CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 30-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.9246 |
0.9190 |
-0.0056 |
-0.6% |
0.9385 |
High |
0.9246 |
0.9190 |
-0.0056 |
-0.6% |
0.9401 |
Low |
0.9216 |
0.9168 |
-0.0048 |
-0.5% |
0.9259 |
Close |
0.9216 |
0.9168 |
-0.0048 |
-0.5% |
0.9277 |
Range |
0.0030 |
0.0022 |
-0.0008 |
-26.7% |
0.0142 |
ATR |
0.0042 |
0.0043 |
0.0000 |
0.9% |
0.0000 |
Volume |
2 |
34 |
32 |
1,600.0% |
19 |
|
Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9241 |
0.9227 |
0.9180 |
|
R3 |
0.9219 |
0.9205 |
0.9174 |
|
R2 |
0.9197 |
0.9197 |
0.9172 |
|
R1 |
0.9183 |
0.9183 |
0.9170 |
0.9179 |
PP |
0.9175 |
0.9175 |
0.9175 |
0.9174 |
S1 |
0.9161 |
0.9161 |
0.9166 |
0.9157 |
S2 |
0.9153 |
0.9153 |
0.9164 |
|
S3 |
0.9131 |
0.9139 |
0.9162 |
|
S4 |
0.9109 |
0.9117 |
0.9156 |
|
|
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 |
0.9310 |
0.9168 |
0.0142 |
1.5% |
0.0016 |
0.2% |
0% |
False |
True |
8 |
10 |
0.9401 |
0.9168 |
0.0233 |
2.5% |
0.0018 |
0.2% |
0% |
False |
True |
6 |
20 |
0.9489 |
0.9128 |
0.0361 |
3.9% |
0.0020 |
0.2% |
11% |
False |
False |
4 |
40 |
0.9546 |
0.9128 |
0.0418 |
4.6% |
0.0016 |
0.2% |
10% |
False |
False |
3 |
60 |
0.9831 |
0.9128 |
0.0703 |
7.7% |
0.0013 |
0.1% |
6% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9284 |
2.618 |
0.9248 |
1.618 |
0.9226 |
1.000 |
0.9212 |
0.618 |
0.9204 |
HIGH |
0.9190 |
0.618 |
0.9182 |
0.500 |
0.9179 |
0.382 |
0.9176 |
LOW |
0.9168 |
0.618 |
0.9154 |
1.000 |
0.9146 |
1.618 |
0.9132 |
2.618 |
0.9110 |
4.250 |
0.9075 |
|
|
Fisher Pivots for day following 30-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9179 |
0.9223 |
PP |
0.9175 |
0.9204 |
S1 |
0.9172 |
0.9186 |
|