CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 13-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.8719 |
0.8664 |
-0.0055 |
-0.6% |
0.8866 |
High |
0.8719 |
0.8671 |
-0.0048 |
-0.6% |
0.8866 |
Low |
0.8677 |
0.8663 |
-0.0014 |
-0.2% |
0.8692 |
Close |
0.8677 |
0.8667 |
-0.0010 |
-0.1% |
0.8753 |
Range |
0.0042 |
0.0008 |
-0.0034 |
-81.0% |
0.0174 |
ATR |
0.0065 |
0.0061 |
-0.0004 |
-5.6% |
0.0000 |
Volume |
8 |
6 |
-2 |
-25.0% |
42 |
|
Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8691 |
0.8687 |
0.8671 |
|
R3 |
0.8683 |
0.8679 |
0.8669 |
|
R2 |
0.8675 |
0.8675 |
0.8668 |
|
R1 |
0.8671 |
0.8671 |
0.8668 |
0.8673 |
PP |
0.8667 |
0.8667 |
0.8667 |
0.8668 |
S1 |
0.8663 |
0.8663 |
0.8666 |
0.8665 |
S2 |
0.8659 |
0.8659 |
0.8666 |
|
S3 |
0.8651 |
0.8655 |
0.8665 |
|
S4 |
0.8643 |
0.8647 |
0.8663 |
|
|
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% |
0.0040 |
0.5% |
16% |
False |
False |
7 |
10 |
0.9026 |
0.8644 |
0.0382 |
4.4% |
0.0059 |
0.7% |
6% |
False |
False |
7 |
20 |
0.9401 |
0.8644 |
0.0757 |
8.7% |
0.0038 |
0.4% |
3% |
False |
False |
6 |
40 |
0.9489 |
0.8644 |
0.0845 |
9.7% |
0.0029 |
0.3% |
3% |
False |
False |
4 |
60 |
0.9676 |
0.8644 |
0.1032 |
11.9% |
0.0022 |
0.3% |
2% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8705 |
2.618 |
0.8692 |
1.618 |
0.8684 |
1.000 |
0.8679 |
0.618 |
0.8676 |
HIGH |
0.8671 |
0.618 |
0.8668 |
0.500 |
0.8667 |
0.382 |
0.8666 |
LOW |
0.8663 |
0.618 |
0.8658 |
1.000 |
0.8655 |
1.618 |
0.8650 |
2.618 |
0.8642 |
4.250 |
0.8629 |
|
|
Fisher Pivots for day following 13-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8667 |
0.8682 |
PP |
0.8667 |
0.8677 |
S1 |
0.8667 |
0.8672 |
|