CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 12-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.8671 |
0.8719 |
0.0048 |
0.6% |
0.8866 |
High |
0.8671 |
0.8719 |
0.0048 |
0.6% |
0.8866 |
Low |
0.8644 |
0.8677 |
0.0033 |
0.4% |
0.8692 |
Close |
0.8663 |
0.8677 |
0.0014 |
0.2% |
0.8753 |
Range |
0.0027 |
0.0042 |
0.0015 |
55.6% |
0.0174 |
ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
8 |
8 |
0 |
0.0% |
42 |
|
Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8817 |
0.8789 |
0.8700 |
|
R3 |
0.8775 |
0.8747 |
0.8689 |
|
R2 |
0.8733 |
0.8733 |
0.8685 |
|
R1 |
0.8705 |
0.8705 |
0.8681 |
0.8698 |
PP |
0.8691 |
0.8691 |
0.8691 |
0.8688 |
S1 |
0.8663 |
0.8663 |
0.8673 |
0.8656 |
S2 |
0.8649 |
0.8649 |
0.8669 |
|
S3 |
0.8607 |
0.8621 |
0.8665 |
|
S4 |
0.8565 |
0.8579 |
0.8654 |
|
|
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 |
0.8784 |
0.8644 |
0.0140 |
1.6% |
0.0051 |
0.6% |
24% |
False |
False |
6 |
10 |
0.9190 |
0.8644 |
0.0546 |
6.3% |
0.0060 |
0.7% |
6% |
False |
False |
10 |
20 |
0.9489 |
0.8644 |
0.0845 |
9.7% |
0.0040 |
0.5% |
4% |
False |
False |
6 |
40 |
0.9489 |
0.8644 |
0.0845 |
9.7% |
0.0029 |
0.3% |
4% |
False |
False |
4 |
60 |
0.9703 |
0.8644 |
0.1059 |
12.2% |
0.0022 |
0.3% |
3% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8898 |
2.618 |
0.8829 |
1.618 |
0.8787 |
1.000 |
0.8761 |
0.618 |
0.8745 |
HIGH |
0.8719 |
0.618 |
0.8703 |
0.500 |
0.8698 |
0.382 |
0.8693 |
LOW |
0.8677 |
0.618 |
0.8651 |
1.000 |
0.8635 |
1.618 |
0.8609 |
2.618 |
0.8567 |
4.250 |
0.8499 |
|
|
Fisher Pivots for day following 12-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8698 |
0.8714 |
PP |
0.8691 |
0.8702 |
S1 |
0.8684 |
0.8689 |
|