CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 14-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.8664 |
0.8620 |
-0.0044 |
-0.5% |
0.8784 |
High |
0.8671 |
0.8628 |
-0.0043 |
-0.5% |
0.8784 |
Low |
0.8663 |
0.8614 |
-0.0049 |
-0.6% |
0.8614 |
Close |
0.8667 |
0.8625 |
-0.0042 |
-0.5% |
0.8625 |
Range |
0.0008 |
0.0014 |
0.0006 |
75.0% |
0.0170 |
ATR |
0.0061 |
0.0061 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
6 |
4 |
-2 |
-33.3% |
30 |
|
Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8664 |
0.8659 |
0.8633 |
|
R3 |
0.8650 |
0.8645 |
0.8629 |
|
R2 |
0.8636 |
0.8636 |
0.8628 |
|
R1 |
0.8631 |
0.8631 |
0.8626 |
0.8634 |
PP |
0.8622 |
0.8622 |
0.8622 |
0.8624 |
S1 |
0.8617 |
0.8617 |
0.8624 |
0.8620 |
S2 |
0.8608 |
0.8608 |
0.8622 |
|
S3 |
0.8594 |
0.8603 |
0.8621 |
|
S4 |
0.8580 |
0.8589 |
0.8617 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9184 |
0.9075 |
0.8719 |
|
R3 |
0.9014 |
0.8905 |
0.8672 |
|
R2 |
0.8844 |
0.8844 |
0.8656 |
|
R1 |
0.8735 |
0.8735 |
0.8641 |
0.8705 |
PP |
0.8674 |
0.8674 |
0.8674 |
0.8659 |
S1 |
0.8565 |
0.8565 |
0.8609 |
0.8535 |
S2 |
0.8504 |
0.8504 |
0.8594 |
|
S3 |
0.8334 |
0.8395 |
0.8578 |
|
S4 |
0.8164 |
0.8225 |
0.8532 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8784 |
0.8614 |
0.0170 |
2.0% |
0.0031 |
0.4% |
6% |
False |
True |
6 |
10 |
0.8866 |
0.8614 |
0.0252 |
2.9% |
0.0050 |
0.6% |
4% |
False |
True |
7 |
20 |
0.9401 |
0.8614 |
0.0787 |
9.1% |
0.0039 |
0.4% |
1% |
False |
True |
6 |
40 |
0.9489 |
0.8614 |
0.0875 |
10.1% |
0.0029 |
0.3% |
1% |
False |
True |
4 |
60 |
0.9674 |
0.8614 |
0.1060 |
12.3% |
0.0022 |
0.3% |
1% |
False |
True |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8688 |
2.618 |
0.8665 |
1.618 |
0.8651 |
1.000 |
0.8642 |
0.618 |
0.8637 |
HIGH |
0.8628 |
0.618 |
0.8623 |
0.500 |
0.8621 |
0.382 |
0.8619 |
LOW |
0.8614 |
0.618 |
0.8605 |
1.000 |
0.8600 |
1.618 |
0.8591 |
2.618 |
0.8577 |
4.250 |
0.8555 |
|
|
Fisher Pivots for day following 14-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8624 |
0.8667 |
PP |
0.8622 |
0.8653 |
S1 |
0.8621 |
0.8639 |
|