CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 10-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.8692 |
0.8784 |
0.0092 |
1.1% |
0.8866 |
High |
0.8753 |
0.8784 |
0.0031 |
0.4% |
0.8866 |
Low |
0.8692 |
0.8722 |
0.0030 |
0.3% |
0.8692 |
Close |
0.8753 |
0.8724 |
-0.0029 |
-0.3% |
0.8753 |
Range |
0.0061 |
0.0062 |
0.0001 |
1.6% |
0.0174 |
ATR |
0.0065 |
0.0065 |
0.0000 |
-0.3% |
0.0000 |
Volume |
9 |
4 |
-5 |
-55.6% |
42 |
|
Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8929 |
0.8889 |
0.8758 |
|
R3 |
0.8867 |
0.8827 |
0.8741 |
|
R2 |
0.8805 |
0.8805 |
0.8735 |
|
R1 |
0.8765 |
0.8765 |
0.8730 |
0.8754 |
PP |
0.8743 |
0.8743 |
0.8743 |
0.8738 |
S1 |
0.8703 |
0.8703 |
0.8718 |
0.8692 |
S2 |
0.8681 |
0.8681 |
0.8713 |
|
S3 |
0.8619 |
0.8641 |
0.8707 |
|
S4 |
0.8557 |
0.8579 |
0.8690 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9292 |
0.9197 |
0.8849 |
|
R3 |
0.9118 |
0.9023 |
0.8801 |
|
R2 |
0.8944 |
0.8944 |
0.8785 |
|
R1 |
0.8849 |
0.8849 |
0.8769 |
0.8810 |
PP |
0.8770 |
0.8770 |
0.8770 |
0.8751 |
S1 |
0.8675 |
0.8675 |
0.8737 |
0.8636 |
S2 |
0.8596 |
0.8596 |
0.8721 |
|
S3 |
0.8422 |
0.8501 |
0.8705 |
|
S4 |
0.8248 |
0.8327 |
0.8657 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8861 |
0.8692 |
0.0169 |
1.9% |
0.0064 |
0.7% |
19% |
False |
False |
6 |
10 |
0.9277 |
0.8692 |
0.0585 |
6.7% |
0.0056 |
0.6% |
5% |
False |
False |
8 |
20 |
0.9489 |
0.8692 |
0.0797 |
9.1% |
0.0042 |
0.5% |
4% |
False |
False |
6 |
40 |
0.9489 |
0.8692 |
0.0797 |
9.1% |
0.0027 |
0.3% |
4% |
False |
False |
4 |
60 |
0.9776 |
0.8692 |
0.1084 |
12.4% |
0.0021 |
0.2% |
3% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9048 |
2.618 |
0.8946 |
1.618 |
0.8884 |
1.000 |
0.8846 |
0.618 |
0.8822 |
HIGH |
0.8784 |
0.618 |
0.8760 |
0.500 |
0.8753 |
0.382 |
0.8746 |
LOW |
0.8722 |
0.618 |
0.8684 |
1.000 |
0.8660 |
1.618 |
0.8622 |
2.618 |
0.8560 |
4.250 |
0.8459 |
|
|
Fisher Pivots for day following 10-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8753 |
0.8738 |
PP |
0.8743 |
0.8733 |
S1 |
0.8734 |
0.8729 |
|