CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 29-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.9277 |
0.9246 |
-0.0031 |
-0.3% |
0.9385 |
High |
0.9277 |
0.9246 |
-0.0031 |
-0.3% |
0.9401 |
Low |
0.9275 |
0.9216 |
-0.0059 |
-0.6% |
0.9259 |
Close |
0.9275 |
0.9216 |
-0.0059 |
-0.6% |
0.9277 |
Range |
0.0002 |
0.0030 |
0.0028 |
1,400.0% |
0.0142 |
ATR |
0.0041 |
0.0042 |
0.0001 |
3.1% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
19 |
|
Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9316 |
0.9296 |
0.9233 |
|
R3 |
0.9286 |
0.9266 |
0.9224 |
|
R2 |
0.9256 |
0.9256 |
0.9222 |
|
R1 |
0.9236 |
0.9236 |
0.9219 |
0.9231 |
PP |
0.9226 |
0.9226 |
0.9226 |
0.9224 |
S1 |
0.9206 |
0.9206 |
0.9213 |
0.9201 |
S2 |
0.9196 |
0.9196 |
0.9211 |
|
S3 |
0.9166 |
0.9176 |
0.9208 |
|
S4 |
0.9136 |
0.9146 |
0.9200 |
|
|
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 |
0.9335 |
0.9216 |
0.0119 |
1.3% |
0.0026 |
0.3% |
0% |
False |
True |
3 |
10 |
0.9489 |
0.9216 |
0.0273 |
3.0% |
0.0020 |
0.2% |
0% |
False |
True |
3 |
20 |
0.9489 |
0.9128 |
0.0361 |
3.9% |
0.0019 |
0.2% |
24% |
False |
False |
2 |
40 |
0.9553 |
0.9128 |
0.0425 |
4.6% |
0.0016 |
0.2% |
21% |
False |
False |
2 |
60 |
0.9849 |
0.9128 |
0.0721 |
7.8% |
0.0013 |
0.1% |
12% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9374 |
2.618 |
0.9325 |
1.618 |
0.9295 |
1.000 |
0.9276 |
0.618 |
0.9265 |
HIGH |
0.9246 |
0.618 |
0.9235 |
0.500 |
0.9231 |
0.382 |
0.9227 |
LOW |
0.9216 |
0.618 |
0.9197 |
1.000 |
0.9186 |
1.618 |
0.9167 |
2.618 |
0.9137 |
4.250 |
0.9089 |
|
|
Fisher Pivots for day following 29-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9231 |
0.9263 |
PP |
0.9226 |
0.9247 |
S1 |
0.9221 |
0.9232 |
|