CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8646 |
0.8601 |
-0.0045 |
-0.5% |
0.8748 |
| High |
0.8646 |
0.8670 |
0.0024 |
0.3% |
0.8788 |
| Low |
0.8575 |
0.8555 |
-0.0020 |
-0.2% |
0.8575 |
| Close |
0.8615 |
0.8598 |
-0.0017 |
-0.2% |
0.8615 |
| Range |
0.0071 |
0.0115 |
0.0044 |
62.0% |
0.0213 |
| ATR |
0.0080 |
0.0083 |
0.0002 |
3.1% |
0.0000 |
| Volume |
528 |
1,498 |
970 |
183.7% |
4,198 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8953 |
0.8890 |
0.8661 |
|
| R3 |
0.8838 |
0.8775 |
0.8630 |
|
| R2 |
0.8723 |
0.8723 |
0.8619 |
|
| R1 |
0.8660 |
0.8660 |
0.8609 |
0.8634 |
| PP |
0.8608 |
0.8608 |
0.8608 |
0.8595 |
| S1 |
0.8545 |
0.8545 |
0.8587 |
0.8519 |
| S2 |
0.8493 |
0.8493 |
0.8577 |
|
| S3 |
0.8378 |
0.8430 |
0.8566 |
|
| S4 |
0.8263 |
0.8315 |
0.8535 |
|
|
| 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 |
0.8734 |
0.8555 |
0.0179 |
2.1% |
0.0079 |
0.9% |
24% |
False |
True |
945 |
| 10 |
0.8844 |
0.8555 |
0.0289 |
3.4% |
0.0082 |
1.0% |
15% |
False |
True |
931 |
| 20 |
0.9418 |
0.8555 |
0.0863 |
10.0% |
0.0082 |
1.0% |
5% |
False |
True |
606 |
| 40 |
0.9513 |
0.8555 |
0.0958 |
11.1% |
0.0075 |
0.9% |
4% |
False |
True |
404 |
| 60 |
0.9663 |
0.8555 |
0.1108 |
12.9% |
0.0058 |
0.7% |
4% |
False |
True |
297 |
| 80 |
0.9836 |
0.8555 |
0.1281 |
14.9% |
0.0046 |
0.5% |
3% |
False |
True |
227 |
| 100 |
0.9896 |
0.8555 |
0.1341 |
15.6% |
0.0037 |
0.4% |
3% |
False |
True |
185 |
| 120 |
0.9921 |
0.8555 |
0.1366 |
15.9% |
0.0033 |
0.4% |
3% |
False |
True |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9159 |
|
2.618 |
0.8971 |
|
1.618 |
0.8856 |
|
1.000 |
0.8785 |
|
0.618 |
0.8741 |
|
HIGH |
0.8670 |
|
0.618 |
0.8626 |
|
0.500 |
0.8613 |
|
0.382 |
0.8599 |
|
LOW |
0.8555 |
|
0.618 |
0.8484 |
|
1.000 |
0.8440 |
|
1.618 |
0.8369 |
|
2.618 |
0.8254 |
|
4.250 |
0.8066 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8613 |
0.8616 |
| PP |
0.8608 |
0.8610 |
| S1 |
0.8603 |
0.8604 |
|