CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 20-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8566 |
0.8475 |
-0.0091 |
-1.1% |
0.8748 |
| High |
0.8568 |
0.8502 |
-0.0066 |
-0.8% |
0.8788 |
| Low |
0.8482 |
0.8418 |
-0.0064 |
-0.8% |
0.8575 |
| Close |
0.8496 |
0.8489 |
-0.0007 |
-0.1% |
0.8615 |
| Range |
0.0086 |
0.0084 |
-0.0002 |
-2.3% |
0.0213 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.3% |
0.0000 |
| Volume |
1,506 |
1,835 |
329 |
21.8% |
4,198 |
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8722 |
0.8689 |
0.8535 |
|
| R3 |
0.8638 |
0.8605 |
0.8512 |
|
| R2 |
0.8554 |
0.8554 |
0.8504 |
|
| R1 |
0.8521 |
0.8521 |
0.8497 |
0.8538 |
| PP |
0.8470 |
0.8470 |
0.8470 |
0.8478 |
| S1 |
0.8437 |
0.8437 |
0.8481 |
0.8454 |
| S2 |
0.8386 |
0.8386 |
0.8474 |
|
| S3 |
0.8302 |
0.8353 |
0.8466 |
|
| S4 |
0.8218 |
0.8269 |
0.8443 |
|
|
| 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 |
0.8670 |
0.8418 |
0.0252 |
3.0% |
0.0080 |
0.9% |
28% |
False |
True |
1,461 |
| 10 |
0.8788 |
0.8418 |
0.0370 |
4.4% |
0.0078 |
0.9% |
19% |
False |
True |
1,202 |
| 20 |
0.9305 |
0.8418 |
0.0887 |
10.4% |
0.0083 |
1.0% |
8% |
False |
True |
827 |
| 40 |
0.9513 |
0.8418 |
0.1095 |
12.9% |
0.0077 |
0.9% |
6% |
False |
True |
530 |
| 60 |
0.9663 |
0.8418 |
0.1245 |
14.7% |
0.0062 |
0.7% |
6% |
False |
True |
384 |
| 80 |
0.9836 |
0.8418 |
0.1418 |
16.7% |
0.0048 |
0.6% |
5% |
False |
True |
293 |
| 100 |
0.9896 |
0.8418 |
0.1478 |
17.4% |
0.0040 |
0.5% |
5% |
False |
True |
238 |
| 120 |
0.9921 |
0.8418 |
0.1503 |
17.7% |
0.0034 |
0.4% |
5% |
False |
True |
199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8859 |
|
2.618 |
0.8722 |
|
1.618 |
0.8638 |
|
1.000 |
0.8586 |
|
0.618 |
0.8554 |
|
HIGH |
0.8502 |
|
0.618 |
0.8470 |
|
0.500 |
0.8460 |
|
0.382 |
0.8450 |
|
LOW |
0.8418 |
|
0.618 |
0.8366 |
|
1.000 |
0.8334 |
|
1.618 |
0.8282 |
|
2.618 |
0.8198 |
|
4.250 |
0.8061 |
|
|
| Fisher Pivots for day following 20-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8479 |
0.8511 |
| PP |
0.8470 |
0.8504 |
| S1 |
0.8460 |
0.8496 |
|