |
0.8612 |
0.8612 |
0.8603 |
| S1 |
0.8578 |
0.8578 |
0.8608 |
0.8560 |
| S2 |
0.8541 |
0.8541 |
0.8602 |
|
| S3 |
0.8470 |
0.8507 |
0.8595 |
|
| S4 |
0.8399 |
0.8436 |
0.8576 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9298 |
0.9170 |
0.8732 |
|
| R3 |
0.9085 |
0.8957 |
0.8674 |
|
| R2 |
0.8872 |
0.8872 |
0.8654 |
|
| R1 |
0.8744 |
0.8744 |
0.8635 |
0.8702 |
| PP |
0.8659 |
0.8659 |
0.8659 |
0.8638 |
| S1 |
0.8531 |
0.8531 |
0.8595 |
0.8489 |
| S2 |
0.8446 |
0.8446 |
0.8576 |
|
| S3 |
0.8233 |
0.8318 |
0.8556 |
|
| S4 |
0.8020 |
0.8105 |
0.8498 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8788 |
0.8575 |
0.0213 |
2.5% |
0.0071 |
0.8% |
19% |
False |
True |
839 |
| 10 |
0.8893 |
0.8575 |
0.0318 |
3.7% |
0.0083 |
1.0% |
13% |
False |
True |
883 |
| 20 |
0.9418 |
0.8575 |
0.0843 |
9.8% |
0.0079 |
0.9% |
5% |
False |
True |
540 |
| 40 |
0.9513 |
0.8575 |
0.0938 |
10.9% |
0.0073 |
0.8% |
4% |
False |
True |
367 |
| 60 |
0.9663 |
0.8575 |
0.1088 |
12.6% |
0.0057 |
0.7% |
4% |
False |
True |
272 |
| 80 |
0.9843 |
0.8575 |
0.1268 |
14.7% |
0.0045 |
0.5% |
3% |
False |
True |
209 |
| 100 |
0.9896 |
0.8575 |
0.1321 |
15.3% |
0.0036 |
0.4% |
3% |
False |
True |
171 |
| 120 |
0.9921 |
0.8575 |
0.1346 |
15.6% |
0.0032 |
0.4% |
3% |
False |
True |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8948 |
|
2.618 |
0.8832 |
|
1.618 |
0.8761 |
|
1.000 |
0.8717 |
|
0.618 |
0.8690 |
|
HIGH |
0.8646 |
|
0.618 |
0.8619 |
|
0.500 |
0.8611 |
|
0.382 |
0.8602 |
|
LOW |
0.8575 |
|
0.618 |
0.8531 |
|
1.000 |
0.8504 |
|
1.618 |
0.8460 |
|
2.618 |
0.8389 |
|
4.250 |
0.8273 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8614 |
0.8644 |
| PP |
0.8612 |
0.8634 |
| S1 |
0.8611 |
0.8625 |
|