CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8475 |
0.8467 |
-0.0008 |
-0.1% |
0.8601 |
| High |
0.8502 |
0.8530 |
0.0028 |
0.3% |
0.8670 |
| Low |
0.8418 |
0.8460 |
0.0042 |
0.5% |
0.8418 |
| Close |
0.8489 |
0.8501 |
0.0012 |
0.1% |
0.8501 |
| Range |
0.0084 |
0.0070 |
-0.0014 |
-16.7% |
0.0252 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
1,835 |
2,978 |
1,143 |
62.3% |
9,756 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8707 |
0.8674 |
0.8540 |
|
| R3 |
0.8637 |
0.8604 |
0.8520 |
|
| R2 |
0.8567 |
0.8567 |
0.8514 |
|
| R1 |
0.8534 |
0.8534 |
0.8507 |
0.8551 |
| PP |
0.8497 |
0.8497 |
0.8497 |
0.8505 |
| S1 |
0.8464 |
0.8464 |
0.8495 |
0.8481 |
| S2 |
0.8427 |
0.8427 |
0.8488 |
|
| S3 |
0.8357 |
0.8394 |
0.8482 |
|
| S4 |
0.8287 |
0.8324 |
0.8463 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9286 |
0.9145 |
0.8640 |
|
| R3 |
0.9034 |
0.8893 |
0.8570 |
|
| R2 |
0.8782 |
0.8782 |
0.8547 |
|
| R1 |
0.8641 |
0.8641 |
0.8524 |
0.8586 |
| PP |
0.8530 |
0.8530 |
0.8530 |
0.8502 |
| S1 |
0.8389 |
0.8389 |
0.8478 |
0.8334 |
| S2 |
0.8278 |
0.8278 |
0.8455 |
|
| S3 |
0.8026 |
0.8137 |
0.8432 |
|
| S4 |
0.7774 |
0.7885 |
0.8362 |
|
|
| 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% |
33% |
False |
False |
1,951 |
| 10 |
0.8788 |
0.8418 |
0.0370 |
4.4% |
0.0076 |
0.9% |
22% |
False |
False |
1,395 |
| 20 |
0.9305 |
0.8418 |
0.0887 |
10.4% |
0.0085 |
1.0% |
9% |
False |
False |
971 |
| 40 |
0.9513 |
0.8418 |
0.1095 |
12.9% |
0.0076 |
0.9% |
8% |
False |
False |
602 |
| 60 |
0.9621 |
0.8418 |
0.1203 |
14.2% |
0.0063 |
0.7% |
7% |
False |
False |
434 |
| 80 |
0.9836 |
0.8418 |
0.1418 |
16.7% |
0.0049 |
0.6% |
6% |
False |
False |
330 |
| 100 |
0.9896 |
0.8418 |
0.1478 |
17.4% |
0.0040 |
0.5% |
6% |
False |
False |
268 |
| 120 |
0.9921 |
0.8418 |
0.1503 |
17.7% |
0.0035 |
0.4% |
6% |
False |
False |
224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8828 |
|
2.618 |
0.8713 |
|
1.618 |
0.8643 |
|
1.000 |
0.8600 |
|
0.618 |
0.8573 |
|
HIGH |
0.8530 |
|
0.618 |
0.8503 |
|
0.500 |
0.8495 |
|
0.382 |
0.8487 |
|
LOW |
0.8460 |
|
0.618 |
0.8417 |
|
1.000 |
0.8390 |
|
1.618 |
0.8347 |
|
2.618 |
0.8277 |
|
4.250 |
0.8163 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8499 |
0.8498 |
| PP |
0.8497 |
0.8496 |
| S1 |
0.8495 |
0.8493 |
|