CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 05-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.8818 |
0.8812 |
-0.0006 |
-0.1% |
0.9290 |
High |
0.8861 |
0.8812 |
-0.0049 |
-0.6% |
0.9310 |
Low |
0.8798 |
0.8740 |
-0.0058 |
-0.7% |
0.8923 |
Close |
0.8828 |
0.8740 |
-0.0088 |
-1.0% |
0.8928 |
Range |
0.0063 |
0.0072 |
0.0009 |
14.3% |
0.0387 |
ATR |
0.0064 |
0.0066 |
0.0002 |
2.7% |
0.0000 |
Volume |
8 |
7 |
-1 |
-12.5% |
44 |
|
Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8980 |
0.8932 |
0.8780 |
|
R3 |
0.8908 |
0.8860 |
0.8760 |
|
R2 |
0.8836 |
0.8836 |
0.8753 |
|
R1 |
0.8788 |
0.8788 |
0.8747 |
0.8776 |
PP |
0.8764 |
0.8764 |
0.8764 |
0.8758 |
S1 |
0.8716 |
0.8716 |
0.8733 |
0.8704 |
S2 |
0.8692 |
0.8692 |
0.8727 |
|
S3 |
0.8620 |
0.8644 |
0.8720 |
|
S4 |
0.8548 |
0.8572 |
0.8700 |
|
|
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 |
0.9190 |
0.8740 |
0.0450 |
5.1% |
0.0069 |
0.8% |
0% |
False |
True |
13 |
10 |
0.9335 |
0.8740 |
0.0595 |
6.8% |
0.0048 |
0.5% |
0% |
False |
True |
8 |
20 |
0.9489 |
0.8740 |
0.0749 |
8.6% |
0.0033 |
0.4% |
0% |
False |
True |
5 |
40 |
0.9489 |
0.8740 |
0.0749 |
8.6% |
0.0024 |
0.3% |
0% |
False |
True |
4 |
60 |
0.9801 |
0.8740 |
0.1061 |
12.1% |
0.0018 |
0.2% |
0% |
False |
True |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9118 |
2.618 |
0.9000 |
1.618 |
0.8928 |
1.000 |
0.8884 |
0.618 |
0.8856 |
HIGH |
0.8812 |
0.618 |
0.8784 |
0.500 |
0.8776 |
0.382 |
0.8768 |
LOW |
0.8740 |
0.618 |
0.8696 |
1.000 |
0.8668 |
1.618 |
0.8624 |
2.618 |
0.8552 |
4.250 |
0.8434 |
|
|
Fisher Pivots for day following 05-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8776 |
0.8803 |
PP |
0.8764 |
0.8782 |
S1 |
0.8752 |
0.8761 |
|