CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 03-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.9020 |
0.8866 |
-0.0154 |
-1.7% |
0.9290 |
High |
0.9026 |
0.8866 |
-0.0160 |
-1.8% |
0.9310 |
Low |
0.8923 |
0.8779 |
-0.0144 |
-1.6% |
0.8923 |
Close |
0.8928 |
0.8813 |
-0.0115 |
-1.3% |
0.8928 |
Range |
0.0103 |
0.0087 |
-0.0016 |
-15.5% |
0.0387 |
ATR |
0.0057 |
0.0064 |
0.0007 |
11.4% |
0.0000 |
Volume |
4 |
13 |
9 |
225.0% |
44 |
|
Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9080 |
0.9034 |
0.8861 |
|
R3 |
0.8993 |
0.8947 |
0.8837 |
|
R2 |
0.8906 |
0.8906 |
0.8829 |
|
R1 |
0.8860 |
0.8860 |
0.8821 |
0.8840 |
PP |
0.8819 |
0.8819 |
0.8819 |
0.8809 |
S1 |
0.8773 |
0.8773 |
0.8805 |
0.8753 |
S2 |
0.8732 |
0.8732 |
0.8797 |
|
S3 |
0.8645 |
0.8686 |
0.8789 |
|
S4 |
0.8558 |
0.8599 |
0.8765 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0215 |
0.9958 |
0.9141 |
|
R3 |
0.9828 |
0.9571 |
0.9034 |
|
R2 |
0.9441 |
0.9441 |
0.8999 |
|
R1 |
0.9184 |
0.9184 |
0.8963 |
0.9119 |
PP |
0.9054 |
0.9054 |
0.9054 |
0.9021 |
S1 |
0.8797 |
0.8797 |
0.8893 |
0.8732 |
S2 |
0.8667 |
0.8667 |
0.8857 |
|
S3 |
0.8280 |
0.8410 |
0.8822 |
|
S4 |
0.7893 |
0.8023 |
0.8715 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9277 |
0.8779 |
0.0498 |
5.7% |
0.0049 |
0.6% |
7% |
False |
True |
10 |
10 |
0.9401 |
0.8779 |
0.0622 |
7.1% |
0.0037 |
0.4% |
5% |
False |
True |
7 |
20 |
0.9489 |
0.8779 |
0.0710 |
8.1% |
0.0029 |
0.3% |
5% |
False |
True |
4 |
40 |
0.9489 |
0.8779 |
0.0710 |
8.1% |
0.0020 |
0.2% |
5% |
False |
True |
3 |
60 |
0.9817 |
0.8779 |
0.1038 |
11.8% |
0.0016 |
0.2% |
3% |
False |
True |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9236 |
2.618 |
0.9094 |
1.618 |
0.9007 |
1.000 |
0.8953 |
0.618 |
0.8920 |
HIGH |
0.8866 |
0.618 |
0.8833 |
0.500 |
0.8823 |
0.382 |
0.8812 |
LOW |
0.8779 |
0.618 |
0.8725 |
1.000 |
0.8692 |
1.618 |
0.8638 |
2.618 |
0.8551 |
4.250 |
0.8409 |
|
|
Fisher Pivots for day following 03-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8823 |
0.8985 |
PP |
0.8819 |
0.8927 |
S1 |
0.8816 |
0.8870 |
|