CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8464 |
0.8504 |
0.0040 |
0.5% |
0.8601 |
| High |
0.8508 |
0.8526 |
0.0018 |
0.2% |
0.8670 |
| Low |
0.8445 |
0.8492 |
0.0047 |
0.6% |
0.8418 |
| Close |
0.8491 |
0.8505 |
0.0014 |
0.2% |
0.8501 |
| Range |
0.0063 |
0.0034 |
-0.0029 |
-46.0% |
0.0252 |
| ATR |
0.0078 |
0.0075 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
1,499 |
1,532 |
33 |
2.2% |
9,756 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8610 |
0.8591 |
0.8524 |
|
| R3 |
0.8576 |
0.8557 |
0.8514 |
|
| R2 |
0.8542 |
0.8542 |
0.8511 |
|
| R1 |
0.8523 |
0.8523 |
0.8508 |
0.8533 |
| PP |
0.8508 |
0.8508 |
0.8508 |
0.8512 |
| S1 |
0.8489 |
0.8489 |
0.8502 |
0.8499 |
| S2 |
0.8474 |
0.8474 |
0.8499 |
|
| S3 |
0.8440 |
0.8455 |
0.8496 |
|
| S4 |
0.8406 |
0.8421 |
0.8486 |
|
|
| 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 |
0.8530 |
0.8418 |
0.0112 |
1.3% |
0.0064 |
0.7% |
78% |
False |
False |
2,066 |
| 10 |
0.8676 |
0.8418 |
0.0258 |
3.0% |
0.0067 |
0.8% |
34% |
False |
False |
1,655 |
| 20 |
0.9198 |
0.8418 |
0.0780 |
9.2% |
0.0085 |
1.0% |
11% |
False |
False |
1,227 |
| 40 |
0.9513 |
0.8418 |
0.1095 |
12.9% |
0.0076 |
0.9% |
8% |
False |
False |
715 |
| 60 |
0.9548 |
0.8418 |
0.1130 |
13.3% |
0.0064 |
0.8% |
8% |
False |
False |
525 |
| 80 |
0.9836 |
0.8418 |
0.1418 |
16.7% |
0.0051 |
0.6% |
6% |
False |
False |
399 |
| 100 |
0.9896 |
0.8418 |
0.1478 |
17.4% |
0.0041 |
0.5% |
6% |
False |
False |
321 |
| 120 |
0.9921 |
0.8418 |
0.1503 |
17.7% |
0.0036 |
0.4% |
6% |
False |
False |
270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8671 |
|
2.618 |
0.8615 |
|
1.618 |
0.8581 |
|
1.000 |
0.8560 |
|
0.618 |
0.8547 |
|
HIGH |
0.8526 |
|
0.618 |
0.8513 |
|
0.500 |
0.8509 |
|
0.382 |
0.8505 |
|
LOW |
0.8492 |
|
0.618 |
0.8471 |
|
1.000 |
0.8458 |
|
1.618 |
0.8437 |
|
2.618 |
0.8403 |
|
4.250 |
0.8348 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8509 |
0.8499 |
| PP |
0.8508 |
0.8492 |
| S1 |
0.8506 |
0.8486 |
|