CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 17-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.8620 |
0.8608 |
-0.0012 |
-0.1% |
0.8784 |
High |
0.8628 |
0.8608 |
-0.0020 |
-0.2% |
0.8784 |
Low |
0.8614 |
0.8608 |
-0.0006 |
-0.1% |
0.8614 |
Close |
0.8625 |
0.8608 |
-0.0017 |
-0.2% |
0.8625 |
Range |
0.0014 |
0.0000 |
-0.0014 |
-100.0% |
0.0170 |
ATR |
0.0061 |
0.0058 |
-0.0003 |
-5.1% |
0.0000 |
Volume |
4 |
7 |
3 |
75.0% |
30 |
|
Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8608 |
0.8608 |
0.8608 |
|
R3 |
0.8608 |
0.8608 |
0.8608 |
|
R2 |
0.8608 |
0.8608 |
0.8608 |
|
R1 |
0.8608 |
0.8608 |
0.8608 |
0.8608 |
PP |
0.8608 |
0.8608 |
0.8608 |
0.8608 |
S1 |
0.8608 |
0.8608 |
0.8608 |
0.8608 |
S2 |
0.8608 |
0.8608 |
0.8608 |
|
S3 |
0.8608 |
0.8608 |
0.8608 |
|
S4 |
0.8608 |
0.8608 |
0.8608 |
|
|
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 |
0.8719 |
0.8608 |
0.0111 |
1.3% |
0.0018 |
0.2% |
0% |
False |
True |
6 |
10 |
0.8861 |
0.8608 |
0.0253 |
2.9% |
0.0041 |
0.5% |
0% |
False |
True |
6 |
20 |
0.9401 |
0.8608 |
0.0793 |
9.2% |
0.0039 |
0.5% |
0% |
False |
True |
6 |
40 |
0.9489 |
0.8608 |
0.0881 |
10.2% |
0.0029 |
0.3% |
0% |
False |
True |
4 |
60 |
0.9674 |
0.8608 |
0.1066 |
12.4% |
0.0022 |
0.3% |
0% |
False |
True |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8608 |
2.618 |
0.8608 |
1.618 |
0.8608 |
1.000 |
0.8608 |
0.618 |
0.8608 |
HIGH |
0.8608 |
0.618 |
0.8608 |
0.500 |
0.8608 |
0.382 |
0.8608 |
LOW |
0.8608 |
0.618 |
0.8608 |
1.000 |
0.8608 |
1.618 |
0.8608 |
2.618 |
0.8608 |
4.250 |
0.8608 |
|
|
Fisher Pivots for day following 17-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8608 |
0.8640 |
PP |
0.8608 |
0.8629 |
S1 |
0.8608 |
0.8619 |
|