CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8601 |
0.8583 |
-0.0018 |
-0.2% |
0.8748 |
| High |
0.8670 |
0.8604 |
-0.0066 |
-0.8% |
0.8788 |
| Low |
0.8555 |
0.8558 |
0.0003 |
0.0% |
0.8575 |
| Close |
0.8598 |
0.8568 |
-0.0030 |
-0.3% |
0.8615 |
| Range |
0.0115 |
0.0046 |
-0.0069 |
-60.0% |
0.0213 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
1,498 |
1,939 |
441 |
29.4% |
4,198 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8715 |
0.8687 |
0.8593 |
|
| R3 |
0.8669 |
0.8641 |
0.8581 |
|
| R2 |
0.8623 |
0.8623 |
0.8576 |
|
| R1 |
0.8595 |
0.8595 |
0.8572 |
0.8586 |
| PP |
0.8577 |
0.8577 |
0.8577 |
0.8572 |
| S1 |
0.8549 |
0.8549 |
0.8564 |
0.8540 |
| S2 |
0.8531 |
0.8531 |
0.8560 |
|
| S3 |
0.8485 |
0.8503 |
0.8555 |
|
| S4 |
0.8439 |
0.8457 |
0.8543 |
|
|
| 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 |
0.8713 |
0.8555 |
0.0158 |
1.8% |
0.0067 |
0.8% |
8% |
False |
False |
1,257 |
| 10 |
0.8829 |
0.8555 |
0.0274 |
3.2% |
0.0082 |
1.0% |
5% |
False |
False |
1,047 |
| 20 |
0.9378 |
0.8555 |
0.0823 |
9.6% |
0.0082 |
1.0% |
2% |
False |
False |
667 |
| 40 |
0.9513 |
0.8555 |
0.0958 |
11.2% |
0.0075 |
0.9% |
1% |
False |
False |
451 |
| 60 |
0.9663 |
0.8555 |
0.1108 |
12.9% |
0.0059 |
0.7% |
1% |
False |
False |
329 |
| 80 |
0.9836 |
0.8555 |
0.1281 |
15.0% |
0.0047 |
0.5% |
1% |
False |
False |
252 |
| 100 |
0.9896 |
0.8555 |
0.1341 |
15.7% |
0.0038 |
0.4% |
1% |
False |
False |
205 |
| 120 |
0.9921 |
0.8555 |
0.1366 |
15.9% |
0.0033 |
0.4% |
1% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8800 |
|
2.618 |
0.8724 |
|
1.618 |
0.8678 |
|
1.000 |
0.8650 |
|
0.618 |
0.8632 |
|
HIGH |
0.8604 |
|
0.618 |
0.8586 |
|
0.500 |
0.8581 |
|
0.382 |
0.8576 |
|
LOW |
0.8558 |
|
0.618 |
0.8530 |
|
1.000 |
0.8512 |
|
1.618 |
0.8484 |
|
2.618 |
0.8438 |
|
4.250 |
0.8363 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8581 |
0.8613 |
| PP |
0.8577 |
0.8598 |
| S1 |
0.8572 |
0.8583 |
|