CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8467 |
0.8495 |
0.0028 |
0.3% |
0.8601 |
| High |
0.8530 |
0.8516 |
-0.0014 |
-0.2% |
0.8670 |
| Low |
0.8460 |
0.8449 |
-0.0011 |
-0.1% |
0.8418 |
| Close |
0.8501 |
0.8464 |
-0.0037 |
-0.4% |
0.8501 |
| Range |
0.0070 |
0.0067 |
-0.0003 |
-4.3% |
0.0252 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
2,978 |
2,488 |
-490 |
-16.5% |
9,756 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8677 |
0.8638 |
0.8501 |
|
| R3 |
0.8610 |
0.8571 |
0.8482 |
|
| R2 |
0.8543 |
0.8543 |
0.8476 |
|
| R1 |
0.8504 |
0.8504 |
0.8470 |
0.8490 |
| PP |
0.8476 |
0.8476 |
0.8476 |
0.8470 |
| S1 |
0.8437 |
0.8437 |
0.8458 |
0.8423 |
| S2 |
0.8409 |
0.8409 |
0.8452 |
|
| S3 |
0.8342 |
0.8370 |
0.8446 |
|
| S4 |
0.8275 |
0.8303 |
0.8427 |
|
|
| 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 |
0.8604 |
0.8418 |
0.0186 |
2.2% |
0.0071 |
0.8% |
25% |
False |
False |
2,149 |
| 10 |
0.8734 |
0.8418 |
0.0316 |
3.7% |
0.0075 |
0.9% |
15% |
False |
False |
1,547 |
| 20 |
0.9287 |
0.8418 |
0.0869 |
10.3% |
0.0086 |
1.0% |
5% |
False |
False |
1,084 |
| 40 |
0.9513 |
0.8418 |
0.1095 |
12.9% |
0.0077 |
0.9% |
4% |
False |
False |
654 |
| 60 |
0.9555 |
0.8418 |
0.1137 |
13.4% |
0.0064 |
0.8% |
4% |
False |
False |
475 |
| 80 |
0.9836 |
0.8418 |
0.1418 |
16.8% |
0.0050 |
0.6% |
3% |
False |
False |
361 |
| 100 |
0.9896 |
0.8418 |
0.1478 |
17.5% |
0.0040 |
0.5% |
3% |
False |
False |
292 |
| 120 |
0.9921 |
0.8418 |
0.1503 |
17.8% |
0.0036 |
0.4% |
3% |
False |
False |
245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8801 |
|
2.618 |
0.8691 |
|
1.618 |
0.8624 |
|
1.000 |
0.8583 |
|
0.618 |
0.8557 |
|
HIGH |
0.8516 |
|
0.618 |
0.8490 |
|
0.500 |
0.8483 |
|
0.382 |
0.8475 |
|
LOW |
0.8449 |
|
0.618 |
0.8408 |
|
1.000 |
0.8382 |
|
1.618 |
0.8341 |
|
2.618 |
0.8274 |
|
4.250 |
0.8164 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8483 |
0.8474 |
| PP |
0.8476 |
0.8471 |
| S1 |
0.8470 |
0.8467 |
|