CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8583 |
0.8566 |
-0.0017 |
-0.2% |
0.8748 |
| High |
0.8604 |
0.8568 |
-0.0036 |
-0.4% |
0.8788 |
| Low |
0.8558 |
0.8482 |
-0.0076 |
-0.9% |
0.8575 |
| Close |
0.8568 |
0.8496 |
-0.0072 |
-0.8% |
0.8615 |
| Range |
0.0046 |
0.0086 |
0.0040 |
87.0% |
0.0213 |
| ATR |
0.0080 |
0.0081 |
0.0000 |
0.5% |
0.0000 |
| Volume |
1,939 |
1,506 |
-433 |
-22.3% |
4,198 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8773 |
0.8721 |
0.8543 |
|
| R3 |
0.8687 |
0.8635 |
0.8520 |
|
| R2 |
0.8601 |
0.8601 |
0.8512 |
|
| R1 |
0.8549 |
0.8549 |
0.8504 |
0.8532 |
| PP |
0.8515 |
0.8515 |
0.8515 |
0.8507 |
| S1 |
0.8463 |
0.8463 |
0.8488 |
0.8446 |
| S2 |
0.8429 |
0.8429 |
0.8480 |
|
| S3 |
0.8343 |
0.8377 |
0.8472 |
|
| S4 |
0.8257 |
0.8291 |
0.8449 |
|
|
| 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 |
0.8676 |
0.8482 |
0.0194 |
2.3% |
0.0070 |
0.8% |
7% |
False |
True |
1,243 |
| 10 |
0.8788 |
0.8482 |
0.0306 |
3.6% |
0.0080 |
0.9% |
5% |
False |
True |
1,102 |
| 20 |
0.9345 |
0.8482 |
0.0863 |
10.2% |
0.0084 |
1.0% |
2% |
False |
True |
739 |
| 40 |
0.9513 |
0.8482 |
0.1031 |
12.1% |
0.0076 |
0.9% |
1% |
False |
True |
488 |
| 60 |
0.9663 |
0.8482 |
0.1181 |
13.9% |
0.0060 |
0.7% |
1% |
False |
True |
353 |
| 80 |
0.9836 |
0.8482 |
0.1354 |
15.9% |
0.0048 |
0.6% |
1% |
False |
True |
270 |
| 100 |
0.9896 |
0.8482 |
0.1414 |
16.6% |
0.0039 |
0.5% |
1% |
False |
True |
220 |
| 120 |
0.9921 |
0.8482 |
0.1439 |
16.9% |
0.0034 |
0.4% |
1% |
False |
True |
184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8934 |
|
2.618 |
0.8793 |
|
1.618 |
0.8707 |
|
1.000 |
0.8654 |
|
0.618 |
0.8621 |
|
HIGH |
0.8568 |
|
0.618 |
0.8535 |
|
0.500 |
0.8525 |
|
0.382 |
0.8515 |
|
LOW |
0.8482 |
|
0.618 |
0.8429 |
|
1.000 |
0.8396 |
|
1.618 |
0.8343 |
|
2.618 |
0.8257 |
|
4.250 |
0.8117 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8525 |
0.8576 |
| PP |
0.8515 |
0.8549 |
| S1 |
0.8506 |
0.8523 |
|