CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8803 |
0.8661 |
-0.0142 |
-1.6% |
0.8883 |
| High |
0.8803 |
0.8677 |
-0.0126 |
-1.4% |
0.8883 |
| Low |
0.8738 |
0.8661 |
-0.0077 |
-0.9% |
0.8706 |
| Close |
0.8738 |
0.8677 |
-0.0061 |
-0.7% |
0.8766 |
| Range |
0.0065 |
0.0016 |
-0.0049 |
-75.4% |
0.0177 |
| ATR |
|
|
|
|
|
| Volume |
7 |
3 |
-4 |
-57.1% |
26 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8720 |
0.8714 |
0.8686 |
|
| R3 |
0.8704 |
0.8698 |
0.8681 |
|
| R2 |
0.8688 |
0.8688 |
0.8680 |
|
| R1 |
0.8682 |
0.8682 |
0.8678 |
0.8685 |
| PP |
0.8672 |
0.8672 |
0.8672 |
0.8673 |
| S1 |
0.8666 |
0.8666 |
0.8676 |
0.8669 |
| S2 |
0.8656 |
0.8656 |
0.8674 |
|
| S3 |
0.8640 |
0.8650 |
0.8673 |
|
| S4 |
0.8624 |
0.8634 |
0.8668 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9316 |
0.9218 |
0.8863 |
|
| R3 |
0.9139 |
0.9041 |
0.8815 |
|
| R2 |
0.8962 |
0.8962 |
0.8798 |
|
| R1 |
0.8864 |
0.8864 |
0.8782 |
0.8825 |
| PP |
0.8785 |
0.8785 |
0.8785 |
0.8765 |
| S1 |
0.8687 |
0.8687 |
0.8750 |
0.8648 |
| S2 |
0.8608 |
0.8608 |
0.8734 |
|
| S3 |
0.8431 |
0.8510 |
0.8717 |
|
| S4 |
0.8254 |
0.8333 |
0.8669 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8745 |
|
2.618 |
0.8719 |
|
1.618 |
0.8703 |
|
1.000 |
0.8693 |
|
0.618 |
0.8687 |
|
HIGH |
0.8677 |
|
0.618 |
0.8671 |
|
0.500 |
0.8669 |
|
0.382 |
0.8667 |
|
LOW |
0.8661 |
|
0.618 |
0.8651 |
|
1.000 |
0.8645 |
|
1.618 |
0.8635 |
|
2.618 |
0.8619 |
|
4.250 |
0.8593 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8674 |
0.8732 |
| PP |
0.8672 |
0.8714 |
| S1 |
0.8669 |
0.8695 |
|