CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 28-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8506 |
0.8527 |
0.0021 |
0.2% |
0.8509 |
| High |
0.8529 |
0.8527 |
-0.0002 |
0.0% |
0.8529 |
| Low |
0.8506 |
0.8442 |
-0.0064 |
-0.8% |
0.8442 |
| Close |
0.8515 |
0.8442 |
-0.0073 |
-0.9% |
0.8442 |
| Range |
0.0023 |
0.0085 |
0.0062 |
269.6% |
0.0087 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
4.3% |
0.0000 |
| Volume |
7 |
90 |
83 |
1,185.7% |
142 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8725 |
0.8669 |
0.8489 |
|
| R3 |
0.8640 |
0.8584 |
0.8465 |
|
| R2 |
0.8555 |
0.8555 |
0.8458 |
|
| R1 |
0.8499 |
0.8499 |
0.8450 |
0.8485 |
| PP |
0.8470 |
0.8470 |
0.8470 |
0.8463 |
| S1 |
0.8414 |
0.8414 |
0.8434 |
0.8400 |
| S2 |
0.8385 |
0.8385 |
0.8426 |
|
| S3 |
0.8300 |
0.8329 |
0.8419 |
|
| S4 |
0.8215 |
0.8244 |
0.8395 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8732 |
0.8674 |
0.8490 |
|
| R3 |
0.8645 |
0.8587 |
0.8466 |
|
| R2 |
0.8558 |
0.8558 |
0.8458 |
|
| R1 |
0.8500 |
0.8500 |
0.8450 |
0.8486 |
| PP |
0.8471 |
0.8471 |
0.8471 |
0.8464 |
| S1 |
0.8413 |
0.8413 |
0.8434 |
0.8399 |
| S2 |
0.8384 |
0.8384 |
0.8426 |
|
| S3 |
0.8297 |
0.8326 |
0.8418 |
|
| S4 |
0.8210 |
0.8239 |
0.8394 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8529 |
0.8442 |
0.0087 |
1.0% |
0.0038 |
0.5% |
0% |
False |
True |
31 |
| 10 |
0.8628 |
0.8439 |
0.0189 |
2.2% |
0.0035 |
0.4% |
2% |
False |
False |
22 |
| 20 |
0.9026 |
0.8439 |
0.0587 |
7.0% |
0.0047 |
0.6% |
1% |
False |
False |
14 |
| 40 |
0.9489 |
0.8439 |
0.1050 |
12.4% |
0.0033 |
0.4% |
0% |
False |
False |
9 |
| 60 |
0.9546 |
0.8439 |
0.1107 |
13.1% |
0.0026 |
0.3% |
0% |
False |
False |
7 |
| 80 |
0.9831 |
0.8439 |
0.1392 |
16.5% |
0.0021 |
0.3% |
0% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8888 |
|
2.618 |
0.8750 |
|
1.618 |
0.8665 |
|
1.000 |
0.8612 |
|
0.618 |
0.8580 |
|
HIGH |
0.8527 |
|
0.618 |
0.8495 |
|
0.500 |
0.8485 |
|
0.382 |
0.8474 |
|
LOW |
0.8442 |
|
0.618 |
0.8389 |
|
1.000 |
0.8357 |
|
1.618 |
0.8304 |
|
2.618 |
0.8219 |
|
4.250 |
0.8081 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8485 |
0.8486 |
| PP |
0.8470 |
0.8471 |
| S1 |
0.8456 |
0.8457 |
|