CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 28-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.9290 |
0.9277 |
-0.0013 |
-0.1% |
0.9385 |
High |
0.9310 |
0.9277 |
-0.0033 |
-0.4% |
0.9401 |
Low |
0.9290 |
0.9275 |
-0.0015 |
-0.2% |
0.9259 |
Close |
0.9310 |
0.9275 |
-0.0035 |
-0.4% |
0.9277 |
Range |
0.0020 |
0.0002 |
-0.0018 |
-90.0% |
0.0142 |
ATR |
0.0042 |
0.0041 |
0.0000 |
-1.1% |
0.0000 |
Volume |
3 |
1 |
-2 |
-66.7% |
19 |
|
Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9282 |
0.9280 |
0.9276 |
|
R3 |
0.9280 |
0.9278 |
0.9276 |
|
R2 |
0.9278 |
0.9278 |
0.9275 |
|
R1 |
0.9276 |
0.9276 |
0.9275 |
0.9276 |
PP |
0.9276 |
0.9276 |
0.9276 |
0.9276 |
S1 |
0.9274 |
0.9274 |
0.9275 |
0.9274 |
S2 |
0.9274 |
0.9274 |
0.9275 |
|
S3 |
0.9272 |
0.9272 |
0.9274 |
|
S4 |
0.9270 |
0.9270 |
0.9274 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9738 |
0.9650 |
0.9355 |
|
R3 |
0.9596 |
0.9508 |
0.9316 |
|
R2 |
0.9454 |
0.9454 |
0.9303 |
|
R1 |
0.9366 |
0.9366 |
0.9290 |
0.9339 |
PP |
0.9312 |
0.9312 |
0.9312 |
0.9299 |
S1 |
0.9224 |
0.9224 |
0.9264 |
0.9197 |
S2 |
0.9170 |
0.9170 |
0.9251 |
|
S3 |
0.9028 |
0.9082 |
0.9238 |
|
S4 |
0.8886 |
0.8940 |
0.9199 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9355 |
0.9259 |
0.0096 |
1.0% |
0.0021 |
0.2% |
17% |
False |
False |
3 |
10 |
0.9489 |
0.9259 |
0.0230 |
2.5% |
0.0025 |
0.3% |
7% |
False |
False |
3 |
20 |
0.9489 |
0.9128 |
0.0361 |
3.9% |
0.0021 |
0.2% |
41% |
False |
False |
2 |
40 |
0.9566 |
0.9128 |
0.0438 |
4.7% |
0.0016 |
0.2% |
34% |
False |
False |
2 |
60 |
0.9849 |
0.9128 |
0.0721 |
7.8% |
0.0012 |
0.1% |
20% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9286 |
2.618 |
0.9282 |
1.618 |
0.9280 |
1.000 |
0.9279 |
0.618 |
0.9278 |
HIGH |
0.9277 |
0.618 |
0.9276 |
0.500 |
0.9276 |
0.382 |
0.9276 |
LOW |
0.9275 |
0.618 |
0.9274 |
1.000 |
0.9273 |
1.618 |
0.9272 |
2.618 |
0.9270 |
4.250 |
0.9267 |
|
|
Fisher Pivots for day following 28-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9276 |
0.9292 |
PP |
0.9276 |
0.9286 |
S1 |
0.9275 |
0.9281 |
|