CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8605 |
0.8530 |
-0.0075 |
-0.9% |
0.8784 |
| High |
0.8612 |
0.8532 |
-0.0080 |
-0.9% |
0.8784 |
| Low |
0.8576 |
0.8496 |
-0.0080 |
-0.9% |
0.8614 |
| Close |
0.8579 |
0.8506 |
-0.0073 |
-0.9% |
0.8625 |
| Range |
0.0036 |
0.0036 |
0.0000 |
0.0% |
0.0170 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
3.4% |
0.0000 |
| Volume |
7 |
16 |
9 |
128.6% |
30 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8619 |
0.8599 |
0.8526 |
|
| R3 |
0.8583 |
0.8563 |
0.8516 |
|
| R2 |
0.8547 |
0.8547 |
0.8513 |
|
| R1 |
0.8527 |
0.8527 |
0.8509 |
0.8519 |
| PP |
0.8511 |
0.8511 |
0.8511 |
0.8508 |
| S1 |
0.8491 |
0.8491 |
0.8503 |
0.8483 |
| S2 |
0.8475 |
0.8475 |
0.8499 |
|
| S3 |
0.8439 |
0.8455 |
0.8496 |
|
| S4 |
0.8403 |
0.8419 |
0.8486 |
|
|
| 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 |
0.8671 |
0.8496 |
0.0175 |
2.1% |
0.0019 |
0.2% |
6% |
False |
True |
8 |
| 10 |
0.8784 |
0.8496 |
0.0288 |
3.4% |
0.0035 |
0.4% |
3% |
False |
True |
7 |
| 20 |
0.9335 |
0.8496 |
0.0839 |
9.9% |
0.0041 |
0.5% |
1% |
False |
True |
7 |
| 40 |
0.9489 |
0.8496 |
0.0993 |
11.7% |
0.0031 |
0.4% |
1% |
False |
True |
5 |
| 60 |
0.9674 |
0.8496 |
0.1178 |
13.8% |
0.0023 |
0.3% |
1% |
False |
True |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8685 |
|
2.618 |
0.8626 |
|
1.618 |
0.8590 |
|
1.000 |
0.8568 |
|
0.618 |
0.8554 |
|
HIGH |
0.8532 |
|
0.618 |
0.8518 |
|
0.500 |
0.8514 |
|
0.382 |
0.8510 |
|
LOW |
0.8496 |
|
0.618 |
0.8474 |
|
1.000 |
0.8460 |
|
1.618 |
0.8438 |
|
2.618 |
0.8402 |
|
4.250 |
0.8343 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8514 |
0.8554 |
| PP |
0.8511 |
0.8538 |
| S1 |
0.8509 |
0.8522 |
|