CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8520 |
0.8509 |
-0.0011 |
-0.1% |
0.8608 |
| High |
0.8527 |
0.8509 |
-0.0018 |
-0.2% |
0.8612 |
| Low |
0.8504 |
0.8465 |
-0.0039 |
-0.5% |
0.8439 |
| Close |
0.8511 |
0.8474 |
-0.0037 |
-0.4% |
0.8511 |
| Range |
0.0023 |
0.0044 |
0.0021 |
91.3% |
0.0173 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
14 |
4 |
-10 |
-71.4% |
76 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8615 |
0.8588 |
0.8498 |
|
| R3 |
0.8571 |
0.8544 |
0.8486 |
|
| R2 |
0.8527 |
0.8527 |
0.8482 |
|
| R1 |
0.8500 |
0.8500 |
0.8478 |
0.8492 |
| PP |
0.8483 |
0.8483 |
0.8483 |
0.8478 |
| S1 |
0.8456 |
0.8456 |
0.8470 |
0.8448 |
| S2 |
0.8439 |
0.8439 |
0.8466 |
|
| S3 |
0.8395 |
0.8412 |
0.8462 |
|
| S4 |
0.8351 |
0.8368 |
0.8450 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9040 |
0.8948 |
0.8606 |
|
| R3 |
0.8867 |
0.8775 |
0.8559 |
|
| R2 |
0.8694 |
0.8694 |
0.8543 |
|
| R1 |
0.8602 |
0.8602 |
0.8527 |
0.8562 |
| PP |
0.8521 |
0.8521 |
0.8521 |
0.8500 |
| S1 |
0.8429 |
0.8429 |
0.8495 |
0.8389 |
| S2 |
0.8348 |
0.8348 |
0.8479 |
|
| S3 |
0.8175 |
0.8256 |
0.8463 |
|
| S4 |
0.8002 |
0.8083 |
0.8416 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8612 |
0.8439 |
0.0173 |
2.0% |
0.0042 |
0.5% |
20% |
False |
False |
14 |
| 10 |
0.8719 |
0.8439 |
0.0280 |
3.3% |
0.0030 |
0.4% |
13% |
False |
False |
10 |
| 20 |
0.9277 |
0.8439 |
0.0838 |
9.9% |
0.0043 |
0.5% |
4% |
False |
False |
9 |
| 40 |
0.9489 |
0.8439 |
0.1050 |
12.4% |
0.0032 |
0.4% |
3% |
False |
False |
6 |
| 60 |
0.9566 |
0.8439 |
0.1127 |
13.3% |
0.0025 |
0.3% |
3% |
False |
False |
4 |
| 80 |
0.9849 |
0.8439 |
0.1410 |
16.6% |
0.0020 |
0.2% |
2% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8696 |
|
2.618 |
0.8624 |
|
1.618 |
0.8580 |
|
1.000 |
0.8553 |
|
0.618 |
0.8536 |
|
HIGH |
0.8509 |
|
0.618 |
0.8492 |
|
0.500 |
0.8487 |
|
0.382 |
0.8482 |
|
LOW |
0.8465 |
|
0.618 |
0.8438 |
|
1.000 |
0.8421 |
|
1.618 |
0.8394 |
|
2.618 |
0.8350 |
|
4.250 |
0.8278 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8487 |
0.8483 |
| PP |
0.8483 |
0.8480 |
| S1 |
0.8478 |
0.8477 |
|